Editing Simplex algorithm (section)

==History==
[[George Dantzig]] worked on planning methods for the US Army Air Force during World War II using a [[Mechanical_calculator#1900s_to_1970s|desk calculator]]. During 1946, his colleague challenged him to mechanize the planning process to distract him from taking another job. Dantzig formulated the problem as linear inequalities inspired by the work of [[Wassily Leontief]], however, at that time he didn't include an objective as part of his formulation. Without an objective, a vast number of solutions can be feasible, and therefore to find the "best" feasible solution, military-specified "ground rules" must be used that describe how goals can be achieved as opposed to specifying a goal itself. Dantzig's core insight was to realize that most such ground rules can be translated into a linear objective function that needs to be maximized.<ref>{{Cite journal|url = https://apps.dtic.mil/sti/pdfs/ADA112060.pdf|archive-url = https://web.archive.org/web/20150520183722/http://www.dtic.mil/cgi-bin/GetTRDoc?Location=U2&doc=GetTRDoc.pdf&AD=ADA112060|url-status = live|archive-date = May 20, 2015|title = Reminiscences about the origins of linear programming|date = April 1982|journal = Operations Research Letters|doi = 10.1016/0167-6377(82)90043-8|volume = 1|issue = 2 |pages=43–48|last1 = Dantzig|first1 = George B.}}</ref> Development of the simplex method was evolutionary and happened over a period of about a year.<ref>{{Cite journal|url = http://www.phpsimplex.com/en/Dantzig_interview.htm|title = An Interview with George B. Dantzig: The Father of Linear Programming|last = Albers and Reid|date = 1986|journal = College Mathematics Journal|volume = 17|issue = 4|doi = 10.1080/07468342.1986.11972971|pages = 292–314}}</ref>

After Dantzig included an objective function as part of his formulation during mid-1947, the problem was mathematically more tractable. Dantzig realized that one of the unsolved problems that [[George Dantzig#Education|he had mistaken]] as homework in his professor [[Jerzy Neyman]]'s class (and actually later solved), was applicable to finding an algorithm for linear programs. This problem involved finding the existence of [[Lagrange multipliers]] for general linear programs over a continuum of variables, each bounded between zero and one, and satisfying linear constraints expressed in the form of [[Lebesgue integral]]s. Dantzig later published his "homework" as a thesis to earn his doctorate. The column geometry used in this thesis gave Dantzig insight that made him believe that the Simplex method would be very efficient.<ref>{{Cite encyclopedia|url = http://apps.dtic.mil/dtic/tr/fulltext/u2/a182708.pdf|archive-url = https://web.archive.org/web/20150529003047/http://www.dtic.mil/dtic/tr/fulltext/u2/a182708.pdf|url-status = live|archive-date = May 29, 2015|title = Origins of the simplex method|last = Dantzig|first = George|date = May 1987|encyclopedia = A History of Scientific Computing|editor-last=Nash|editor-first=Stephen G.|publisher=Association for Computing Machinery|pages = 141–151|doi = 10.1145/87252.88081|isbn = 978-0-201-50814-7}}</ref>