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In page Simplex algorithm:
"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 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 integrals. 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.[3]
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