Thursday, May 26, 2005

Legendary George Dantzig

George Dantzig is the number one hero in my field of operations research; he passed away two weeks ago at age 90. Photo Dantzig invented the key method of optimization, which is both still widely used and is the foundation for other optimization methods. Dantzig was a chief analyst in supply planning for the Army Air Forces during World War II. His interest in the huge problems they had, first, led him to formulate the planning as mathematical equations. Then he had to have a way to solve the equations. In about 6 months in 1947 he devised the most important mathematical algorithm of the past 50 years - the simplex algorithm. The textbook he wrote on it, Linear Programming and Extensions , published in 1963 is still in print 42 years later. He was professor at UC-Berkeley, then at Stanford University for the rest of his career. He proposed that Stanford begin a cross-discipline program in operations research. You have probably heard the mythical story of the student who, thinking it was a class assignment, solved a problem Einstein couldn't solve. Even Snopes, the debunker of urban legends, has it. The student was George Dantzig in 1939.
During his first year as a doctoral student at the University of California-Berkeley, Dantzig arrived late to the class of Jerzy Neyman, one of the great founders of modern statistics. On the blackboard were two problems that Dantzig assumed to be homework. "A few days later I apologized to Neyman for taking so long to do the homework—the problems seemed harder to do than usual," Dantzig once recalled. Six weeks later on a Sunday at 8 AM, Neyman excitedly awoke Dantzig and his wife to say he had written an introduction to Dantzig's paper. "What paper?" It turned out that Dantzig had found solutions to two famous, previously unsolved statistical problems.
Notice that Einstein is not mentioned in the version of the story from the original source. Thanks go to Rev. Robert Schuler of the Crystal Cathedral, who embellished the story considerably to encourage possibilityy thinking." Schuler both demoted the mythical student and elevated his accomplishment, neither of which was necessary. Dantzig's solution to those two problems comprised his PhD. dissertation! News release from INFORMS, my professional society. Obituary at Stanford University's website

No comments: