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George Dantzig

From Wikipedia, the free encyclopedia

George Bernard Dantzig (8 November 191413 May 2005) was an American mathematician, who introduced the simplex algorithm and is considered the "father of linear programming". He was the recipient of many honors, including the National Medal of Science in 1975, and the John von Neumann Theory Prize in 1974.

He was a member of the National Academy of Sciences, the National Academy of Engineering, and the American Academy of Arts and Sciences.

He earned bachelor's degrees in mathematics and physics from the University of Maryland in 1936, his master's degree in mathematics from the University of Michigan, and his Ph.D. from UC Berkeley in 1946. He received an honorary doctorate from the University of Maryland in 1976.

His father, Tobias Dantzig, was a Russian mathematician who had studied with Henri Poincaré in Paris. Tobias married a fellow Sorbonne University student, Anja Ourisson, and the couple migrated to the United States.

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[edit] Truth in Urban Legends

An event in Dantzig's life became the origin of a famous urban legend in 1939 while he was a graduate student at UC Berkeley. Near the beginning of a class for which Dantzig was late, professor Jerzy Neyman wrote four examples of famously unsolved statistics problems on the blackboard. When Dantzig arrived, he assumed that the four problems were a homework assignment and wrote two of them down. According to Dantzig, the problems "seemed to be a little harder than usual", but a few days later he handed in completed solutions for two, still believing that they were an assignment that was overdue. Six weeks later, Dantzig received a visit from an excited professor Neyman, who had prepared one of Dantzig's solutions for publication in a mathematical journal. Years later another researcher, Abraham Wald, was preparing to publish a paper which arrived at a conclusion for the second problem, and included Dantzig as its co-author when he learned of the earlier solution.

This story began to spread, and was used as a motivational lesson demonstrating the power of positive thinking. Over time Dantzig's name was removed and facts were altered, but the basic story persisted in the form of an urban legend, and as an introductory scene in the movie Good Will Hunting.

[edit] The Birth of Linear Programming

When World War II started, Dantzig's graduate studies at Berkeley were suspended and he became Head of the Combat Analysis Branch of the Army Air Corp's Headquarters Statistical Control, which had to deal with the logistics of supply chains and management of hundreds of thousands of items and people. The job provided the "real world" problems which linear programming would come to solve.

Dantzig received his Ph.D. from Berkeley in 1946. He was originally going to accept a teaching post at Berkeley, but was persuaded by his wife and former Pentagon colleagues to go back to the USAF as a mathematical adviser. It was there, in 1947 that he first posed the linear programming problem,[1] and proposed the Simplex Method to solve it. In 1952, he became a research mathematician at the RAND Corporation, where he began implementing linear programming on its computers. In 1960, he was hired by his alma mater, where he taught computer science, eventually becoming the chairman of the Operations Research Center. In 1966, he took a similar position at Stanford University. He stayed at Stanford until his retirement in the 1990s.

In addition to his significant work in developing the simplex method and furthering linear programming, Dantzig also advanced the fields of decomposition theory, sensitivity analysis, complementary pivot methods, large-scale optimization, nonlinear programming, and programming under uncertainty. The first issue of the SIAM Journal on Optimization in 1991 was dedicated to him.

[edit] Other

The Mathematical Programming Society honored Dantzig by creating the Dantzig Award, bestowed every three years since 1982 on one or two people who have made a significant impact in the field of mathematical programming.

Dantzig died on May 13, 2005, in his home in Stanford, California, of complications from diabetes and cardiovascular disease. He was 90 years old.

[edit] References

  • G. B. Dantzig 1940. On the non-existence of tests of "Student's" hypothesis having power functions independent of σ, Annals of Mathematical Statistics, Volume 11, number 2, pp186-192
  1. ^ In 1939 Leonid Kantorovich came up with the mathematical technique now known as linear programming, some years before it was reinvented and much advanced by George Dantzig.

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