1 / 13

“For the most part even to this day, a great gulf exists

“For the most part even to this day, a great gulf exists between man’s aspirations and his actions.” -- George B. Dantzig. 1939. University of California, Berkeley. advisor. George B. Dantzig. Jerzy Neyman. Age: 25. Professor of Statistics. not the same person.

thi
Download Presentation

“For the most part even to this day, a great gulf exists

An Image/Link below is provided (as is) to download presentation Download Policy: Content on the Website is provided to you AS IS for your information and personal use and may not be sold / licensed / shared on other websites without getting consent from its author. Content is provided to you AS IS for your information and personal use only. Download presentation by click this link. While downloading, if for some reason you are not able to download a presentation, the publisher may have deleted the file from their server. During download, if you can't get a presentation, the file might be deleted by the publisher.

E N D

Presentation Transcript

  1. “For the most part even to this day, a great gulf exists between man’s aspirations and his actions.” -- George B. Dantzig

  2. 1939. University of California, Berkeley. advisor George B. Dantzig Jerzy Neyman Age: 25 Professor of Statistics not the same person Thesis on Lagrange multipliers (i.e. duality)

  3. 1941. The Pentagon, Washington. 1941-1946: Dantzig works for the US government developing methods for logistical and operational planning… (using desk calculators)

  4. 1946. USS Air Force, Washington. “Non-computability was the chief reason, I believe, for a total lack of interest in optimization prior to 1947.” Air Force intiated SCOOP (Scientific Computing of Optimum Programs) Danzig formulated a formal model for “planning” problems: Solving a linear objective function subject to linear constraints. Invented the simplex method for finding optimal solutions to “linear programs” in a bounded number of steps.

  5. A General linear program.

  6. The Simplex Method. Every constraint specifies an n-dimensional half-space. Travel along “edges” until no improvement can be made.

  7. 1947. Institute for Advanced Study, Princeton. “Then, for the next hour and a half, he proceeded to give me a lecture on the mathematical theory of linear programs.” -- Dantzig about von Neumann

  8. 1949. The University of Chicago. The Zero Symposium

  9. A rapidly changing world. “It has been argued that (before pornography invaded the internet) the majority of CPU time used by computers world wide was devoted to running the simplex algorithm.”

  10. But what will the theorists do? In 1970, Klee and Minty showed that the simplex method could take exponentially many steps to solve an LP in the worst case… Is there a provably efficient algorithm?

  11. The cold war.

  12. 1979. Khachiyan proves that Linear Programming is in P. “Despite the assumed mediocrity of Soviet hardware, they could win the cold war, economically and militarily, if they had superior mathematical algorithms…”

  13. 2004. A strongly polynomial algorithm?

More Related