Wednesday, May 1, 2013

He Was and Is Our Hero - Professor George Dantzig

Last week I was in NYC, taking part in The New York Times Energy for Tomorrow Conference, which was fabulous.

This week I am in Montreal, at the 10th Computational Management Science conference which began today with a brilliant plenary lecture by Professor Yinyu Ye of Stanford University.

Professor Ye spoke about the simplex method and linear programming and also displayed several photos of Professor George Dantzig, the founder of our field of operations research, who was also his dissertation advisor. Professor Ye wove together the simplex method, Markovian decision processes, network flow problems, and generalized networks in a lecture filled with clarity and emphasized the criticality of theory (and, of course, application).

What truly touched me was how he spoke of Dantzig, even including a photo taken of him at his 90th birthday party, and that he even as he was dying regretted not being award a Nobel Prize in Economic Sciences (as Kantorovich had). His discovery of the simplex method in 1947, including the pivot rule, has performed so well in practice and is even being used by hedge fund managers in finance today.
He said that he wished that Dantzig was still alive so that he could share with him the recent theoretical discoveries regarding the simplex method and its performance in practice.

After his presentation, I ran down the stairs to congratulate him and told him how much Dantzig had meant to me. As with all great individuals that one loves and reveres, you remember the moment that you heard of his or her passing. I will never forget the kindness that George bestowed on me by attending the first talk that I ever gave at an international conference (and it was a Mathematical Programming Symposium) at MIT in Cambridge. I treasure the photo that I had taken of him with me at an INFORMS conference in San Francisco and I show it to my students whenever I teach Linear Programming.

Ye and I ended our conversation by saying that George Dantzig was (and is) our hero.

And, like his advisor a long time ago, Professor Yingu Ye came to my presentation today.