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George Dantzig

 
Statistics Dictionary: George Bernard Dantzig

(1914–2005; b. Portland, OR; d. Palo Alto, CA) American specialist in operational research who was the originator of the simplex method and has been described as the father of linear programming. Dantzig, the son of a mathematician, was named in honour of George Bernard Shaw. He obtained his AB in mathematics and physics at U Maryland and his MA at U Michigan. During the Second World War he was head of the Combat Analysis Branch of the United States Air Force statistics section. His work in the air force involved 'programming', which in those days meant the production of efficient scheduling for the training and deployment of men. He was awarded his PhD (supervised by Neyman) at UCB in 1946. He devised the simplex method in August 1947 while working at the Pentagon. Subsequent appointments included chairs at UCB and at Stanford U. He was awarded the National Medal of Science in 1975.



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Biography: George Bernard Dantzig
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American statistician George Bernard Dantzig (1914 - 2005) affected the world enormously with the mathematical discovery of the simplex method. Devised by Dantzig in the late 1940s, this mathematical formula, or algorithm, is used by industry - and governments - to identify the best possible solutions to problems with many variables. The simplex method is useable in calculations that involve resource allocation, worker scheduling, and production planning. Airlines use the algorithm to coordinate routes for commercial flights and governments use it to schedule refuse collection. In addition, the simplex method is embedded on most computers through spreadsheet programs.

Dantzig also worked as an applied mathematics and statistics professor, producing more than 50 doctoral students, many of whom became leaders in their fields. "He was brilliant, very gentle, and not at all arrogant, and quite approachable," former student and Stanford University mathematician Richard Cottle told the San Francisco Chronicle's Steve Rubenstein. "Some famous scientists can be pretty wrapped up in themselves, but he wasn't that way."

Born into Immigrant Family

Dantzig was born to Tobias and Anja Dantzig on November 8, 1914, in Portland, Oregon. Dantzig's parents wanted him to become a writer so they named him after George Bernard Shaw. His younger brother, Henry, was named after the famed French mathematician Henri Poincaré. During Dantzig's early childhood, the family strained to make ends meet as his Russian-born father struggled to establish himself in the United States. Tobias Dantzig fled his native land after he was caught distributing anti-Tsarist propaganda. He reached Paris, where he studied mathematics at the Sorbonne under Poincaré. While there, he met Anja Ourisson, and after they married, the couple moved to the United States, settling in Oregon in 1910.

The future looked bleak, however, because Tobias Dantzig believed his thick, Russian accent would relegate him to a life as a laborer. Initially, he worked as a painter, lumberjack, and road builder, barely earning enough to support his family. Eventually, Tobias Dantzig was able to continue his studies and around 1917 earned a doctorate in mathematics from Indiana University. Over the next several years, Tobias Dantzig held positions at Johns Hopkins University and the University of Maryland. Likewise, Anja Dantzig continued her education, earning a master's degree in French. She became a linguist at the Library of Congress in Washington, D.C.

Struggled with Math as Child

By the time Dantzig was a teenager, the family was living in Washington, D.C., and Dantzig attended Powell Junior High School and Central High School, though he initially earned poor grades in math. At one point he was flunking algebra. Dantzig's mathematician father, however, kept after him, handing him countless problems to solve. Eventually, Dantzig developed a love for geometry and his math grades improved, as did his analytical ability.

As a teenager, Dantzig aided his father with his hallmark book on mathematics, titled, Number, The Language of Science, published in 1930. The younger Dantzig prepared figures for the book. Writing in OR/MS Today, Saul I. Gass, a former doctoral student of the younger Dantzig, said Albert Einstein called the book "beyond doubt the most interesting book on the evolution of mathematics which has ever fallen into my hands."

In 1936, Dantzig earned a mathematics and physics degree from the University of Maryland and that summer he married Anne Shmuner. Dantzig earned his a master's degree in mathematics at the University of Michigan in 1938. Dantzig decided not to pursue a doctorate at this time after realizing he lacked a passion for applied mathematics. Dantzig spent the next two years working at the U.S. Bureau of Labor Statistics. There, he studied the work of mathematical statistician Jerzy Neyman and realized statistics could be used in everyday life. This prospect excited Dantzig and he soon enrolled in a doctoral program at the University of California, Berkeley, to study statistics under Neyman.

During that first year, Dantzig proved a rising star. The discovery of his abilities, however, was somewhat accidental. One day, Dantzig slipped in late for Neyman's statistics class and spied two problems scribbled on the chalkboard. Naturally, Dantzig assumed the problems were homework, though he found them quite challenging. The problems, in fact, were not homework, but were two unconfirmed theorems. Dantzig eventually solved the problems.

"A few days later I apologised to Neyman for taking so long to do the homework - the problems seemed to be a little harder than usual," he recalled in a 1986 interview with the Journal of Mathematical Programming, according to the Daily Telegraph. Dantzig could usually solve the homework problems in a few hours, but worked on these for several days. "About six weeks later, one Sunday morning about eight o'clock, Anne and I were awakened by someone banging on our front door. It was Neyman. He rushed in with papers in hand, all excited: 'I've just written an introduction to one of your papers. Read it so I can send it out right away for publication.'" Dantzig's ideas for solving the problems became the basis for his dissertation. This Dantzig anecdote is said to have inspired a scene in the 1997 motion picture Good Will Hunting. In the film, a math prodigy and janitor named Will Hunting solves a blackboard problem that had stumped veteran mathematicians.

Civilian Servant During War

World War II, however, interrupted Dantzig's studies. In 1941 he took a job with the U.S. Army Air Force in Washington, D.C., joining the Combat Analysis Branch of Statistical Control. Dantzig collected data on sorties flown, bombs dropped and aircraft lost, then used this information to help officials decide about aircraft procurement and troop training. He earned the Exceptional Civilian Service Medal from the U.S. War Department.

After Dantzig returned to UC-Berkeley in 1946 and completed his doctorate work, the university offered him a position. His wife told him to turn it down because she did not believe the pay offered them enough to live on, now that they had a child. Instead, Dantzig returned to work at the Pentagon, becoming the chief mathematician to the comptroller of the U.S. Air Force. While at the Pentagon, Dantzig developed his simplex method.

One of Dantzig's tasks at the Pentagon was to help the military effectively and efficiently deploy forces and equipment - such as pilots and aircraft - as well as schedule training and provide logistical support for all these activities. Figuring out how to coordinate all these activities involved thousands of conditions and variables, from getting the supplies to coordinating the necessary people. In effect, the task involved coming up with a time-staged distribution schedule for training and supply activities. At the time, Dantzig could write his problems in a mathematical equation but lacked a computational method to solve them.

The mathematical method Dantzig devised for solving these types of problems became known as the simplex method and the type of problem it solved was called linear programming. Dantzig is thus known as the father of linear programming. Dantzig's linear programming module had many applications and grew into a field called operations research. Linear programming has countless applications; it can be used to figure out how to price products, schedule shipments and workers, and control supply chains, as well as evaluate policy alternatives. Shipping companies such as United Parcel Service of America and Federal Express use it to determine how many planes they need and where to place their delivery trucks.

In 1952, Dantzig left the Pentagon and became a research mathematician at the Rand Corporation. Here, he continued his work with linear programming, generally for practical applications - sometimes for use in the military or in industry. In 1960 he returned to UC-Berkeley, joining the industrial engineering department. He also established its Operations Research Center and became its director. Dantzig proved a hands-on mentor and thesis adviser who always had time for his students. In 1966, Dantzig began teaching at Stanford University and helped countless doctoral students. He became a professor emeritus in 1985, but continued his teaching and research until 1998.

Revered in Math World

Dantzig was also involved in many organizations. He was chairman of the Mathematical Programming Society from 1973 - 74 and was senior editor of the Mathematical Programming journal. He was elected to the National Academy of Science in 1971 and to the American Academy of Arts and Sciences in 1975, as well as the National Academy of Engineering in 1985. He enjoyed painting and woodworking and was also a movie fanatic. Dantzig was writing a science fiction novel when he died.

Dantzig wrote two books over the course of his life. The first, Linear Programming and Extensions, published in 1963, was a culmination of his work at Rand and the Pentagon. It remains the authoritative text on the subject. The book includes his research and computations on the mathematical theory, and how he has applied them to industrial problems. He co-wrote Compact City: A Plan for a Liveable Urban Environment, 1973, with Thomas L. Saaty. The book discusses the feasibility of building a city that uses all resources, including time and space, more wisely. The book studies whether facilities could be used around the clock.

Colleagues and former students remember Dantzig as a well-rounded thinker who was concerned not only with mathematical challenges but also with solving political, economic and household problems. Writing in OR/MS Today, former Dantzig student Mukund Thapa, who traveled from India to study at Stanford under Dantzig, said "the best times in my life were interactions with George." Thapa said Dantzig treated everyone as an old friend. Thapa recalled that Dantzig once worried that he was bothering the renters below him so he cut open some tennis balls and placed them on the legs of the tables and chairs in his dining room so as not to disturb the downstairs neighbors.

Dantzig died at his home in Palo Alto, California, on May 13, 2005. His family said he succumbed to complications from diabetes and heart disease. He was survived by his wife of more than 65 years, Anne Dantzig, as well as two sons, David and Paul Dantzig, and a daughter, Jessica Klass.

Periodicals

Daily Telegraph (London), May 27, 2005.

Mathematical Programming, January 2006.

New York Times, May 23, 2005.

OR/MS Today (Operations Research/Management Sciences Today), August 2005.

San Francisco Chronicle, May 16, 2005.

Online

"George Dantzig," University of St. Andrews, Scotland, School of Mathematics and Statistics, http://www-history.mcs.standrews.ac.uk/Mathematicians/Dantzig_George.html (December 30, 2005).

Wikipedia: George Dantzig
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George Bernard Dantzig

Born November 8, 1914(1914-11-08)
Portland, Oregon
Died May 13, 2005 (aged 90)
Stanford, California
Citizenship American
Fields Mathematician
Institutions U.S. Air Force Office of Statistical Control
RAND Corporation
University of California, Berkeley
Stanford University
Alma mater Bachelor's degrees - University of Maryland
Master's degree - University of Michigan
Doctor of Philosophy - University of California, Berkeley
Doctoral advisor Jerzy Neyman
Doctoral students Thomas Magnanti
Known for Linear programming, Simplex algorithm
Notable awards John von Neumann Theory Prize [1974]
National Medal of Science [1975]

George Bernard Dantzig (November 8, 1914 – May 13, 2005) was an American mathematician, and the Professor Emeritus of Transportation Sciences and Professor of Operations Research and of Computer Science at Stanford.

Dantzig is known for his development of the simplex algorithm, an algorithm for solving linear programming problems[1], and his work with linear programming, some years after it was initially invented by Soviet economist and mathematician Leonid Kantorovich.[2]


Contents

Biography

George Dantzig was born in Portland, Oregon, and with his middle name "Bernard" named after the writer George Bernard Shaw.[2] His father, Tobias Dantzig, was a Russian mathematician and his mother the French linguist Anja Ourisson. They had met during their study at Sorbonne University in Paris, where Tobias studied with Henri Poincaré. They immigrated to the United States and settled in Portland, Oregon. Early 1920s the family moved over Baltimore to Washington. Anja Dantzig became a linguist at the Library of Congress, Dantzig senior became a math tutor at the University of Maryland, College Park, and George attended Powell Junior High School and Central High School. At highschool he was already fascinated by geometry, and this interest was further nurtured his father, by challenging him with complex geometry problems.[1]

George Dantzig 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 in 1938. After a two-year period at the Bureau of Labor Statistics, he enrolled in the doctoral program in mathematics at the University of California, Berkeley studying statistics under mathematician Jerzy Neyman. In 1939, he arrived late to his statistics class. Seeing two problems written on the board, he assumed they were a homework assignment and copied them down, solved them and handed them in a few days later. Unbeknownst to him, they were examples of (formerly) unproved statistical theorems. Dantzig's story became the stuff of legend, and was the inspiration for the 1997 movie Good Will Hunting.

With the outbreak of World War II, George took a leave of absence from the doctoral program at Berkeley to join the U.S. Air Force Office of Statistical Control. In 1946, he returned to Berkeley to complete the requirements of his program and received his Ph.D. that year.[2]

In 1952 Dantzig joined the mathematics division of the RAND Corporation. By 1960 he became a professor in the Department of Industrial Engineering at UC Berkeley, where he founded and directed the Operations Research Center. In 1966 he joined the Stanford faculty as Professor of Operations Research and of Computer Science. A year later, the Program in Operations Research became a full-fledged department. In 1973 he founded the Systems Optimization Laboratory (SOL) there. On a sabbatical leave that year, he headed the Methodology Group at the International Institute for Applied Systems Analysis (IIASA) in Laxenburg, Austria. Later he became the C. A. Criley Professor of Transportation Sciences at Stanford, and kept going, well beyond his mandatory retirement in 1985.[2]

He was a member of the National Academy of Sciences, the National Academy of Engineering, and the American Academy of Arts and Sciences. And he was the recipient of many honors, including the first John von Neumann Theory Prize in 1974, the National Medal of Science in 1975, an honorary doctorate from the University of Maryland, College Park in 1976. The Mathematical Programming Society honored Dantzig by creating the George B. Dantzig Prize, 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.

Work

Dantzig is "generally regarded as one of the three founders of linear programming, along with John von Neumann and Leonid Kantorovich", according to Freund (1994), "through his research in mathematical theory, computation, economic analysis, and applications to industrial problems, he has contributed more than any other researcher to the remarkable development of linear programming".[3]

Dantzig's seminal work allows the airline industry, for example, to schedule crews and make fleet assignments. Based on his work tool are developed "that shipping companies use to determine how many planes they need and where their delivery trucks should be deployed. The oil industry long has used linear programming in refinery planning, as it determines how much of its raw product should become different grades of gasoline and how much should be used for petroleum-based byproducts. It's used in manufacturing, revenue management, telecommunications, advertising, architecture, circuit design and countless other areas".[1]

Mathematical statistics

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 two examples of famously unsolved statistics problems on the blackboard. When Dantzig arrived, he assumed that the two problems were a homework assignment and wrote 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 the two problems, still believing that they were an assignment that was overdue.[4]

Six weeks later, Dantzig received a visit from an excited professor Neyman, eager to tell him that the homework problems he had solved were two of the most famous unsolved problems in statistics.[1] He 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.

Linear programming

In 1946, as mathematical adviser to the U.S. Air Force Comptroller, he was challenged by his Pentagon colleagues to see what he could do to mechanize the planning process, "to more rapidly compute a time-staged deployment, training and logistical supply program." In those pre-electronic computer days, mechanization meant using analog devices or punch-card machines. "Program" at that time was a military term that referred not to the instruction used by a computer to solve problems, which were then called "codes," but rather to plans or proposed schedules for training, logistical supply, or deployment of combat units. The somewhat confusing name "linear programming," Dantzig explained in the book, is based on this military definition of "program."[3]

In 1963, Dantzig’s Linear Programming and Extensions was published by Princeton University Press. Rich in insight and coverage of significant topics, the book quickly became “the bible” of linear programming.

Publications

Books by George Dantzig:

  • 1953. Notes on linear programming. Rand Corporation.
  • 1956. Linear inequalities and related systems. With others. Edited by H.W. Kuhn and A.W. Tucker.
  • 1959. Linear programming and extensions. Princeton University Press.
  • 1966. On the continuity of the minimum set of a continuous function. With Jon H. Folkman and Norman Shapiro.
  • 1968. Mathematics of the decision sciences. With Arthur F. Veinott, Jr. Summer Seminar on Applied Mathematics 5th : 1967 : Stanford University.
  • 1969. Lectures in differential equations. A. K. Aziz, general editor. Contributors: George B. Dantzig and others.
  • 1970. Natural gas transmission system optimization. With others.
  • 1973. Compact city; a plan for a liveable urban environment. With Thomas L. Saaty.
  • 1974. Studies in optimization. Edited with B.C. Eaves.
  • 1985. Mathematical programming : essays in honor of George B. Dantzig. Edited by R.W. Cottle.
  • 1997. Linear programming: Volume 1 Introduction. With Mukund N. Thapa.
  • 2003. Linear programming: Volume 2 Theory and Extensions. With Mukund N. Thapa.
  • 2003. Basic George B. Dantzig. Edited by Richard W. Cottle.

Articles, a selection:

  • 1940. "On the non-existence of tests of "Student's" hypothesis having power functions independent of σ". In: Annals of Mathematical Statistics, Volume 11, number 2, pp 186–192.

See also

Notes

  1. ^ a b c d Joe Holley (2005). "Obituaries of George Dantzig". In: Washington Post, May 19, 2005; B06
  2. ^ a b c d Richard W. Cottle, B. Curtis Eaves and Michael A. Saunders (2006). "Memorial Resolution: George Bernard Dantzig". Stanford Report, June 7, 2006.
  3. ^ a b Robert Freund (1994). "Professor George Dantzig: Linear Programming Founder Turns 80". In: SIAM News, November 1994.
  4. ^ Snopes urban legend reference on the legend to which Dantzig gave rise

External links


 
 

 

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