无缘诺贝尔奖的George Dantzig——线性规划之父

无缘诺贝尔奖的George Dantzig——线性规划之父
王军强，2012年11月2日

“线性规划之父”的George Dantzig，与“计算机之父”、“博弈论之父”John Von Neumann（约翰•冯•诺依曼）以及线性规划对偶理论提出者Leonid Kantorovich被誉为数学规划的三大创始人，为运筹学创立与发展立下赫赫功劳。在Leonid Kantorovich 因解决稀缺资源的最优配置获1975年诺贝尔经济学奖的时候，大家愕然George Dantzig为什么没有得到诺贝尔经济学奖?

他人生传奇不断、精彩不断、荣誉等身：

George Dantzig是美国工程院、科学院、艺术与科学院三院院士，美国国家科学奖章获得者(1975年)，George Dantzig是计量经济学会(The Econometric Society)、数理统计学会（Institute of Mathematical Statistics）、美国科学进步协会(Association for the Advancement of Science)、INFORMS(Institute for Operations Research and the Management Sciences)的会士，美国军方数学顾问，以其名字设立Dantzig数学奖（由美国数学规划学会和美国工业与应用数学会联合颁奖，奖励在数学规划领域的研究中有突出影响的个人），数学规划学会(the Mathematical Programming Society)的创始人和第一届主席，美国管理学会(Institute of Management Sciences, TIMS)第13届主席， 第一届ORSA(Operations Research Society of America)冯•诺依曼理论奖(运筹管理学领域最高奖)得主，第一批人选国际运筹学联合会(International Federation Of Operational Research Societies，IFORS)运筹学名人堂的巨匠，人选词很好得总结了George Dantzig的贡献：

"For over 50 years, Dantzig's continuing innovations have been of the highest order. The scientific and economic impacts that have resulted from Dantzig's work are immeasurable. How does one measure the fact that all major (and most minor) industries directly or indirectly use linear programming to aid them in the allocation of their resources and decision-making; that all computer systems (mainframes and PCs) 'learn' how to solve linear-programming problems as soon as they are 'born'; that the simplex method is imbedded into all PC spreadsheet systems; that national economic planning for the third world and developing countries are being guided by linear-programming techniques; that strategic and tactical military planning, management of military personnel; and a wide variety of logistical (peacetime and combat) problems are solved using linear programming; that mathematical and computer science research such as combinatorics, numerical analysis and the solution of large-scale problems have been aided by linear programming; and that such diverse applications as cancer screening, airlines scheduling, agricultural development, transportation and delivery systems, scheduling of personnel and petroleum refinery operations have been influenced by the work of George Dantzig?

"The professional and academic fields of operations research, management science, industrial engineering, as well as the mathematical and computer sciences, rest heavily upon his lifetime of work."

George Dantzig还有一段极富传奇色彩、喜剧色彩的一段人生经历：因上课迟到，把老师留在黑板上统计学中著名的一直悬而未决的难题当成课外作业解决了！这段传奇经历就是George Dantzig与著名的统计学家Jerzy Neyman (奈曼，1894~1981) 教授的故事，最后被搬上银幕《心灵捕手Good Will Hunting》而广为流传。George Dantzig回忆道：“During my first year at Berkeley I arrived late one day to one of [Jerzy] Neyman's classes. On the blackboard were two problems which I assumed had been assigned for homework. I copied them down. 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. I asked him if he still wanted the work. He told me to throw it on his desk?

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.' For a minute I had no idea what he was talking about. To make a long story short, the problems on the blackboard which I had solved thinking they were homework were in fact two famous unsolved problems in statistics.”

后续的人生经历如下：

George Dantzig在伯克利大学攻读统计学博士学位期间，“二战”爆发了，George Dantzig作为文职人员参加了空军，担任美国空军总部的作战分析分部(Combat Analysis Branch of USAF Hq)首席，从1946 到1952担任了美国空军的数学顾问(Mathematical Advisor to USAF Hq)，他的职责之一是研究一套方法，如何更加快速地计算兵力部署、人员训练、后勤补给等方案(program)。在当时，物资因战争而普遍匮乏，因此需要考虑多方面复杂因素的规划。Dantzig倡导用电子计算机开发数学规划方法，尝试以简单的线性结构，简化相关的假设，并以线性的方式来处理。1946年，Dantzig返回伯克利并取得博士学位。

二次大战结束后第3年(1948)，年仅34岁的George Dantzig以“运用线性结构的规划”(Programming in Linear Structure)将该方法公诸于世(T J Koopmans建议将其命名为线性规划linear programming)，现在频频出现于教科书中大名鼎鼎的“单纯形法”(simplex method)便是其成果之一。

1952年，他加入加州圣莫尼卡Santa Monica的兰德公司(RAND), 继续研究线性规划。（注：RAND是一个隐藏在美国政府背后的神秘智囊团、“超级军事学院”，无论是美国的对苏核战略、五角大楼重组、越南战争，还是当今的伊拉克战争、恐怖主义研究，兰德和它的理性选择理论都深深地影响了美国的政治决策。）

1960年，他加入UC Berkeley，成为运筹学的教授，并且担任Operation Research Center 的主任。

1966年，他加入Stanford，1990年成为运筹学与计算科学系(Operations Research and Computer Science)的教授，并建立了the System Optimization Center，1997年退休。

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一件真实事件，成为了以后一个著名传奇故事的来源。 [2]
1939年他在柏克莱作研究生，有一堂课他迟到了。上课不久耶日·内曼教授在黑板上写了两个著名的未解统计学问题的例子（一说是四题）。丹齐格稍后到达时把它们当作习题抄下。按丹齐格的话，那些问题“看来比平常难了点”。不过几天后他递交了两题的完整解答，仍以为它们是已逾期的功课（一说丹齐格告诉教授，上次的作业太难了，我只解了其中的两题）。六周后心情激动的教授内曼探访丹齐格，他准备好把丹齐格其中一题的解答递交往一份数学期刊发表。
多年后另一个研究者亚伯拉罕·瓦尔德得到第二题的结论，要发表一份论文。他知道了丹齐格之前的解答，就把丹齐格列为合著者。
自此这个故事开始流传，并用作教材中以展示正面思考的力量。随着时间的推移，故事中丹齐格的名字被多次替换，内容也被改写，但仍以不同的形式被不断传播。

时钟很有趣：http://chabudai.org/blog/?p=59