Angel "Java" Lopez en Blog

Publicado el 13 de Noviembre, 2014, 12:10

Estaba investigando sobre modelos económicos, y me encuentro con esto sobre la historia de la programación lineal:

Linear programming (LP) emerged in the United States in the early postwar years. One may to a considerable degree see the development of LP as a direct result of the mobilization of research efforts during the war. George B. Dantzig, who was employed by the US Armed Forces, played a key role in developing the new tool by his discovery in 1947 of the Simplex method for solving LP problems. Linear programming was thus a military product, which soon appeared to have very widespread civilian applications. The US Armed Forces continued its support of Dantzig"s LP work, as the most widespread textbook in LP in the 1960s, namely Dantzig (1963), was sponsored by the US Air Force.

Hace más de tres décadas tuve mi primer encuentro con la programación lineal y los métodos de Dantzig. También había una abundante producción soviética sobre el tema, y nuevas ideas para salir del Simplex.

Dantzig had discovered the Simplex method but admitted many years later that he had not really realized how important this discovery was. Few people had a proper overview of linear models to place the new discovery in context, but one of the few was John von Neumann, at the time an authority on a wide range of problems form nuclear physics to the development of computers. Dantzig decided to consult him about his work on solution techniques for the LP problem.

Este es el relato del propio Dantzig:

"I decided to consult with the "great" Johnny von Neumann to see what he could suggest in the way of solution techniques. He was considered by many as the leading mathematician in the world. On October 3, 1947 I visited him for the first time at the Institute for Advanced Study at Princeton. I remember trying to describe to von Neumann, as I would to an ordinary mortal, the Air Force problem. I began with the formulation of the linear programming model in terms of activities and items, etc.Von Neumann did something, which I believe was uncharacteristic of him. "Get to the point," he said impatiently. Having at times a somewhat low kindling point, I said to myself "O.K., if he wants a quicky, then that"s what he"ll get." In under one minute I slapped the geometric and the algebraic version of the problem on the blackboard. Von Neumann stood up and said "Oh that!" Then for the next hour and a half, he proceeded to give me a lecture on the mathematical theory of linear programs." (Dantzig, 1984).

von Neumann, de amplia cultura matemática, ya conocía el tema. En ese encuentro Dantzig oyó por primera vez sobre la dualidad y el lema de Farkas.

Lo encuentro citado en Dipak Basu, Dipak Basu Economic Models Methods, Theory and Applications.

Otros posts de este blog donde se menciona a von Neumann:

Fundamentos Matemáticos de la Mecánica Cuántica, por John von Neumann
John von Neumann y Operadores en Cuántica
Abstracción y Matemáticas, según von Neumann

Nos leemos!

Angel "Java" Lopez
http://www.ajlopez.com
http://twitter.com/ajlopez