迷茫的旅行商 8.2分
读书笔记 第5章 线性规划
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报告后的讨论环节,Harold Hotelling站起身来,只说了一句话:“可我们都知道世界不是线性的。”无论从学术水平还是身材上看,他都算是重量级人物。面对这么狠的批评,Dantzig一下子无言以对。 突然听众中又有一人举起了手,那是冯·诺依曼。他说:“主席,主席,如果报告者不介意的话,我愿意替他回答。”我当然求之不得。他接着说:“报告者把题目定为‘线性规划’,陈述原理的时候也很谨慎。你的应用要是满足他的原理,那就用他的模型;要是不满足,那就不用呗。” 这尽管是个复杂的世界,但是很幸运,线性模型确实可以详尽描述多数复杂之处。据Dantzig在斯坦福大学的同事表示,他的办公室外面挂了一幅漫画,生动的总结了Dantzig、Hotelling和冯·诺依曼的这段往事。漫画主角是《花生漫画》(Peanuts)人物Linus(莱纳斯),他攥着小毯子,吮吸着大拇指,摆出他的经典造型。配图文字写道:“幸福就是假设世界是线性的。”

News of the general linear-programming model, and the simplex algorithm for its solution, was delivered by George Dantzig in 1948 at a meeting held at the University of Wisconsin. The event was a defining moment for Dantzig, who has described often its proceedings. Like many good stories, repeated telling may have shifted a few details over the years, but all versions capture the spirit of a nervous rising star facing a large and distinguished group of mathematicians and economists. During the discussion following Dantzig’s lecture, Harold Hotelling, great in both academic stature and physical size, rose from his seat, stated simply, “But we all know the world is nonlinear,” and sat down. Dantzig was lost for a reply to such a sweeping criticism.
Suddenly another hand in the audience was raised. It was John von Neumann. “Mr. Chairman, Mr. Chairman,” he said, “if the speaker does not mind, I would like to reply for him.” Naturally I agreed. von Neumann said: “The speaker titled his talk ‘linear programming’ and carefully stated his axioms. If you have an application that satisfies the axioms, well use it. If it does not, then don’t.”
Fortunately for the world, many of its complexities can in fact be described in sufficient detail by linear models. The episode with Dantzig, Hotelling, and John von Neumann is summed up nicely by a cartoon Dantzig’s colleagues reported as hanging outside his office. It featured the Peanuts character Linus in his traditional pose, sucking his thumb and holding a blanket. The caption read, “Happiness is assuming the world is linear.”

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