STRAIGHT DOWN THE LINE

摘要

When a young and nervous George Dantzig spoke about his new simplex algorithm at a conference of eminent economists and statisticians in Wisconsin in 1948, a rather large hand was raised in objection at the back of the room. It was that of the renowned mathematician Harold Hotelling. "But we all know the world is non-linear," he said. It was a devastating put-down. The simplex algorithm's success in solving optimisation problems (see main story) depends on assuming that variables vary in response to other variables along nice straight lines.