Video Excerpt

IRV
How do you explain optimization to people who haven't heard of it?

GEORGE
I would illustrate the concept using simple examples such as the diet problem or the blending of crude oils to make high-octane gasoline.

IRV
What do you think has held optimization back from becoming more popular?

GEORGE
It is a technical idea that needs to be demonstrated over and over again. We need to show that firms that use it make more money than those who don't.

IRV
Can you recall when optimization started to become used as a word in the field?

GEORGE
From the very beginning of linear programming in 1947, terms like maximizing, minimizing, extremizing, optimizing a linear form and optimizing a linear program were used.

The whole idea of objective function, which of course optimization applies, was not known prior to linear programming. In other words, the idea of optimizing something was something that nobody could do, because nobody tried to optimize. So while you are very happy with it and say it's a very familiar term, optimization just meant doing it better than somebody else. And the whole concept of getting the optimum solution just didn't exist. So my introducing the whole idea of optimization in the early days was novel.

IRV
I understand that while programming the war effort in World War II was done on a vast scale, the term optimization as a word was never used. What was used instead?

GEORGE
A program can be thought of as a set of blocks, or activities, of different shapes that can to be fitted together according to certain rules, or mass balance constraints. Usually these can be combined in many different ways, some more, some less desirable than other combinations. Before linear programming and the simplex method were invented, it was not possible to computationally determine the best combination such as finding the program that maximizes the number of sorties flown. Instead, all kinds of ground rules were invented deemed by those in charge to be desirable characteristics for a program to have. A typical example of a ground rule that might have been used was: "Go ask General Arnold which alternative he prefers." A big program might contain hundreds of such highly subjective rules.

And I said to myself: "Well, we can't work with all these rules." Because what it meant was that you set up a plan. Then you have so many rules that you have to get some resolution of these rules and statements of what they were. To do this, you had to be running to the general, and to his assistants and asking them all kinds of questions.

IRV
Name some of your most important early contributions.

GEORGE
The first was the recognition that most practical planning problems could be reformulated mathematically as finding a solution to a system of linear inequalities. My second contribution was recognizing that the plethora of ground rules could be eliminated and replaced by a general objective function to be optimized. My third contribution was the invention of the simplex method of solution.

IRV
And these were great ideas that worked and still do.

GEORGE
Yes, I was very lucky.

IRV
What would you say is the most invalid criticism of optimization?

GEORGE
Saying: "It's a waste of time to optimize because one does not really know what are the exact values of the input data for the program."

IRV
Ok, let's turn this around. What would you say is the greatest potential of optimization?

GEORGE
It has the potential to change the world.

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