Linear Programming is a Shrinking Watermelon and Optimality is a Black Hole

Published Online:https://doi.org/10.1287/inte.10.3.106

It has been said “If the world were linear, Dantzig would be King.” That tribute recognizes G. B. Dantzig as the inventor of the simplex method for solving a class of mathematical problems called Linear Programming (LP). Now there is a new contender for the throne. L. G. Khachiyan, a Russian mathematician, has developed a new method [Gács, P., L. Lovász. 1979. Khachiyan's algorithm for linear programming. Technical Report STAN-CS-79-750, Department of Computer Science, Stanford University, Stanford, California, p. 12; Khachiyan, L. 1979. A polynomial algorithm in linear programming. Doklady Akademiia Nauk SSSR Novaia Seriia224 (5) 1093–1096 (English translation in Soviet Mathematics Doklady20 (1) 191–194.)] that will almost certainly beat simplex for some LP problems. Even though such learned journals as The New York Times have covered this new concept, it has not yet been adequately captured in everyday prose. This note is offered as a remedy.

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