History – Mike Trick's Operations Research Blog

Own a Ton of Operations Research History

Or perhaps own two tons of Operations Research History (I am not sure how much 70 bankers boxes weigh)! And not just any history: this is the mathematics library of George B. Dantzig, available by “private treaty” (i.e.: there is a price; if you pay it, you get the whole library) from PBA Galleries. I suspect everyone who reads this blog knows who Dantzig was, but just in case: he is the Father of Operations Research. His fundamental work on the simplex algorithm for linear programming and other work should have won the Economics Nobel Prize. He had a very long (spanning the 1940s practically to the end of his life in 2005) , and very influential, career. You can read more about him in this article by Cottle, Johnson, and Wets.

At the auction site, there are also some reminiscences from his daughter Jessica Dantzig Klass. She talks about some of the books in the library:

I found two copies of Beitraege zur Theorie der linearen Ungleichungen, Theodore S. Motzkin’s dissertation, translated “Contributions to the Theory of Linear Inequalities.” This work anticipated the development of linear programming by fourteen years and is probably the reason Motzkin is known as the “grandfather of linear programming”. A close family friend, Ted, as he was known, was a gentle, mild mannered man, with intense eyes, and a sweet smile, and he “lived” mathematics, even keeping small pieces of paper by his bed, so that when he had an idea at night he would be able to write it down. His dissertation is interesting from an historic perspective; bridging the gap between Fourier and my father’s work. Ted, a student at the University of Basel in Switzerland, was awarded his Ph.D. in 1933, but it was not published until 1936 in Jerusalem. One can trace the mathematical lineage of Motzkin’s advisor, Alexander Ostrowski, back to Gauss. And until his untimely death in 1970, Motzkin was my husband’s Ph.D. advisor at UCLA.

I don’t know how expensive the collection is (and I certainly don’t have room for 70 bankers boxes of material), but it would be great if an organization (INFORMS, are you listening) or a historically-minding researcher picked this up. I suspect in the future, there will be far fewer libraries from great researchers. I know that my own “library” is really nothing more than the hard drive on whatever computer I am using.

Operations Research and Business Schools: The Good!

Way back in 1988, I was a fresh Ph.D. out of Georgia Tech doing a postdoc at the Institute for Mathematics and its Applications at the University of Minnesota. While I had plans to spend another postdoc year, likely in Europe (and I ended up doing so, in Germany), I did decide it would be good to lock up an academic job before I left. Email did exist at the time, but the norm was to send things out via “regular” mail. So I went down to the copy center at the University and picked out a suitably heavy-weight paper for my vita. I sent out a dozen or so responses to job ads and made a few phone calls (or asked my advisor to make a few calls) and was invited to visit a half-dozen or so places. Perhaps it was different era, or perhaps I was relaxed knowing that I had another year of postdoc funds if needed, but it certainly felt more relaxed that it appears to be these days.

One place that seemed eager to have me out was this “business school” at Carnegie Mellon: The Graduate School of Industrial Administration. Now, I came out of engineering and I certainly believed that my future lie in engineering. Here is a sign of how little those of us in engineering knew about business schools: the previous year, a fellow doctoral student went out on the market and interviewed at a number of places before finding a job at a business school. At the time, we were all a bit surprised since he had a good dissertation and we (other doctoral students) thought that it was good enough to get a top engineering job. Too bad he was stuck in a business school, we said: must be a tough job market. That school was the University of Chicago, then and now a preeminent business school that much of the field would kill to get a job at. Business schools were really not on our radar.

But I was polite, so I agreed to head out to Carnegie Mellon. It was my first job interview, so I told myself the school would be a great place to practice my talk before moving on to the real contenders.

I hadn’t planned on liking CMU and GSIA as much as I did. The people I talked to were much different than those at engineering schools. Of course, there were some top-notch OR people (more on them later) but I also talked to economists and political scientists and even a psychologist or two. They were involved in fascinating research that was a little less … transactional than much of engineering research (“Do this since the grant depends on it”). And the Deputy Dean of the time, Tim McGuire (now at Management Science Associates) was very persuasive about how exciting things can be in business schools.

But even more persuasive was Egon Balas, an intellectual leader in the operations research since the 1960s. While I did (and do) find him a bit intimidating, Egon had (and has) a tremendous love for integer programming, and amazing energy in research. He also had spend decades keeping up the tradition GSIA had of having a great OR group. Founders such as Herb Simon, Bill Cooper, Al Blumstein, and Gerry Thompson had been (or in Gerry’s case, still were) part of GSIA, and the OR group was, in 1988, pretty amazing: Gerard Cornuejols and John Hooker joined Gerry and Egon to form the group.

I received an offer from GSIA and from some top engineering schools, and, to my surprise, I decided that my future lay in the business school. And that is not a decision I have regretted. GSIA (now Tepper) continues to have a top-notch OR group. Gerry retired, then passed away, but we added R. Ravi, Javier Pena, Francois Margot, Willem van Hoeve, and Fatma Kilinc-Karzan. Gerard Cornuejols continues to do amazing work, having recently won the von Neumann Theory Prize.

With the larger faculty size comes a stable and important role within the business school. Operations research is seem as a key competitive advantage to our school. While there are many aspects of this advantage, I’ll point to two: the increased role of business analytics, and the role rankings play in business school success. If you don’t believe me on the latter, I’ll point you to the list of journals Business Week uses for their intellectual capital ranking. If you have people who can publish in Operations Research, you can be a more successful business school. I recently heard my Dean, a hard-core finance researcher, say “We need more OR faculty”: music to my ears!

And, the best part is, Egon Balas is still with us and still active. He turns 90 this week, so we had a tea for him (we had a big conference when he turned 80; we can do that again for his 100th). A bunch of us did short video clips to wish Egon happy birthday. Here is mine:

As you might guess, I am proud to be part of the operations research group here at the Tepper School. The school has been very good for operations research … and operations research has been very good for the school.

On the Shoulders of Giants

Yesterday I was messing around with The Mathematics Genealogy Project and I learned that Anna Nagurney, among others, is a not-so-distant cousin. That inspired me to shoot off a couple of emails trying to trace my history farther back.

To recap, my advisors were Don Ratliff and John Bartholdi. John was a student of Don, so Don is both my father and grandfather, a situation that would certainly raise eyebrows outside of academia. Don’s advisor was Manny Bellmore who did a lot of fundamental work in the late 1960s and 70s on the traveling salesman problem and various other optimization problems. Manny’s advisor was Frederick (Tom) Sparrow, who did extensive work in energy modeling and policy, among other things. Bellmore also worked with George Nemhauser, but George was on leave in England when Manny graduated, so Sparrow was the advisor. It is through Sparrow that I am related to Nagurney.

To continue earlier in history, I shot off an email to Tom, who is emeritus from Purdue. Fortunately my email got through the spam filters (starting an email “Hello Great-Grandfather” does make it sound like a plea from a Nigerian prince), and he could tell me about his advisors. He had two The first was an economist named Kenneth Boulding. This is a name I should know but do not. He did some fundamental work in systems science and conflict analysis starting in the mid-1950s with some papers that are incredibly well cited. When the wikipedia description begins with:

Kenneth Ewart Boulding (January 18, 1910 – March 18, 1993) was an economist, educator, peace activist, poet, religious mystic, devoted Quaker, systems scientist, and interdisciplinary philosopher

it is clear we are talking about someone unusually interesting.

Tom’s other advisor is, however, known to me (as it is to many in operations research): Merrill Flood (1908-1991). Flood was a founder of the field of operations research. He worked on transportation problems in the 1930s and developed the “Northwest Corner” rule for finding a solution to such problems, before Dantzig developed a general method for optimizing these problems. He also was an early researcher on the game-theory problem Prisoner’s Dilemma. He was also an influential popularizer of the Traveling Salesman Problem. He was the second President of TIMS, and he received the Kimball Medal for services to the field (a designation I have the honor to share with him).

Flood happens to be in the Mathematics Genealogy Project (though without listed advisees) and his advisor was Joseph Henry Maclagan Wedderburn (1882-1948), Scottish-born algebraist who taught at Princeton for most of his career. Wedderburn’s advisor was George Chrystal (1851-1911), whose advisor was James Clerk Maxwell (1831-1879), father of electromagnetic theory! Checking out his wikipedia article leads to the immortal verse:

Gin a body meet a body
Flyin’ through the air.
Gin a body hit a body,
Will it fly? And where?

Going back from Maxwell, we get William Hopkins (1793-1866), who combined mathematics with geology. I love the wikipedia entry on his private life:

Hopkins enjoyed music, poetry and landscape painting. He spent the end of his life in a lunatic asylum in Stoke Newington. He died there of chronic mania and exhaustion.

Perhaps not an unusual ending for mathematicians.

Back from there we get Adam Sedgwick (1785-1873), a founder of geology. He had two advisors: Thomas Jones (1756-1807) and John Dawson (1734–1820), a mathematician and surgeon. Dawson leads to Edward Waring (1736-1798), a Lusasian Professor of Mathematics.

On the Jones side, we get two advisors: John Cranke (1746-1816) and Thomas Postlethwaite (1731-1798). Fortunately Cranke was the student of Postlethwaite, so we don’t branch (making an already large lineage even bushier). At this point we hit two Cambridge tutors: Stephen Whisson (?-1783) and Walter Taylor (c1700-1743). Taylor was trained by Robert Smith (1689-1768), known as Old Focus for his work in optics. Smith leads to Roger Cotes (1682-1716), who worked closely with his advisor… Sir Isaac Newton! That makes Sir Isaac my Great-Great-Great-Great-Great-Great-Great-Great-Great-Great-Great-Great-Great-Grandfather (academically speaking).

From Philosophiæ Naturalis Principia Mathematica to A Dynamical Theory of the Electromagnetic Field to trying to schedule 8 team sports leagues in a mere 15 generations. On the shoulders of giants indeed!

I suspect that if the system was completely filled in, we would all be descendants of Newton. But I am walking a little taller today, and feeling a bit more pressure in my research, knowing of my illustrious ancestors.

Hello Cousin!

My father has spent time over the last decade collecting pictures and documents related to our family tree. I greatly appreciate him doing this, and the result is fascinating. There is no one really famous in my tree, unless you are a follower of (Canadian) prairie socialism, since I think J.S. Woodsworth is in there, by marriage into the Staples family, my father having Staples as a middle name. But the pictures of past generations are evocative and the stories of families moving from Europe to rural Canada are inspirational. The bravery in pulling up roots in a world when communication times are measured in weeks or months is unbelievable. It makes me realize how easy I have had it, and how my own choices are so relatively costless either way.

I addition to real ancestry, there is also academic ancestry, tracing descendents through the academic advisement. Within operations research (and mathematics more generally), we have a central collection point for academic ancestry: the Mathematics Genealogy Project. This site has collected the the advisor/advisee relationships for more than 150,000 mathematicians, including many in operations research. This site is certainly not new, dating back to ~~1999 or so~~ 1997, and I have known about it practically since the start. It is only now, however, that I sent in the information on my own advisors (Don Ratliff and John Bartholdi) and my seven advisees. It will take a bit of time to update the site. In the world of Web 2.+, it is strange to have such a delay, but it appears there is still a bit of hand editing. Soon my tiny part of the tree will be accurate.

For finding my ancestry, the first part is easy: John Bartholdi was a student of Don Ratliff (starting me on a non-branching family tree), and Don was the student of Manny Bellmore, who also advised now-billionaire John Malone. Bellmore was the student of Frederick (Tom) Sparrow, a long time faculty member at Purdue. Looking at Tom’s descendents, I see he was the advisor to Stella Dafermos who advised … fellow OR-blogger, and network guru, Anna Nagurney! In fact, the picture of Dr. Sparrow comes from Anna’s Virtual Center for Supernetworks. So it turns out that Anna is my … umm… first cousin once removed? Anyway, we are definitely related, as you can tell by the fact that she writes very well, and I … type things into my blog (generally with too many parentheses and exclamation points!).

I’m continuing to work my way back. It seems that most people end up back at Gauss, but we’ll see where I end up. I think I would be more delighted to see that most of operations research blogORsphere comes from close academic relatives!

Dead words in operations research

Sometime ago, when writing about Stafford Beer, I wrote:

Stafford Beer was one of the founding people in British operational research. He was one of the people who saw operational research in World War II and adapted those methods to work in practice, in his case at United Steel, followed by some consulting companies. He ended up founding many aspects of systems science and “cybernetics” (a term I rarely hear these days).

Turns out I was right about “cybernetics”. PhD Comics (a must read for both doctoral students and those who supervise them, live with them, parent them, or otherwise have to interact with them) has a nice graph that shows how often “cybernetic” shows up in academic paper titles (upper right, with “robot”):

Cybernetics didn’t have much of a heyday, and that was long ago. I wonder what other operations research words have come and gone. Anyone up for some hours with ISI Web of Knowledge?

Operations Research Running Countries

In the wake of the new Japanese Prime Minister having a doctorate in operations research, David Curran (iamreddave on twitter) pointed out that there was a previous effort of having a country run by operations research (or operational research, in this case).

StaffordBe</li> </ul> <p>er Stafford Beer was one of the founding people in British operational research. He was one of the people who saw operational research in World War II and adapted those methods to work in practice, in his case at United Steel, followed by some consulting companies. He ended up founding many aspects of systems science and “cybernetics” (a term I rarely hear these days). The (British) Operational Research Society gives out a medal in his honor:

Stafford Beer Medal

This award is named in memory of Stafford Beer, a world leader in the development of systems ideas, especially management cybernetics, and President of the OR Society 1970-71.

The Stafford Beer Medal is awarded in recognition of the most outstanding contribution to the philosophy, theory or practice of Information Systems and / or Knowledge Management published in the European Journal of Information Systems or Knowledge Management Research & Practice within the relevant year.

In 1970, Beer got hooked up with Salvador Allende’s Chilean government (an elected, socialist one) and he had the great idea of hooking up offices all around the country through unused telex machines. By setting up these telex machines in factories around the country, linked at a central control room, Allende’s ministers could guide production and distribution at a country-wide level.

Cybersyn_control_room The system, named Cybersyn, had its greatest success in reaction to a country-wide strike. There is a fascinating article from the Guardian a few years ago on this whole episode:

Across Chile, with secret support from the CIA, conservative small businessmen went on strike. Food and fuel supplies threatened to run out. Then the government realised that Cybersyn offered a way of outflanking the strikers. The telexes could be used to obtain intelligence about where scarcities were worst, and where people were still working who could alleviate them. The control rooms in Santiago were staffed day and night. People slept in them – even government ministers. “The rooms came alive in the most extraordinary way,” says Espejo. “We felt that we were in the centre of the universe.” The strike failed to bring down Allende.

There is also a wikipedia page on Cybersyn.

The story has a sad ending, of course. A military coup took over, assassinated Allende and destroyed Cybersyn. Beer, out of the country at the time, was clearly affected:

Soon after the coup, Beer left West Byfleet [his home at the time], his wife, and most of his possessions to live in a cottage in Wales.

It is a great story, and I highly recommend the Guardian article (and thank Dave for the pointers).

I both love and fear the idea of operations research running a country. There are many times I look around and think “If only we could get organized, we could run this much more efficiently”. I particularly think this when waiting in line or looking at a set of transportation schedules that don’t interact correctly. But, given the trouble I have getting something like a sports schedule together, I don’t think having an OR model run a country is particularly realistic. Cybersyn did show the value of having free information flow, and the coup’s response showed how threatening that flow can be to entrenched interests.

Are USENET groups irrelevant?

Long before the web, there was Usenet, an internationally distributed discussion system. Through Usenet, people could discuss topics of interest, with topics organized in a shallow tree structure. In the pre-web days, it was exciting to talk to people around the world, back at a time where even having an email address was not to be assumed. In a world where technical reports were distributed by mail (I remember the excitement when the batch of orange covered reports from the researchers from the University of Maryland arrived, since they sent out their work en masse), the immediacy of Usenet was startling.

Usenet, at the time, had strong self-enforced rules (Usenet has no central server, and no owner): no commercial postings, no binaries in non-binaries groups (without the web, distributing software was more difficult, though ftp existed for that), no off-topic messages.

In 1993, Mohan Sodhi (then a doctoral student at UCLA) went through the arduous process of creating the newsgroup sci.op-research (see the google archive), which began with the charter:

The Charter:

The main purpose of this group is to act as the umbrella group from which different O.R. interest groups will branch off in the future, as envisioned by the Technology Committee of the ORMS Board.

In the interim, the newsgroup will support the RESEARCH, APPLICATION and TEACHING of operations research through the unmoderated exchange of information through various activities including:

(RESEARCH AND APPLICATION)
— Posting information about accepted papers
— Asking questions and posting summaries of replies
— Posting Frequently Asked Questions (FAQ) and other lists such as
-Ajay Shah’s list of Free C/C++ programs for numerical methods
-Arthur Geoffrion’s list of mail reflectors relevant to O.R.
-John Gregory’s FAQ on LP
Those interested in a particular area could bring out regular FAQs answering questions or likely questions from those new to their area.
— Posting information about ARCHIVES (e.g. those at Rutgers, Bilkent)
(TEACHING)
— Sharing teaching approaches
— Announcement of new textbooks; Discussion on existing textbooks
(APPLICATION)
— New product announcements
— Users’ impressions of commercial software (No advertisements.)
(OTHER)
— JOB announcements in universities and industry

The newsgroup became reasonably popular, generating 100-200 messages per month, almost all on topic. I have read the newsgroup since its beginnings, and posted perhaps 10 times per year on average.

Over time, the strength of the unmoderated, free flowing discussion in newsgroups such as sci.op-research became a drawback. Popular newsgroups attracted spam and cranks. “Trolls” came, whose sole goal was to start a flame war with outrageous posts. Usenet, in short, became a seedy backwater of the internet, with its role taken over by blogs, discussion forums, and other more organized structures on the web.

sci.op-research avoided the worst of this, since we were not big enough to attract much attention. I had my problems with some of the discussion. Some was uncivil in my view (“How can you possibly be teaching this if you know so little!”) and some was just annoying (“Can you answer this homework question please” or, worse, “The answer to that obvious homework problem is 6”). But there was enough information there to make it worthwhile both to read and to post the occasional question, answer, or announcement.

When I redesigned this blog, I included a feed for the sci.op-research (and comp.constraints) newsgroups in the right column, doing my little bit to point people to the discussion (it is a sign of my age that I even know what Usenet is: I think the under 30 crowd has no idea about it). But I had to take it down: the newsgroup is currently getting porn ads, two or three per day, which I would prefer not to be posting (my Dad reads this blog!), along with an incessant set of ads for “instructor’s manuals” for courses.

I think sci.op-research still could play a role: where else do you go to ask a question of a large groups of people (google suggests a readership of 1123)? But, outside of a few diehards, it doesn’t seem like much of a community, a feel it very much had in the mid-1990s. With no central structure to do things like get rid of spam, it seems hard to envision a future for it. Can it survive, or are we looking at the end of one form of interaction?

A Stonewall Connection to Operational Research

My parents grew up on farms outside a then-small (now medium) sized town in Manitoba named Stonewall. For a period in the early 1900s, a boy named Charles Goodeve lived in Stonewall. He lived there for about 10 years, before his family moved to Winnipeg. There is an article in the Stonewall Argus (the Gordon Trick mentioned is my father) about his life, including his work during World War II in the British Navy. Among other things, he figured out how to protect ships from underwater mines through a demagnetization process.

The operational research connection? In 1948, Sir Charles Goodeve founded the OR Club, which would later become the Operational Research Society.

Silly Operations Researchers

There is a thread on alt.folklore.urban that begins with the classic OR story of looking for places to increase shielding on planes in WWII: analysis of where holes were on planes was somewhat skewed by being limited to those that returned. This then goes on to other analyses: first a researcher concludes, based on prison interviews, that people of low intelligence commit crimes. This is updated to conclude criminals of low intelligence go to prison. Further updates suggest people (not necessarily criminals) of low intelligence go to prison. Interesting thread!