In 1939, upon arriving late to his statistics course at the University of California, Berkeley, George Dantzig — a first-year graduate student — copied two problems off the blackboard, thinking they were a homework assignment. He found the homework “harder to do than usual,” he would later recount, and apologized to the professor for taking some extra days to complete it. A few weeks later, his professor told him that he had solved two famous open problems in statistics. Dantzig’s work would provide the basis for his doctoral dissertation and, decades later, inspiration for the film Good Will Hunting.

Dantzig received his doctorate in 1946, just after World War II, and he soon became a mathematical adviser to the newly formed U.S. Air Force. As with all modern wars, World War II’s outcome depended on the prudent allocation of limited resources. But unlike previous wars, this conflict was truly global in scale, and it was won in large part through sheer industrial might. The U.S. could simply produce more tanks, aircraft carriers and bombers than its enemies. Knowing this, the military was intensely interested in optimization problems — that is, how to strategically allocate limited resources in situations that could involve hundreds or thousands of variables.