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Leonid Vitaliyevich Kantorovich (Russian: Леони́д Вита́льевич Канторо́вич; IPA: ) (19 January 1912 – 7 April 1986) was a Soviet mathematician and economist, known for his theory and development of techniques for the optimal allocation of resources. He is regarded as the founder of linear programming. He was the winner of the Stalin Prize in 1949 and the Nobel Prize in Economics in 1975.
Kantorovich was born on 19 January 1912, to a Russian Jewish family.^{[1]} His father was a doctor practicing in Saint Petersburg.^{[2]} In 1926, at the age of fourteen, he began his studies at the Leningrad University. He graduated from the Faculty of Mathematics in 1930, and began his graduate studies. In 1934, at the age of 22 years, he became a full professor.
Later, Kantorovich worked for the Stalin Prize in 1949.
After 1939, he became the professor of Military engineering-technical university. During the Siege of Leningrad, Kantorovich was the professor of VITU of Navy and in charge of safety on the Road of Life. He calculated the optimal distance between cars on ice, depending on thickness of ice and temperature of the air. In December 1941 and January 1942, Kantorovich personally walked between cars driving on the ice of Lake Ladoga, on the Road of Life, to ensure the cars did not sink. However, many cars with food for survivors of the siege were destroyed by the German air-bombings.
Since 1960, Kantorovich lived and worked in Novosibirsk, where he created and took charge of the Department of Calculus Mathematics in Novosibirsk State University.^{[3]}
For his feat and courage Kantorovich was awarded the Order of the Patriotic War, and was decorated with the medal For Defense of Leningrad.
The Sveriges Riksbank Prize in Economic Sciences in Memory of Alfred Nobel, which he shared with Tjalling Koopmans, was given "for their contributions to the theory of optimum allocation of resources."
In mathematical analysis, Kantorovich had important results in functional analysis, approximation theory, and operator theory.
In particular, Kantorovich formulated fundamental results in the theory of normed vector lattices, which are called "K-spaces" in his honor.
Kantorovich showed that functional analysis could be used in the analysis of iterative methods, obtaining the Kantorovich inequalities on the convergence rate of the gradient method and of Newton's method (see the Kantorovich theorem).
Kantorovich considered infinite-dimensional optimization problems, such as the Kantorovich-Monge problem in transportation theory. His analysis proposed the Kantorovich metric, which is used in probability theory, in the theory of the weak convergence of probability measures.
Portrait by Petrov-Vodkin. 1938.
1976
Original CIA file on Kantorovich, seized from the former US Embassy in Tehran.
Linear algebra, Banach space, Integral, Hilbert space, Game theory
World War II, Saint Petersburg, Fyodor Dostoyevsky, Medicine, Linguistics
Game theory, Infinity, Probability theory, Microeconomics, Convex set
Game theory, Statistics, Economics, Calculus, Mathematical optimization