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 pro...