This song was written and performed by Edwin Van Wyck Zschau, MBA ’63, PhD ’67, at the Spring Fling in 1965. He wrote the song to immortalize linear programming.
Come on gang now gather ’round
See what your math prof’s putting down
Get in close and listen to me
I’m gonna show ya how to do the LP
It’s a new dance, but it’s easily done
In fact you learned it in 261
Just to make sure that you can do it
Listen close while I review it.
Chorus
Do the LP, come on, baby, do the LP with me
We’re gonna pivot step day and night
and optimize it out of sight.
First of all form a big strong line
Ah that’s it, you’re looking fine
Behind that line please form one more
Come on everybody, get out on the floor
Keep forming lines one after one
When you’re outa cats, then you’re done
Now ya see how I get my kicks
I’ve got ya all in a big matrix.
Chorus
Now you’re all in a cool tableau
Column by column, row by row
Hey back row, try to bunch in
You’ll be called the objective function
Hey last column, don’t try to hide
You’re gonna be the right hand side
You’re looking boss, your form is great
Now you’re ready to iterate.
Chorus
The most minus cat in the objective function
Stands in the column that’ll come on in
Those in that column, you divide
Into the column called the right hand side
Find the row whose quotient is low
That’s the row that’s gotta go
The man in both will have some fun
He’s the one we’ll pivot on.
Chorus
Now the pivot man will start his fun
He’ll divide his rowmates one by one
And each columnmate above and below
He’ll multiply times this new row
And he’ll replace each columnmate’s row that is
With the difference between the product and his
He does this for all and when he’s done
They’ll be zero, he’ll be one.
Chorus
Now search those back row cats and when
There’s one who’s minus, pivot again
But if they’re positive, one and all
The dance is done, you’re optimal
Now if your group is degenerate
To pivot forever might be your fate
So if you’ve a date and you can’t be late
All get together and perturbate.
Chorus
When you learn this dance and can do it right
I’m sure you’ll agree it’s outa sight
Just after doing it once or twice
You’ll find out how to shadow price
Or you can form two groups if you’re really cool
One group primal, the other group dual
Or you can make a model of every nation
And, find the global allocation.
Chorus
© 1965 by Edwin Van Wyck Zschau