Ask YC: what is the relationship between proof and modeling?

In the top story right now, Krugman says: What seems terribly hard for many economists to accept is that all our models involve silly assumptions. Given what we know about cognitive psychology, utility maximization is a ludicrous concept; equilibrium pretty foolish outside of financial markets; perfect competition a howler for most industries. The reason for making these assumptions is not that they are reasonable but that they seem to help us produce models that are helpful metaphors for things that we think happen in the real world. In math, you can't begin a proof with "Let x be the largest prime..." (because there is no largest prime), why can you start economic theories with "Let individuals be utility maximizers..."?