Sometimes a great idea comes after a lot of soul-searching. Or, in the case of Anyi Lu, sole-searching.Having worked as a chemist first at DuPont and then at Chevron, Ms. Lu spent several years suffering in uncomfortable shoes. "I was usually working in a factory, on my feet, and chasing people up throughout the day," she explains, "but then I'd also need to be in meetings with executives throughout the day, so I'd need to dress professionally."Ms. Lu says that while her male colleagues would linger at work chitchatting or head out for happy hour, she would race home to get her shoes off."I looked everywhere and tried everything, but there was a constant trade-off in women's shoes: either comfortable or nice looking," she says. "My male colleagues did not have to make a choice between professional footwear and comfort, and it bothered me for years that women did."The issue came to a head the day before her sister's wedding in 2004, when the bride called Ms. Lu begging her to find her comfortable shoes."I said that's impossible—people spend months looking for the right shoes for their wedding dress!" Ms. Lu says. "But she said, 'No, no, I have those shoes and they're beautiful, but I can only wear them for about half an hour, so I've timed the ceremony so that I can get through it and the pictures in those shoes, but then I need to change into something else.'"Along with a suitable pair of heels, Ms. Lu found the inspiration to start her own business. She spent the next two years researching shoes, starting with dance shoes and eventually traveling to Italy, where she learned about sachetto construction—which entails turning shoe leather into essentially a sock that molds to the foot.In 2006, she officially launched her shoe line—called ANYI LU—and quickly won orders from Nordstrom. Her shoes now sell at Bloomingdale's and Neiman Marcus, as well, and she has launched an e-commerce site.