Philip Starr "Phil" Wolfe (born August 11, 1927) is considered one of the founders of convex optimization theory and mathematical programming.
He received his bachelors, masters and Ph.D. degrees from the University of California, Berkeley.
In 1954, he was offered an instructorship in Princeton, where he worked on generalizations of linear programming, such as quadratic programming and general non-linear programming, leading to the Frank-Wolfe algorithm in joint work with Marguerite Frank, then a visitor at Princeton. He joined RAND corporation in 1957, where he worked with George Dantzig, resulting in the now well known Dantzig–Wolfe decomposition method. In 1965, he moved to IBM's Thomas J. Watson Research Center in Yorktown Heights, New York.
Honors and awards
He received the John von Neumann Theory Prize in 1992, jointly with Alan Hoffman.
- Dantzig, George B.; Wolfe, Philip (February 1960). "Decomposition Principle for Linear Programs". Operations Research 8 (1): 101–111. doi:10.1287/opre.8.1.101.
- Frank, M.; Wolfe, P. (1956). "An algorithm for quadratic programming". Naval Research Logistics Quarterly 3: 95. doi:10.1002/nav.3800030109.
- Held, M.; Wolfe, P.; Crowder, H. P. (1974). "Validation of subgradient optimization". Mathematical Programming 6: 62. doi:10.1007/BF01580223.
- Wolfe, P. (1959). "The Simplex Method for Quadratic Programming". Econometrica 27 (3): 382. doi:10.2307/1909468. JSTOR 1909468.