Philip Wolfe (mathematician)
11 August 1927|
29 December 2016 (aged 89)|
Ossining, New York
|Alma mater||University of California, Berkeley|
|Thesis||I.Games of Infinite Length; II.A Nondegenerate Formulation and Simplex Solution of Linear Programming Problems (1954)|
|Doctoral advisor||Edward William Barankin|
In 1954, he was offered an instructorship at 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. When Maurice Sion was on sabbatical at the Institute for Advanced Study, Sion and Wolfe published in 1957 an example of a zero-sum game without a minimax value. Wolfe 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
- 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.
- Reif, Carol (3 January 2017). "Obituaries: Philip S. Wolfe, Mathematician, of Ossining, 89". Ossining Daily Voice. Retrieved 4 January 2017.
- Hoffman, A. J. (2011). "Philip Starr Wolfe". Profiles in Operations Research. International Series in Operations Research & Management Science. 147. pp. 627–642. doi:10.1007/978-1-4419-6281-2_34. ISBN 978-1-4419-6280-5.
- Frank, Marguerite; Wolfe, Philip (March 1956). "An algorithm for quadratic programming". Naval Research Logistics Quarterly. 3 (1–2): 95–110. doi:10.1002/nav.3800030109.
- Sion, Maurice; Wolfe, Phillip (1957), "On a game without a value", in Dresher, M.; Tucker, A. W.; Wolfe, P., Contributions to the Theory of Games III, Annals of Mathematics Studies 39, Princeton University Press, pp. 299–306, ISBN 9780691079363
- Pearce, Jeremy (23 May 2005). "George B. Dantzig Dies at 90; Devised Math Solution to Broad Problems". The New York Times. Retrieved 13 December 2013.
- INFORMS: Biography of Philip Wolfe from the Institute for Operations Research and the management Sciences
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