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Philip Wolfe (mathematician)

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Philip Wolfe
Born (1927-08-11) August 11, 1927 (age 97)
Alma materUniversity of California, Berkeley
Scientific career
Thesis I.Games of Infinite Length; II.A Nondegenerate Formulation and Simplex Solution of Linear Programming Problems  (1954)
Doctoral advisorEd Barankin

Philip Starr "Phil" Wolfe (born August 11, 1927) is considered one of the founders of convex optimization theory and mathematical programming.

Life

He received his bachelors, masters and Ph.D. degrees from the University of California, Berkeley.[1]

Career

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[2] 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.[3] 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.

Selected publications

  • 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.

References

  1. ^ Hoffman, A. J. (2011). "Philip Starr Wolfe". Profiles in Operations Research. International Series in Operations Research & Management Science. Vol. 147. pp. 627–642. doi:10.1007/978-1-4419-6281-2_34. ISBN 978-1-4419-6280-5.
  2. ^ 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.
  3. ^ 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.

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