Marguerite Frank

Marguerite Straus Frank (September 8, 1927 – December 11, 2024) was a French-American mathematician who is a pioneer in convex optimization theory and mathematical programming.

After attending secondary schooling in Paris and Toronto,^[1] Frank contributed largely to the fields of transportation theory and Lie algebras, which later became the topic of her PhD thesis, New Simple Lie Algebras.^[2] She was one of the first female PhD students in mathematics at Harvard University,^[3] completing her dissertation in 1956, with Abraham Adrian Albert as her advisor.^[2]

Together with Philip Wolfe in 1956 at Princeton, she invented the Frank–Wolfe algorithm,^[4] an iterative optimization method for general constrained non-linear problems.

Marguerite Frank was born in France and migrated to U.S. during the war in 1939.^[1] She was married to Joseph Frank from 1953 until his death in 2013. He was a Professor of literature at Stanford and an author of widely acclaimed critical biography of Dostoevsky.^[5] Frank died on December 11, 2024, at the age of 97.^[6]

• Frank, M (1954). "A New Class of Simple Lie Algebras". Proceedings of the National Academy of Sciences. 40 (8): 713–719. Bibcode:1954PNAS...40..713S. doi:10.1073/pnas.40.8.713. PMC 534147. PMID 16589544.
• Frank, M.; Wolfe, P. (1956). "An algorithm for quadratic programming". Naval Research Logistics Quarterly. 3 (1–2): 95–110. doi:10.1002/nav.3800030109.
• Frank, M. (1964). "Two New Classes of Simple Lie Algebras". Transactions of the American Mathematical Society. 112 (3): 456–482. doi:10.2307/1994156. JSTOR 1994156.
• Frank, M. (1973). "A New Simple Lie Algebra of Characteristic Three". Proceedings of the American Mathematical Society. 38 (1): 43–46. doi:10.2307/2038767. JSTOR 2038767.
• Frank, M. (1981). "The Braess paradox". Mathematical Programming. 20: 283–302. doi:10.1007/BF01589354. S2CID 206800589.
• Frank, M.; Mladineo, R. H. (1993). "Computer generation of network cost from one link's equilibrium data". Annals of Operations Research. 44 (3): 261. doi:10.1007/BF02072642. S2CID 33907141.

• "Marguerite Frank - Inventor of the Frank-Wolfe Algorithm - Honorary Discussion Panel". Frank-Wolfe and Greedy Algorithms (NIPS 2013 Workshop). YouTube. Retrieved 2017-03-06.