Philip Wolfe (mathematician)

Philip Wolfe
Born(1927-08-11)August 11, 1927
DiedDecember 29, 2016(2016-12-29) (aged 89)[1]
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 advisorEdward William Barankin

Philip Starr "Phil" Wolfe (August 11, 1927 – December 29, 2016) was an American mathematician and one of the founders of convex optimization theory and mathematical programming.

Life

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Wolfe received his bachelor's degree, masters, and Ph.D. degrees from the University of California, Berkeley.[2] He and his wife, Hallie, lived in Ossining, New York.[1]

Career

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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[3] 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.[4] Wolfe joined RAND corporation in 1957, where he worked with George Dantzig, resulting in the now well known Dantzig–Wolfe decomposition method.[5] In 1965, he moved to IBM's Thomas J. Watson Research Center in Yorktown Heights, New York.

Honors and awards

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He received the John von Neumann Theory Prize in 1992, jointly with Alan Hoffman.

Selected publications

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  • 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 (1–2): 95–110. doi:10.1002/nav.3800030109.
  • Held, M.; Wolfe, P.; Crowder, H. P. (1974). "Validation of subgradient optimization". Mathematical Programming. 6: 62–88. doi:10.1007/BF01580223. S2CID 206797746.
  • Wolfe, P. (1959). "The Simplex Method for Quadratic Programming". Econometrica. 27 (3): 382–398. doi:10.2307/1909468. JSTOR 1909468.

References

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  1. ^ a b Reif, Carol (January 3, 2017). "Obituaries: Philip S. Wolfe, Mathematician, of Ossining, 89". Ossining Daily Voice. Retrieved January 4, 2017.
  2. ^ 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.
  3. ^ 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.
  4. ^ Sion, Maurice; Wolfe, Phillip (1957), "On a game without a value", in Dresher, M.; Tucker, A. W.; Wolfe, P. (eds.), Contributions to the Theory of Games III, Annals of Mathematics Studies 39, Princeton University Press, pp. 299–306, ISBN 9780691079363
  5. ^ Pearce, Jeremy (May 23, 2005). "George B. Dantzig Dies at 90; Devised Math Solution to Broad Problems". The New York Times. Retrieved December 13, 2013.

External Information

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  • INFORMS: Biography of Philip Wolfe from the Institute for Operations Research and the management Sciences