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Philip Wolfe (mathematician)

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Name
  
Philip Wolfe

Role
  
Mathematician


Philip Wolfe (mathematician) Philip Wolfe Interview YouTube

Born
  
August 11, 1927 (age 96) San Francisco (
1927-08-11
)

Thesis
  
I.Games of Infinite Length; II.A Nondegenerate Formulation and Simplex Solution of Linear Programming Problems (1954)

Alma mater
  
University of California, Berkeley

Doctoral advisor
  
Edward W. Barankin

Philip wolfe interview


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.

Contents

Life

Wolfe received his bachelors, masters, and Ph.D. degrees from the University of California, Berkeley. He and his wife, Hallie, lived in Ossining, New York.

Career

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. 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.

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. JSTOR 1909468. doi:10.2307/1909468. 
  • References

    Philip Wolfe (mathematician) Wikipedia