Philip Starr "Phil" Wolfe (August 11, 1927 – December 29, 2016) was an American mathematician and one of the founders of
convex optimization
Convex optimization is a subfield of mathematical optimization that studies the problem of minimizing convex functions over convex sets (or, equivalently, maximizing concave functions over convex sets). Many classes of convex optimization probl ...
theory and
mathematical programming
Mathematical optimization (alternatively spelled ''optimisation'') or mathematical programming is the selection of a best element, with regard to some criterion, from some set of available alternatives. It is generally divided into two subfi ...
.
Life
Wolfe received his bachelor's degree, masters, and Ph.D. degrees from the
University of California, Berkeley
The University of California, Berkeley (UC Berkeley, Berkeley, Cal, or California) is a public land-grant research university in Berkeley, California. Established in 1868 as the University of California, it is the state's first land-grant u ...
. He and his wife, Hallie, lived in
Ossining,
New York.
Career
In 1954, he was offered an instructorship at
Princeton
Princeton University is a private research university in Princeton, New Jersey. Founded in 1746 in Elizabeth as the College of New Jersey, Princeton is the fourth-oldest institution of higher education in the United States and one of the ni ...
, where he worked on generalizations of
linear programming
Linear programming (LP), also called linear optimization, is a method to achieve the best outcome (such as maximum profit or lowest cost) in a mathematical model whose requirements are represented by linear function#As a polynomial function, li ...
, such as
quadratic programming
Quadratic programming (QP) is the process of solving certain mathematical optimization problems involving quadratic functions. Specifically, one seeks to optimize (minimize or maximize) a multivariate quadratic function subject to linear constr ...
and general
non-linear programming, leading to the
Frank–Wolfe algorithm
The Frank–Wolfe algorithm is an iterative first-order optimization algorithm for constrained convex optimization. Also known as the conditional gradient method, reduced gradient algorithm and the convex combination algorithm, the method was orig ...
in joint work with
Marguerite Frank
Marguerite Straus Frank (born September 8, 1927) is a French-American mathematician who is a pioneer in convex optimization theory and mathematical programming.
Education
After attending secondary schooling in Paris and Toronto, Frank contribut ...
, then a visitor at
Princeton
Princeton University is a private research university in Princeton, New Jersey. Founded in 1746 in Elizabeth as the College of New Jersey, Princeton is the fourth-oldest institution of higher education in the United States and one of the ni ...
. When
Maurice Sion
Maurice Sion (17 October 1927, Skopje – 17 April 2018, Vancouver) was an American and Canadian mathematician, specializing in measure theory and game theory. He is known for Sion's minimax theorem.
Biography
Sion received from New York Univer ...
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
The RAND Corporation (from the phrase "research and development") is an American nonprofit global policy think tank created in 1948 by Douglas Aircraft Company to offer research and analysis to the United States Armed Forces. It is financed ...
in 1957, where he worked with
George Dantzig
George Bernard Dantzig (; November 8, 1914 – May 13, 2005) was an American mathematical scientist who made contributions to industrial engineering, operations research, computer science, economics, and statistics.
Dantzig is known for his ...
, 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
The John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciences (INFORMS)
is awarded annually to an individual (or sometimes a group) who has made fundamental and sustained contributions to theory in operat ...
in 1992, jointly with
Alan Hoffman.
Selected publications
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*
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References
External Information
INFORMS Biography of Philip Wolfe from the Institute for Operations Research and the management Sciences
1927 births
2016 deaths
John von Neumann Theory Prize winners
American operations researchers
Numerical analysts
American computer scientists
20th-century American mathematicians
21st-century American mathematicians
American statisticians
RAND Corporation people
UC Berkeley College of Letters and Science alumni
Game theorists
Fellows of the Econometric Society
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