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

. 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

* * * *

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 {{US-mathematician-stub