Carlton E. Lemke
This article includes a list of general references, but it lacks sufficient corresponding inline citations. (December 2015) |
Carlton Edward Lemke | |
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Born | |
Died | April 12, 2004 | (aged 83)
Nationality | American |
Alma mater | Carnegie Mellon University |
Known for | Lemke–Howson algorithm Lemke's algorithm |
Awards | John von Neumann Theory Prize (1978) |
Scientific career | |
Fields | Mathematics |
Institutions | Rensselaer Polytechnic Institute |
Doctoral advisor | Abraham Charnes |
Carlton Edward Lemke (October 11, 1920 – April 12, 2004) was an American mathematician.
After fighting in WWII with the
His research is in Algebra, Mathematical Programming, Operations Research, and Statistics. In 1954 Lemke developed the dual simplex method, independently from
In 1962 he developed for the convex quadratic linear programming case a new simplex method using an original complementary pivotal scheme which yields at each simplex tableau a current solution with one artificial variable ('Lemke start') and , which is primal feasible and dual feasible but the artificial variable which becomes at the optimum. This is the core method for his subsequent constructive proof(1964) that the number of Nash( bimatrix) equilibrium points is odd.
He is then also known for his contribution to game theory. In 1964 Lemke (with J. T. Howson) constructed an algorithm for finding Nash equilibria the case of finite two-person games. For this work Lemke received in 1978 the John von Neumann Theory Prize. He was elected to the 2002 class of Fellows of the Institute for Operations Research and the Management Sciences.[1]
Selected bibliography
- Lemke, Carlton E. The dual method of solving the linear programming problem, Naval Research Logistics Quarterly, Vol. 1, 1954, pp. 36–47
- Lemke C. E. A Method of Solution for Quadratic Programs, Management Science, 8(4),1962, pp. 442-453
- Lemke, Carlton E. and J. T. Howson. Equilibrium points of bimatrix games, Journal of the SIAM, Volume 12, 1964, pp. 413–423
References
- ^ Fellows: Alphabetical List, Institute for Operations Research and the Management Sciences, retrieved 2019-10-09
External links
- Carlton E. Lemke at the Mathematics Genealogy Project
- Biography of Carlton Lemke from the Institute for Operations Research and the Management Sciences