Philip Wolfe (mathematician)

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Philip Wolfe
Born(1927-08-11)August 11, 1927
Ossining, New York, U.S.
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

mathematical programming
.

Life

Wolfe received his bachelor's degree, masters, and Ph.D. degrees from the

Ossining, New York.[1]

Career

In 1954, he was offered an instructorship at

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

He received the

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 (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.
    S2CID 206797746
    .
  • Wolfe, P. (1959). "The Simplex Method for Quadratic Programming". Econometrica. 27 (3): 382–398.
    JSTOR 1909468
    .

References

  1. ^ a b Reif, Carol (January 3, 2017). "Obituaries: Philip S. Wolfe, Mathematician, of Ossining, 89". Ossining Daily Voice. Retrieved January 4, 2017.
  2. ISBN 978-1-4419-6280-5
    .
  3. 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

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


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