Philip Wolfe (mathematician)
{{short description|American mathematician}}
{{Use mdy dates|date=February 2021}}
{{Infobox scientist
| name = Philip Wolfe
| birth_date = {{Birth date|1927|08|11}}
| birth_place = San Francisco, California, U.S.
| death_date = {{Death date and age|2016|12|29|1927|08|11}}
| death_place = Ossining, New York, U.S.
| workplaces =
| alma_mater = University of California, Berkeley
| thesis_title = I.Games of Infinite Length; II.A Nondegenerate Formulation and Simplex Solution of Linear Programming Problems
| thesis_year = 1954
| doctoral_advisor = Edward William Barankin
}}
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.
Life
Wolfe received his bachelor's degree, masters, and Ph.D. degrees from the University of California, Berkeley.{{Cite book | last1 = Hoffman | first1 = A. J. | author-link1 = Alan Hoffman (mathematician)| chapter = Philip Starr Wolfe | doi = 10.1007/978-1-4419-6281-2_34 | title = Profiles in Operations Research | series = International Series in Operations Research & Management Science | volume = 147 | pages = 627–642 | year = 2011 | isbn = 978-1-4419-6280-5 }} He and his wife, Hallie, lived in Ossining, New York.{{cite web|url=http://ossining.dailyvoice.com/obituaries/philip-s-wolfe-mathematician-of-ossining-89/694862/|title=Obituaries: Philip S. Wolfe, Mathematician, of Ossining, 89|last=Reif|first=Carol|date=January 3, 2017|publisher=Ossining Daily Voice|access-date=January 4, 2017}}
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{{cite journal|last=Frank|first=Marguerite|author2=Wolfe, Philip |title=An algorithm for quadratic programming|journal=Naval Research Logistics Quarterly|date=March 1956|volume=3|issue=1–2|pages=95–110|doi=10.1002/nav.3800030109}} 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.
{{citation | chapter = On a game without a value | first1 = Maurice | last1 = Sion | first2 = Phillip | last2 = Wolfe | pages = 299–306 | title = Contributions to the Theory of Games III | editor1-first = M. | editor1-last = Dresher | editor2-first = A. W. | editor2-last = Tucker | editor3-first = P. | editor3-last = Wolfe | year = 1957 | isbn = 9780691079363 | publisher = Princeton University Press | series = Annals of Mathematics Studies 39}}
Wolfe joined RAND corporation in 1957, where he worked with George Dantzig, resulting in the now well known Dantzig–Wolfe decomposition method.{{cite news|url=http://www-history.mcs.st-and.ac.uk/Obits2/Dantzig_George_NYTimes.html|title=George B. Dantzig Dies at 90; Devised Math Solution to Broad Problems|last=Pearce|first=Jeremy|date=May 23, 2005|work=The New York Times|access-date=December 13, 2013}}
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
- {{cite journal|last=Dantzig|first=George B.|author2=Wolfe, Philip |title=Decomposition Principle for Linear Programs|journal=Operations Research|date=February 1960|volume=8|issue=1|pages=101–111|doi=10.1287/opre.8.1.101}}
- {{Cite journal | last1 = Frank | first1 = M. | last2 = Wolfe | first2 = P. | doi = 10.1002/nav.3800030109 | title = An algorithm for quadratic programming | journal = Naval Research Logistics Quarterly | volume = 3 | issue = 1–2 | pages = 95–110 | year = 1956 }}
- {{Cite journal | doi = 10.1007/BF01580223| title = Validation of subgradient optimization| journal = Mathematical Programming| volume = 6| pages = 62–88| year = 1974| last1 = Held | first1 = M. | last2 = Wolfe | first2 = P. | last3 = Crowder | first3 = H. P. | s2cid = 206797746}}
- {{Cite journal | doi = 10.2307/1909468| jstor = 1909468| title = The Simplex Method for Quadratic Programming| journal = Econometrica| volume = 27| issue = 3| pages = 382–398| year = 1959| last1 = Wolfe | first1 = P. }}
References
{{reflist}}
External Information
- [https://www.informs.org/content/view/full/268747 INFORMS]: Biography of Philip Wolfe from the Institute for Operations Research and the management Sciences
{{John von Neumann Theory Prize recipients}}
{{Authority control}}
{{DEFAULTSORT:Wolfe, Philip}}
Category:John von Neumann Theory Prize winners
Category:American operations researchers
Category:American computer scientists
Category:20th-century American mathematicians
Category:21st-century American mathematicians
Category:American statisticians
Category:RAND Corporation people
Category:UC Berkeley College of Letters and Science alumni
Category:American game theorists
Category:Fellows of the Econometric Society
Category:Scientists from San Francisco
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