Marguerite Frank
| Marguerite Straus Frank | |
|---|---|
| Born |
September 8, 1927 France |
| Fields | Mathematics |
| Alma mater | Harvard University |
| Thesis | New Simple Lie Algebras (1956) |
| Doctoral advisor | Abraham Adrian Albert |
| Known for |
Lie Algebra Mathematical programming |
| Spouse | Joseph Frank (married 1953-2013) |
Marguerite Straus Frank (born September 8, 1927) is an American-French mathematician who is a pioneer in convex optimization theory and mathematical programming.
After attending secondary schooling in Paris and Toronto, Frank contributed largely to the fields of transportation theory and Lie algebras, which later became the topic of her PhD thesis, New Simple Lie Algebras. She was one of the first female PhD students in mathematics at Harvard University, completing her dissertation in 1956, with Abraham Adrian Albert as her advisor.
Together with Philip Wolfe in 1956 at Princeton, she invented the Frank–Wolfe algorithm, an iterative optimization method for general constrained non-linear problems. While linear programming was popular at that time, the paper marked an important change of paradigm to more general non-linear convex optimization. During that time, both Marguerite Frank and Philip Wolfe were part of the Princeton logistics project led by Harold W. Kuhn and Albert W. Tucker.
In 1977, she became an adjunct associate professor at Columbia University, before moving to Rider University. Marguerite Frank was a visiting professor to Stanford (1985–1990), and ESSEC Business School in Paris (1991).
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