Philip Wolfe | |
---|---|
Born |
San Francisco |
11 August 1927
Died | 29 December 2016 Ossining, New York |
(aged 89)
Alma mater | University of California, Berkeley |
Thesis | I.Games of Infinite Length; II.A Nondegenerate Formulation and Simplex Solution of Linear Programming Problems (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.
Wolfe received his bachelors, masters, and Ph.D. degrees from the University of California, Berkeley. He and his wife, Hallie, lived in Ossining, New York.
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 in joint work with Marguerite Frank, then a visitor at Princeton. He joined RAND corporation in 1957, where he worked with George Dantzig, 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.
He received the John von Neumann Theory Prize in 1992, jointly with Alan Hoffman.