# Philip Wolfe (mathematician)

Philip Wolfe | |
---|---|

Born | |

Died | 29 December 2016^{[1]} | (aged 89)

Alma mater | University of California, Berkeley |

Scientific career | |

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.

## Contents

## Life[edit]

Wolfe received his bachelors, masters, and Ph.D. degrees from the University of California, Berkeley.^{[2]} He and his wife, Hallie, lived in Ossining, New York.^{[1]}

## Career[edit]

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^{[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[edit]

He received the John von Neumann Theory Prize in 1992, jointly with Alan Hoffman.

## Selected publications[edit]

- 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. doi:10.1007/BF01580223. - Wolfe, P. (1959). "The Simplex Method for Quadratic Programming".
*Econometrica*.**27**(3): 382–398. doi:10.2307/1909468. JSTOR 1909468.

## References[edit]

- ^
^{a}^{b}Reif, Carol (3 January 2017). "Obituaries: Philip S. Wolfe, Mathematician, of Ossining, 89". Ossining Daily Voice. Retrieved 4 January 2017. **^**Hoffman, A. J. (2011). "Philip Starr Wolfe".*Profiles in Operations Research*. International Series in Operations Research & Management Science.**147**. pp. 627–642. doi:10.1007/978-1-4419-6281-2_34. ISBN 978-1-4419-6280-5.**^**Frank, Marguerite; Wolfe, Philip (March 1956). "An algorithm for quadratic programming".*Naval Research Logistics Quarterly*.**3**(1–2): 95–110. doi:10.1002/nav.3800030109.**^**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**^**Pearce, Jeremy (23 May 2005). "George B. Dantzig Dies at 90; Devised Math Solution to Broad Problems".*The New York Times*. Retrieved 13 December 2013.

## External Information[edit]

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

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