| Philip Wolfe | |
| Birth Date: | 11 August 1927 |
| Birth Place: | San Francisco, California, U.S. |
| Death Place: | Ossining, New York, U.S. |
| 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.
Wolfe received his bachelor's degree, masters, and Ph.D. degrees from the University of California, Berkeley.[1] He and his wife, Hallie, lived in Ossining, New York.[2]
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.Wolfe joined RAND corporation in 1957, where he worked with George Dantzig, resulting in the now well known Dantzig–Wolfe decomposition method.[4] 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.
Biography of Philip Wolfe from the Institute for Operations Research and the management Sciences