4 ms·

MJD Powell FRS in "Oral History of SIAM" [pdf]

4 points by zaikunzhang 2y ago

zaikunzhang 2y ago
ABSTRACT Michael Powell discusses his career and research. Powell was born in London and lived in Sussex and Surrey. He had a governess in mathematics when he was very young, and because he enjoyed looking at mathematics books, often just doing the exercises, he was ahead of his classes in mathematics. He became an undergraduate at Cambridge, finishing in three years, two years for part 2 of the Mathematical Tripos and then taking a diploma in numerical analysis and computing in his third year. He joined the Atomic Energy Research Establishment at Harwell, and stayed for seventeen years. At Harwell, he started the Harwell Subroutine Library, one of the first libraries of numerical algorithms, and began his research career. He discusses the origin of the DFP [Davidon-Fletcher-Powell] method and subsequent methods that overtook it. After leaving Harwell, he returned to Cambridge in 1976 as a Professor and continued his research career. He received a Doctor of Science degree in 1979 at Cambridge. He discusses his subsequent work in optimization and approximation, the differences between research at Harwell and Cambridge, and his preferences in conducting research, including his tendency to publish by himself. Powell retired from Cambridge in 1996.
zaikunzhang 2y ago
Who was Powell? (from https://github.com/libprima/prima#who-was-powell https://github.com/libprima/prima#who-was-powell) Michael James David Powell FRS [1] was "a British numerical analyst who was among the pioneers of computational mathematics" [2]. He was the inventor/early contributor of quasi-Newton method [3], trust region method [4], augmented Lagrangian method [5], and SQP method [6]. Each of them is a pillar of modern numerical optimization. He also made significant contributions to approximation theory and methods [7]. Among numerous honors, Powell was one of the two recipients of the first Dantzig Prize [8] from the Mathematical Programming Society (MOS) and Society for Industrial and Applied Mathematics (SIAM). This is considered the highest award in optimization. [1] https://en.wikipedia.org/wiki/Michael_J._D._Powell https://en.wikipedia.org/wiki/Michael_J._D._Powell [2] https://royalsocietypublishing.org/doi/full/10.1098/rsbm.2017.0023 https://royalsocietypublishing.org/doi/full/10.1098/rsbm.201... [3] https://en.wikipedia.org/wiki/Quasi-Newton_method https://en.wikipedia.org/wiki/Quasi-Newton_method [4] https://en.wikipedia.org/wiki/Trust_region https://en.wikipedia.org/wiki/Trust_region [5] https://en.wikipedia.org/wiki/Augmented_Lagrangian_method https://en.wikipedia.org/wiki/Augmented_Lagrangian_method [6] https://en.wikipedia.org/wiki/Sequential_quadratic_programming https://en.wikipedia.org/wiki/Sequential_quadratic_programmi... [7] https://www.cambridge.org/highereducation/books/approximation-theory-and-methods/66FD8CD6F18FE1ED499A8CA9A05F2A5A#overview https://www.cambridge.org/highereducation/books/approximatio... [8] https://en.wikipedia.org/wiki/Dantzig_Prize https://en.wikipedia.org/wiki/Dantzig_Prize
genphy1976 2y ago
Here is another interview: http://www-optima.amp.i.kyoto-u.ac.jp/ORB/issue21/interview_mike.html http://www-optima.amp.i.kyoto-u.ac.jp/ORB/issue21/interview_...
ggraphilia 2y ago
Also https://www.mat.uc.pt/~lnv/papers/mjdp.pdf https://www.mat.uc.pt/~lnv/papers/mjdp.pdf
zaikunzhang 2y ago
The obituary of Powell published by the Royal Society: https://royalsocietypublishing.org/doi/full/10.1098/rsbm.2017.0023 https://royalsocietypublishing.org/doi/full/10.1098/rsbm.201... https://www.damtp.cam.ac.uk/user/na/NA_papers/NA2017_04.pdf https://www.damtp.cam.ac.uk/user/na/NA_papers/NA2017_04.pdf by Optimization Methods and Software: https://www.tandfonline.com/doi/full/10.1080/10556788.2015.1051808 https://www.tandfonline.com/doi/full/10.1080/10556788.2015.1... https://www.mathopt.org/Optima-Issues/optima99.pdf https://www.mathopt.org/Optima-Issues/optima99.pdf and by the SIAM Activity Group on Optimization: http://wiki.siam.org/siag-op/images/siag-op/6/64/ViewsAndNews-23%281%29.pdf http://wiki.siam.org/siag-op/images/siag-op/6/64/ViewsAndNew...

4 points by zaikunzhang 2y ago

ABSTRACT Michael Powell discusses his career and research. Powell was born in London and lived in Sussex and Surrey. He had a governess in mathematics when he was very young, and because he enjoyed looking at mathematics books, often just doing the exercises, he was ahead of his classes in mathematics. He became an undergraduate at Cambridge, finishing in three years, two years for part 2 of the Mathematical Tripos and then taking a diploma in numerical analysis and computing in his third year. He joined the Atomic Energy Research Establishment at Harwell, and stayed for seventeen years. At Harwell, he started the Harwell Subroutine Library, one of the first libraries of numerical algorithms, and began his research career. He discusses the origin of the DFP [Davidon-Fletcher-Powell] method and subsequent methods that overtook it. After leaving Harwell, he returned to Cambridge in 1976 as a Professor and continued his research career. He received a Doctor of Science degree in 1979 at Cambridge. He discusses his subsequent work in optimization and approximation, the differences between research at Harwell and Cambridge, and his preferences in conducting research, including his tendency to publish by himself. Powell retired from Cambridge in 1996.

zaikunzhang 2y ago

Who was Powell? (from https://github.com/libprima/prima#who-was-powell https://github.com/libprima/prima#who-was-powell) Michael James David Powell FRS [1] was "a British numerical analyst who was among the pioneers of computational mathematics" [2]. He was the inventor/early contributor of quasi-Newton method [3], trust region method [4], augmented Lagrangian method [5], and SQP method [6]. Each of them is a pillar of modern numerical optimization. He also made significant contributions to approximation theory and methods [7]. Among numerous honors, Powell was one of the two recipients of the first Dantzig Prize [8] from the Mathematical Programming Society (MOS) and Society for Industrial and Applied Mathematics (SIAM). This is considered the highest award in optimization. [1] https://en.wikipedia.org/wiki/Michael_J._D._Powell https://en.wikipedia.org/wiki/Michael_J._D._Powell [2] https://royalsocietypublishing.org/doi/full/10.1098/rsbm.2017.0023 https://royalsocietypublishing.org/doi/full/10.1098/rsbm.201... [3] https://en.wikipedia.org/wiki/Quasi-Newton_method https://en.wikipedia.org/wiki/Quasi-Newton_method [4] https://en.wikipedia.org/wiki/Trust_region https://en.wikipedia.org/wiki/Trust_region [5] https://en.wikipedia.org/wiki/Augmented_Lagrangian_method https://en.wikipedia.org/wiki/Augmented_Lagrangian_method [6] https://en.wikipedia.org/wiki/Sequential_quadratic_programming https://en.wikipedia.org/wiki/Sequential_quadratic_programmi... [7] https://www.cambridge.org/highereducation/books/approximation-theory-and-methods/66FD8CD6F18FE1ED499A8CA9A05F2A5A#overview https://www.cambridge.org/highereducation/books/approximatio... [8] https://en.wikipedia.org/wiki/Dantzig_Prize https://en.wikipedia.org/wiki/Dantzig_Prize

genphy1976 2y ago

Here is another interview: http://www-optima.amp.i.kyoto-u.ac.jp/ORB/issue21/interview_mike.html http://www-optima.amp.i.kyoto-u.ac.jp/ORB/issue21/interview_...

ggraphilia 2y ago

Also https://www.mat.uc.pt/~lnv/papers/mjdp.pdf https://www.mat.uc.pt/~lnv/papers/mjdp.pdf

zaikunzhang 2y ago

The obituary of Powell published by the Royal Society: https://royalsocietypublishing.org/doi/full/10.1098/rsbm.2017.0023 https://royalsocietypublishing.org/doi/full/10.1098/rsbm.201... https://www.damtp.cam.ac.uk/user/na/NA_papers/NA2017_04.pdf https://www.damtp.cam.ac.uk/user/na/NA_papers/NA2017_04.pdf by Optimization Methods and Software: https://www.tandfonline.com/doi/full/10.1080/10556788.2015.1051808 https://www.tandfonline.com/doi/full/10.1080/10556788.2015.1... https://www.mathopt.org/Optima-Issues/optima99.pdf https://www.mathopt.org/Optima-Issues/optima99.pdf and by the SIAM Activity Group on Optimization: http://wiki.siam.org/siag-op/images/siag-op/6/64/ViewsAndNews-23%281%29.pdf http://wiki.siam.org/siag-op/images/siag-op/6/64/ViewsAndNew...