Michael J. D. Powell
Michael James David Powell FRS, FAA, FIMA (29 July 1936 – 19 April 2015) was a British mathematician, who worked at Cambridge University, where he earned his bachelor's degree and, in 1979, his D.Sc.[1] Born in London, he was known for his extensive work in numerical analysis, especially nonlinear optimization and approximation. He was a founding member of the Institute of Mathematics and its Applications and a founding Managing Editor of the Journal for Numerical Analysis. He was the winner of many awards, including George B. Dantzig Prize from the Mathematical Programming Society/SIAM and the Naylor Prize from the London Mathematical Society.
His mathematical contributions include quasi-Newton methods, particularly the Davidon-Fletcher-Powell formula and the Powell's Symmetric Broyden formula, augmented Lagrangian function (also called Powell-Rockafellar penalty function), sequential quadratic programming method (also called as Wilson-Han-Powell method), trust region algorithms, conjugate direction method (also called Powell's method), and radial basis function. He had been working on derivative-free optimization algorithms in recent years, the resultant algorithms including COBYLA, UOBYQA, NEWUOA, BOBYQA, and LINCOA. He was the author of numerous scientific papers and of several books, most notably Approximation Theory and Methods.[2]
Powell was elected as a Foreign Member of the United States National Academy of Sciences in 2001 and as a Corresponding Fellow to the Australian Academy of Science in 2007. He died on 19 April 2015.[3]
See also
- Powell's method
- TOLMIN (A tolerant algorithm for linearly constrained optimization)
- COBYLA (Constrained Optimization BY Linear Approximation)
- UOBYQA (Unconstrained Optimization BY Quadratic Approximation)
- NEWUOA (A highly efficient algorithm that solves unconstrained optimization problems without using derivatives)
- BOBYQA (Bound Optimization BY Quadratic Approximation)
- LINCOA (LINearly Constrained Optimization Algorithm)
References
- ↑ "Powell in Oral History of SIAM". SIAM. 6 April 2005.
- ↑ Approximation Theory and Methods, ISBN 978-0521295147.
- ↑ "Notices 2015". royalsociety.org.
External links
- Powell's page on Google Scholar Citations
- Powell's entry on DBLP
- ICNAAO 2016 (August 5--7, 2016, Beijing), a memorial conference organized by Professor Ya-xiang Yuan
- A memorial site set up by Dr. Dominique Orban
- A memorial page set up by an academic descendant
- An Interview with M. J. D. Powell by Luís Nunes Vicente, 14 June 2003
- An Interview with M. J. D. Powell by Philip J. Davis, 6 April 2005
- An Interview with M. J. D. Powell by Xiaoling Sun, 2006
- Citation for winning the Catherine Richards Prize
- Entry at the Mathematics Genealogy Project
- Tribute Book to M. J. D. Powell
- Optimization software by Professor M. J. D. Powell at CCPForge
- A repository of M.J.D. Powell's software