Laurence A. Wolsey

Born:
May 14, 1945

Brief Biography

Laurence A. Wolsey is a recipient of the John von Neumann and Frederick W. Lanchester Prizes. Wolsey obtained his PhD from the Massachusetts Institute of Technology in 1969. His dissertation dealt with mixed integer programming and was supervised by Jeremy F. Shapiro. Wolsey has taught at the Center for Operations Research and Econometrics (CORE) at the Université Catholique de Louvain in Belgium as Professor of Applied Mathematics and Operations Research

In 1978, Wolsey co-authored an influential article on an analysis for maximizing submodular set functions with Marshall L. Fisher and George L. Nemhauser.  In it, the trio analyzes greedy and local improvement heuristics and a linear programming relaxation for a submodular problem. A decade later, Wolsey and Nemhauser set out to write a graduate text and reference book for researchers and practitioners that unified theory and algorithms. In 1988, they published Integer Programming and Combinatorial Optimization. The textbook, which Wolsey described as an “introduction to an introduction” was awarded the Frederick W. Lanchester Prize for best publication in operations research the following year. In his acceptance remarks, he cited influence, aid, and inspiration from D. Ray Fulkerson, Jack Edmonds, Ralph E. Gomory, and John D. C. Little, among others.

Wolsey went on to author two more fundamental textbooks in integer programming. In 1998 he published Integer Programming, a practical and accessible guide to optimization problems with discrete variables. Eight years later, he and Yves Pochet wrote a comprehensive modeling, reformulation, and optimization approach text meant for solving problems in production planning and supply chain management. From 2000 to 2003, Wolsey served as Editor-in-Chief of Mathematical Programming.

Among his other honors, Wolsey is a winner of the Beale-Orchard-Hays Prize for Excellence in Computational Mathematical Programming of the Mathematical Optimization Society (formerly the Mathematical Programming Society). The award, presented once every three years, recognized his and Tony J. Van Roy’s work on solving mixed integer problems using automatic reformulation. Wolsey is also a recipient of the Association of European Operational Research Societies Gold Medal for contributions to the European OR community.

In 2012, Wolsey and Nemhauser were jointly awarded the John von Neumann Theory Prize of the Institute for Operations Research and the Management Sciences. Wolsey was recognized for his long and distinguished OR career and developments made in integer programming. The duo was celebrated for their contributions to facility location and other traditional OR areas in the more than ten papers they had published together.

Education

Massachusetts Institute of Technology, PhD 1969 (Mathematics Genealogy)

Affiliations

Academic Affiliations
Non-Academic Affiliations
  • BASF
  • DASH
  • France Telecom

Key Interests in OR/MS

Methodologies
Application Areas

Awards and Honors

MPS Orchard-Hays Prize 1988

Frederick W. Lanchester Prize 1989

EURO Gold Medal 1994

John von Neumann Theory Prize 2012

George B. Dantzig Prize 2012

Selected Publications

Wolsey L. A. (1975) Faces for a linear inequality in 0-1 variables. Mathematical Programming, 8(1): 165-178.

Fisher M. L., Nemhauser G. L., & Wolsey L. A. (1978) An analysis of approximations for maximizing submodular set functions. Mathematical Programming, 14(1): 265-294.

Wolsey L. A. (1982) An analysis of the greedy algorithm for the submodular set covering problem. Combinatorica, 2(4): 385-393.

Barany I., Van Roy T. J., & Wolsey L. A. (1984) Strong formulations for multi-item capacitated lot sizing. Management Science, 30(10): 1255-1261.

Van Roy T. J. & Wolsey L. A. (1987) Solving mixed integer programming problems using automatic reformulation. Operations Research, 35(1): 45-57.

Nemhauser G. L. & Wolsey L. A. (1988) Integer Programming and Combinatorial Optimization. Wiley: New York.

Magnanti T. L. & Wolsey L. A. (1995) Optimal trees. Handbooks in Operations Research and Management Science, Volume 7, 503-615. Elsevier: Amsterdam.

Vanderbeck F. & Wolsey L. A. (1996) An exact algorithm for IP column generation. Operations Research Letters, 19(4): 151-159.

Wolsey L. A. (1998) Integer Programming. Wiley: New York.

Pochet Y. & Wolsey L. A. (2006) Production Planning by Mixed Integer Programming. Springer Science & Business Media: New York.