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.
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.
https://royalsocietypublishing.org/doi/full/10.1098/rsbm.201...
https://www.damtp.cam.ac.uk/user/na/NA_papers/NA2017_04.pdf
by Optimization Methods and Software:
https://www.tandfonline.com/doi/full/10.1080/10556788.2015.1...
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/ViewsAndNew...