Roger Fletcher (mathematician)

Roger Fletcher ( born 1939 ) is a British mathematician who deals with optimization.

Fletcher earned his bachelor's degree in 1960 in theoretical physics at Cambridge University and was awarded his doctorate in 1963 under Colin Reeves at the University of Leeds. The thesis deals with numerical problems in the calculation of molecular orbitals (Leeds at that time was one of the few computer centers in the UK ).

Fletcher developed 1969-1973 Software in the British Nuclear Research Center Atomic Energy Research Establishment ( AERE ) at Harwell, as a colleague of Michael JD Powell. He then became a professor at the University of Dundee. He retired in 2005.

He was involved in the development of the BFGS method, a quasi - Newton method involved ( the name stands for Charles George Broyden ( 1933-2011 ), Fletcher, Donald Goldfarb, David F. Shanno ), on the Davidon - Fletcher -Powell algorithm (DFP, with William Davidon ( 1927-2013 ) and Michael Powell ), also a quasi -Newton method, in the development of CG method ( with Reeves 1964) and filtering methods for nonlinear optimization with Sven Leyffer 2002.

In 1974 he introduced the BiCG method.

In 1997 he received the George B. Dantzig - Prize and the 2006 Lagrange Prize of the SIAM. He is a Fellow of SIAM, the Royal Society (2003) and the Royal Society of Edinburgh.

His hobbies are hiking ( in northern England and Scotland), chess and bridge.

Writings

• Practical methods of optimization, 2nd edition, Wiley 1987
• Michael JD Powell: A proceed rapidly convergent descent method for minimalization, Computer J., Vol 6, 1963, 163-168
• With CM Reeves: Function minimization by conjugate gradients, Computer J., Vol 7, 1964, 149-154
• A new approach to variable metric algorithms, Computer J., Vol 13, 1970, 317-322