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EVELYN MARTIN LANSDOWNE BEALE

8 September 1928-23 December 1985

Elected F.R.S. 1979

BY M. J. D. POWELL,F.R.S.

INTRODUCTION

EVELYN MARTIN LANSDOWNE BEALE was a talented mathematician at


school and university. He became a pioneer in the development of linear
programming methods at the Admiralty Research Laboratory (A.R.L.),
Teddington. He then joined the Corporation for Economic and Industrial
Research (C.E.I.R.) in 1961 in response to the challenge of applying
operational research and mathematical programming to industrial prob-
lems. C.E.I.R. became Scicon (Scientific Control Systems Ltd) but
Martin remained there, being its 'Scientific Adviser' finally, a title that
reflected his strong preference for advancing his subject in a benevolent
way despite the commercial pressures of industry. Regularly on Mondays
from 1967 he attended the Mathematics Department at Imperial College
as a visiting professor. There, at conferences and in his published work,
he communicated his extraordinary skill at extracting useful results
computationally from mathematical models of real problems. Most of his
papers on particular calculations and on particular techniques are sub-
stantial contributions to knowledge, but probably he will be remembered
best for his constant and active interest in the development of mathe-
matical programming systems for applying optimization algorithms
painlessly in practice. He wrote (1961 c)* that 'The most important
part of operational research is educated common sense, and computers
have absolutely no common sense', but he planned his systems so well that
this defect of computers was negligible. There are no secrets of his success
as he believed in open publication of useful discoveries. In all ways he
was generous and kind, subject to high standards of honesty and academic
integrity. He was devoted to his family and to the Christian faith.

* Numbers
given in this form refer to entries in the bibliography at the end of the text.
23
M R ca-
24 Biographical Memoirs

FAMILY LIFE

Martin was born on 8 September 1928, at Stanwell Moor in Middlesex,


the elder child of Evelyn Stewart Lansdowne Beale and Muriel Rebecca,
nee Slade. Then his father, who had studied X-rays and crystal structure
with Sir William Bragg, F.R.S., was Senior Physicist and Research
Engineer at the research station of the Anglo-Persian Oil Company at
Sunbury. This work took the family to Persia for a year in 1932, about
one year after the birth of Martin's brother Julian. On their return they
moved to Markham Square, Chelsea, keeping a house in Middlesex, but
Martin was unwell. Eventually it was found that he had contracted
malaria in Persia, so he did not begin his formal education until 1934, at
the Montessori School in London, which he attended for two years. His
father left the oil business to set up a private consultancy firm for industry
with R. Denman, and worked brilliantly on a wide range of engineering
problems (The Times 1972). Throughout World War II his mother was
Chair of the London and Middlesex branch of the Women's Land
Army.
At school Martin showed an aptitude for figures, but his writing began
curiously as he had learnt the alphabet from wooden bricks when 2, so to
him the orientation of the letters was unimportant. He studied Latin with
his mother when 8, anticipating entry to St Aubyn's preparatory school
(Rottingdean, Sussex) in 1937, but he was at home throughout 1939-40
because of ill health. Home was now above Treyarnon Bay, for the Beales
had become captivated by this part of Cornwall during a holiday at
Constantine, and they had built Windhover House with the Denmans, an
addition to their properties in Markham Square and in Middlesex.
Martin studied at home with Julian and some other children during that
year, and this small school continued throughout the war, although
Martin returned to St Aubyn's in 1940, which had evacuated to Bettws-
y-Coed. There he aimed for a scholarship to Winchester in 1941, but
measles prevented him from travelling for the examination. After a
further year at St Aubyn's his mathematics master, the late E. Webber,
said to his wife: 'I cannot teach any more mathematics to Martin Beale, I
have taught him all I know.' Martin was at Winchester from 1942 to
1946, having gained the second scholarship in 1942. Although he was
the joint winner of the Richardson prize for mathematics there, he was
advised not to try to follow his father from Winchester to Trinity College,
Cambridge, because the competition might be too strong. Martin rejected
this advice and went up to Trinity with a scholarship in 1946.
Bridge was a very strong interest of Martin's at Cambridge. His intro-
duction to this game was a fascinating book on evaluating the strengths
of hands by counting losers, which he had found when visiting his
maternal grandparents at Stokenchurch in 1939. Earlier he and Julian
had spent much time on devising the structure and running of an
Evelyn Martin Lansdowne Beale 25

imaginary country but bridge replaced this activity. Hands were discussed
on journeys to Cornwall, and he devised a new bidding system for the
family, the usual four being Martin, Julian, Mrs Beale and her mother.
Both Martin and Julian played for Cambridge against Oxford, and Julian
went on to play for England in international matches. Having heard that
Martin would work in his group at the Admiralty Research Laboratory,
S. Vajda visited him at Cambridge, but apparently he showed more
interest in a book he had begun to write on bidding systems (which was
not published) than in his future employment. Martin did, however, join
the mathematics group of the A.R.L. from Cambridge, having gained
a first-class honours degree in mathematics in 1949 and a distinction in
the statistics diploma in 1950.
He spent the university vacations at home in Stanwell Moor or
Treyarnon Bay, and continued to live with his parents when he joined the
A.R.L., moving from Stanwell Moor to Whitehall, Wraysbury (also in
Middlesex) in 1952. On 1 July 1953 he married Violette Elizabeth Anne
Lewis (Betty) at St Mary's Church, Hampton. They had met in time to
celebrate his 22nd birthday together for she was a scientific assistant in
the A.R.L. Mathematics Group. This celebration was because she had
been sad to hear that Martin had spent his 21st birthday playing bridge,
but he soon encouraged her to play too. An early example of his concern
for teaching others occurred on a train from Waterloo when Betty sought
refuge in a 'ladies only' compartment as she did not wish to receive
instruction, but Martin, from the corridor, was determined to enlighten
her on the lead to defeat a contract that had occurred earlier in the
evening. She soon became part of the Beale family, visiting Windhover
several times before their marriage, and enjoying cycling, walking and
bridge with Martin. They became firm friends and dependent on each
other for the rest of his life.
Their first home was a small terrace house at Strawberry Hill,
Twickenham, within cycling distance of A.R.L., where Betty continued
working until a few weeks before the birth of their elder son, Nicholas,
in February 1955. Their daughter, Rachel, was born in May 1957. The
family spent 1958 in the U.S.A. (at Princeton except for a six-week
summer visit to Los Angeles), which not only helped Martin's career
but also provided initial contacts with several Americans who became
intimate friends of the family, including George Dantzig and Philip
Wolfe. On returning to England they were able to afford a car. Their
younger son, Marcus, was born in August 1960. In 1963 they moved to
Ember Lane, Esher, Surrey, from 3 bedrooms to 5, Betty having found
the house as Martin was so immersed in his work.
At their new home Martin would work on the sitting room floor, and
even there he enjoyed the company of his children provided they did not
disturb his papers. Many visitors came to Ember Lane, and E. Hellerman
(Dantzig & Tomlin 1987) writes: 'One evening, I think it was in 1967, my
26 Biographical Memoirs

wife and I were guests at the Beale home in Esher. After a fine dinner and
stimulating conversation, Martin, knowing that I had a background in
music, decided that he and his family would sing a Gilbert and Sullivan
operetta. Each member of the family was assigned one or more roles to
sing, and then to the music of a recording the performance ensued.
Needless to say, I had never heard a rendition of Gilbert and Sullivan
with more spirit and gusto. Martin's enthusiasm for the music spilled
over into the family.' This enthusiasm included composing 'Ping went
the bell' for the family and piano playing, especially the music of Haydn.
Later Rachel studied music at the Dartington College of Arts, and
Nicholas and Marcus too became stronger musicians than Martin.
Remarkably, Nicholas and Marcus also obtained scholarships from
St Aubyn's to Winchester, and then went up to Trinity College, Cambridge,
where they read mathematics and architecture respectively.
On Sundays the family regularly attended church at Weston Green,
near Esher, and then spent the rest of the day at Whitehall. There they
thoroughly enjoyed the creations of Martin's father, including a go-cart
and 'H.M.S. Octagon', which was a mock submarine conning-tower in
the garden that included an escape slide and telephone communication
with the house, but Martin did not inherit any engineering skills. They
swam in the swimming pool there, even on Christmas Day. Every
summer they visited Windhover, and there are photographs of massive
systems of sandcastles that the family constructed at Treyarnon Bay.
After Martin's appointment at Imperial College, Rachel, when writing
home from school, addressed her letters to 'Professor and Mrs Beale',
but the school office had been advised to write to 'Mr and Mrs Beale'.
When questioned on this anomaly, Rachel explained that her father was
a professor only on Mondays. From then on the family adopted this
distinction gleefully, and Betty recalls: 'When he became an F.R.S.
everyone was being announced as they greeted the President at a Con-
versazione:- " Lord and Lady X", "His Excellency the Ambassador for
Y", "Professor and Mrs Z",...; Martin gave our name as "Mr and Mrs
Martin Beale". I said later "You might have said Professor on this
occasion". "Why? " he replied simply, " It isn't a Monday".'
His father died in 1972 and for a few years his mother continued to run
both Whitehall and Windhover House, where she was visited regularly
by her descendents. She then decided to retain only Whitehall, but
Martin's attachment to Cornwall was so strong that he sold the house at
Ember Lane in 1977 to buy Windhover. Because he needed a base near
London too, Martin and his family also resided in a part of Whitehall.
In a typical week he would drive to Treyarnon Bay after work on the
Friday and return to Whitehall on the Sunday afternoon, much refreshed
by the weekend in Cornwall. Of course he was allowed leave from his
activities at Scicon, but his holidays were seldom more than two weeks
long. The 1978 holiday was tragic: his brother, Julian, during one of his
frequent visits to Treyarnon Bay, fell to his death in a cliff accident.
Evelyn Martin Lansdowne Beale 27

Conferences also provided Martin with a change of scene, but he


invariably attended all available lectures. Otherwise he participated
enthusiastically in excursions and other activities; for example, he was
among the group from the 1972 Figueira da Foz NATO Summer School
who on many evenings drove furiously in bumper cars at a local fair-
ground. Betty always accompanied him to the triennial symposia of the
Mathematical Programming Society (M.P.S.), and there they thoroughly
enjoyed meeting friends, always finding a way of offering hospitality,
even at the Massachusetts Institute of Technology in 1985 where they
shared a tiny room in a student dormitory. The 1973 symposium at
Stanford University was unusual as Martin arrived a week early in
California for a holiday. All the family travelled there, and also they all
attended the meeting in Budapest in 1976, where they were in the public
eye, as Martin was then Chairman of the M.P.S.
His high reputation brought him more and more commitments during
the last 10 years of his life, and his response was to work even harder as
he was determined not to let anyone down. After dinner he and Betty
would often enjoy about 3 games of backgammon in 20 minutes and then
he would spend the rest of the evening working. Immediately after a walk
or a swim in Cornwall he would usually return to his studies, even during
his 'holidays', but he never had a computer at home. He played intensely
too, not only at board and card games, but also in the garden and on the
beach, sometimes as a fierce shrieking cannibal in pursuit of his grand-
children. Betty remembers that a NATO workshop in Cambridge in
1980 allowed them to be together away from home for an unusually long
time: it lasted 12 days. Another visit that shows some of his personality
is recalled by R. V. Simons of Scicon:
In 1984 we went to India to give a course of lectures to the Oil and Natural
Gas Commission on optimization in the oil industry. From the moment that
we got on the plane it was evident that he knew how to enjoy himself and
to receive as well as to give. He was at home with the Indians, who were so
eager to learn, and entered fully into the spirit of a coach trip around
Ahmedabad and the surrounding countryside which was put on for us and
for the participants on the course. Back in Delhi he showed no dismay, if he
felt any, at the spartan accommodation which was provided for him at the
Indian Statistical Institute and proceeded to spend his spare time sight-
seeing, travelling around on the local buses rather than seeking out a more
salubrious form of transport.
Usually he would wear a jacket and tie on such excursions.
He was seriously ill at the beginning of 1985. Instead of a large cele-
bration of one gigasecond (109 seconds) of marriage to Betty on 9 March
1985 there was a small party. He was told at the end of August that his
condition was terminal, and his response was to go on being as energetic
as possible. Sir David Cox, F.R.S., of Imperial College writes: 'He was
a distinguished man in a deep sense of the term. While one remembers
him primarily as at the height of his activity it is impossible not to
2 RBM
28 Biographical Memoirs

mention the closing months of his life. He continued working up to and


beyond the limit of his strength under conditions of great discomfort, and
his dignity and courage during this period will not be forgotten by those
who witnessed them. In this period, as no doubt throughout his married
life, he was sustained by Betty's quite exceptionally devoted care.' He
was at work as usual during the last week of his life, but was taken by air
to his beloved home in Cornwall on 21 December where he died on
Monday, 23 December.
PROFESSIONAL CAREER

Martin's research on optimization calculations began at the Admiralty


Research Laboratory in 1950 under S. Vajda who writes (Dantzig &
Tomlin 1987) 'I am sometimes praised for having introduced Martin to
Linear Programming. I did and I am glad of it. But there is no merit in
having done it. I have introduced LP to others as well, but they did not
nurture the seed the same way as Martin has done.' His early studies
yielded some incisive papers that are discussed later. Also much of his
time was spent on government projects. For example, K. Bowen (1986)
reports that in 1951 he was the statistical adviser of the High Frequency
Direction Finding Analysis Working Party, and that: 'In those days, we
had to battle against Martin's unworldly knowledge, as well as battling to
understand it, but we knew that we had a rare talent and we used it to the
full. To instance only one contribution, we owe to Martin the operational
and excellent Brooke bearing classification system.' (Details are given in
references 1961 a and b.) Unpublished work at A.R.L. included studies of
mine-sweeping performance and radioactive fallout. He attended the
nuclear tests on Christmas Island. The 1958 calendar year was spent
as a Research Associate in the Statistical Techniques Laboratory at
Princeton University where his colleagues included G. E. P. Box, H. W.
Kuhn, C. L. Mallows, A. Tucker and J. W. Tukey.
The mental concentration that he brought to the problems he addressed
shut out conventional behaviour. Indeed K. Bowen writes (1986):
'I remember, and they will never forget, his performance for a U.S.A.-
Canadian group of analysts in Room 39, in the Admiralty. With an array
of tabulations and diagrams on a long table, he started by kneeling on a
chair and finished on the table, wandering about the data on hands and
knees.' This single mindedness continued for at least 10 years, because
A. S. Douglas recalls (1986) from 1962 that: 'He never worried what
people might think of him. If it improved his thought processes he would
lie down and raise a leg or climb on the table or stuff his handkerchief in
his mouth. Peter Windley did once comment to me that he "wished
Martin would take his handkerchief out of his mouth when dropping one
of his pearls of wisdom" - but it was said in amusement rather than
annoyance. Indeed no one minded what he did, since he always came up
with useful and perceptive remarks, from whatever position and through
Evelyn Martin Lansdowne Beale 29

whatever obstructions they were delivered!' The quality of his early


research is confirmed by S. Vajda: 'He was highly appreciated at A.R.L.
When members had to be assessed, it might have been asked " Is (s)he as
good as Beale?" Few were.'
C.E.I.R. (U.K.) was founded by A. S. Douglas and M. G. Kendall in
1960 as a subsidiary of C.E.I.R. in Washington. Martin joined it from
A.R.L. in 1961, being no. 29 on its pay-roll. His activities there until 1964
are well described by A. S. Douglas (1986). They included modelling the
diffusion equations that govern the output of oil-fields, and the simulation
of air-battles for the Shape Technical Centre. He also began his very
important work on the development of mathematical programming
systems for the solution of general calculations, because such systems
were a major part of the commercial success of the parent company in the
United States. He led the British C.E.I.R. group that worked in this field
including M. Fieldhouse, R. E. Small, P. Windley and M. Jeffreys. One
of the team on the American side was E. Hellerman who writes (Dantzig
& Tomlin 1987) about Martin: 'His insight into how algorithms could be
implemented on a computer was phenomenal. He was the dynamo
behind the extensions to the LP/90/94 System in the areas of Separable
Programming, Mixed Integer, Dantzig-Wolfe Decomposition, and a
host of other practical algorithms.'
Martin described these algorithms and his insight very clearly in his
book Mathematical programming in practice, which was published by
Pitman in 1968. His reputation was now well established, and he was
much in demand as a speaker at conferences. In this year C.E.I.R.
became Scicon, now a subsidiary of British Petroleum, and work had
begun on the mathematical programming system UMPIRE, which
superseded LP/90/94. J. A. Tomlin, who joined C.E.I.R. in 1968, writes
(Dantzig & Tomlin 1987):
UMPIRE was built in an informal atmosphere which would horrify
today's 'structured everything' advocates. In the first year or two there were
five or six of us working for Martin on the project, which is said to have
begun when Rita Walton was called into his office to write FORMC. The
three or four more junior team members shared an office, and I think Martin
found us a bit unruly. There was a high non-English quotient - at various
times there were members from America, Australia, Canada and India, all
conspiring with his German secretary - and we often found Martin's very
English mannerisms amusing. I'm sure he knew this, but never, of course,
referred to it. We encouraged Martin's eccentricities. When we hit a snag,
or a new idea looked promising, he had a way of climbing on the nearest desk
or mangling the end of his tie, while he mentally solved the problem to
his own satisfaction before enlightening us. This was often much more
entertaining than the work we were supposed to be doing, which Martin
sometimes poured on at a fierce pace, assuming that everyone could keep up
with him. One would sometimes dread those mornings when he would come
in with a sheaf of papers full of new ideas, and often code to be implemented.
2-2
30 Biographical Memoirs

Some technical details of UMPIRE and of its successor SCICONIC


are given later. R. S. Hattersley of the SCICONIC team recalls: 'Martin
was always refreshing to work with because he would approach any
problem with an open mind, and always preferred to try a new idea than
force an existing solution to fit. He produced ideas at a formidable rate
without pausing for weekends, holidays, and it sometimes seemed, sleep.
We were often fighting a losing battle to understand and test them all
but we didn't like to disappoint him by having no results to report.
Fortunately, he was always ready to stop and explain his thoughts as
often as necessary, and moreover he would be genuinely concerned if he
thought we were working too hard and promise to restrain his inventive-
ness.' Another view of the latter part of his career at Scicon is from his
secretary, B. Peberdy:
What always struck me was Martin's ability to be friendly with and make
welcome eminent people or the most lowly person in the company. Although
he was a splendid person to work for, he also expected people to work as
hard and as efficiently as he thought them capable of. He did not suffer
carelessness or fools gladly. At the same time he was very patient if people
could not easily understand something. His total unstuffy, non-pompous,
modest and rather humble manner belied a joy-filled and uninhibited
personality, which came as a great surprise to people who didn't think past
the mathematical genius to find this delightful person within. It was not
uncommon to see him skipping down the corridors, skipping gleefully
because he had solved an annoying mathematical problem.
In view of Martin's achievements and leadership at Scicon, it is
remarkable that he also found time to make a very substantial contribution
to teaching at both undergraduate and postgraduate level at Imperial
College. His work there is described by J. T. Stuart, F.R.S.:
Martin Beale's association with the Department of Mathematics goes
back to 1967 and he was a Visiting Professor from October of that year until
his death in December 1985. Visiting Professors at Imperial College often
play a very important role but I doubt if there are any who can match the
regularity with which Martin came to the College and prosecuted both
teaching and research work over such a long period. It is fair to say that he
came on Monday of almost every week of the year during those 18 years. He
taught third year undergraduate courses on operational research and related
areas, and participated regularly in the teaching programme of our M.Sc.
course in Statistics. In addition, he had many research students who
graduated with Ph.D. degrees from our Department after having studied
under his direction. Thus, in a real sense we came to regard Martin Beale
as a permanent member of our Department and many of us feel he achieved
as much in one day a week as might reasonably be expected of a full-time
member of the staff, he was that active in both research and teaching.
Further, Sir David Cox writes:
Our Visiting Professor scheme is designed to foster contacts with research
workers outside the academic sphere and particularly with industry. Martin
Evelyn Martin Lansdowne Beale 31

entirely characteristically took his duties extremely seriously and over the
years lectured regularly to final year undergraduate students of mathematics
on optimization and operational research and to M.Sc. students of statistics
on numerical optimization. In addition and very importantly he supervised
a succession of doctoral students, 10 over the period in question. In the initial
period I think students found his lectures difficult, particularly because
Martin's style was not suited to the habits of British undergraduates who
tend to work not so much from textbooks as from lecturers' notes which are
expected to be given in a form lending themselves to coherent note-taking.
An anecdote from those early years in many ways characteristic of the man
is told by an ex-colleague who attended one of Martin's courses. One of the
students was rather noticeably asleep. Martin at first made no comment, but
towards the end of the period said to my colleague "Please wake Mr X. He
will find this next bit interesting ". I feel sure this was said out of real concern
and was not to be taken sarcastically.
His approach to teaching at postgraduate level is recalled by E. M.
Aghedo, who was one of Martin's research students:
He was more of a father than a supervisor to me. He had the outlook of
the legendary Chinese Martial Arts Teacher who would punch hard to make
the pupil learn to punch and praise when he had learned. Martin Beale had
the magic of making the most difficult of subjects a child's play. I was taught
to be critical of any result by not being deceived by its beauty but being
careful to explore fully its usefulness. He usually set me on a job like so:
"Investigate the correctness of this concept. If correct, why, and if not, why
not." Such was the man Martin! He was a very thorough man who believed
in a high standard of work and was very uncompromising about this.
Of course he also gave much encouragement and guidance to young
researchers at Scicon, as shown in a tribute from R. M. Hattersley:
'Martin taught me, with patience and kindness, most of what I know
about mathematical programming. He promoted in me a lasting interest
in the field, and for that I am in his debt, as no doubt are many others
before me.'
The research of very many people was helped by his participation in
conferences. His invited lectures were always useful but not always easy
to follow, because in a single talk he would often give details of many
different subjects. They were thoroughly enjoyable, however, as Martin
excelled at conveying his enthusiasm, and he would not expose a topic
unless he believed that it was valuable. The contents of these lectures are
considered later in this memoir. When listening to papers he sat near
the front of the audience, he was always attentive, and usually he asked
questions. He tried much harder than most people to understand all that
was said, and frequently he sought further information from speakers
after their presentations. These discussions were often of more help to the
speakers than to Martin, but his thirst for knowledge of mathematical
programming algorithms that might be useful was unquenchable. At
conferences he hardly ever missed an opportunity to listen to a relevant
paper and he did not skip talks that were given by unknown researchers.
32 Biographical Memoirs

In addition to his parallel careers at Scicon and at Imperial College,


Martin contributed much to professional societies and to official com-
mittees, including the Subcommittee on Computing of the Defence
Scientific Advisory Council, the Operational Research Methodology
Committee and the Council of the Assessments Board, the Mathematical
Sciences Subcommittee of the University Grants Committee, and three
S.E.R.C. (Science and Engineering Research Council) bodies, namely
the Mathematics Committee, the Operational Research Panel and the
Science Board Computing Committee. It is stated by A. S. Douglas
(1986) that: 'As a committee member he was always admirably to the
point and never long-winded, but he did not miss much and was always
willing to speak up when he felt something needed saying-a very real
support for the Chairman and sometimes a useful discipline for him if he
got his summing up wrong!'
He joined the Royal Statistical Society in 1950, being Honorary Secre-
tary from 1970 to 1976 and a Vice-President from 1978 to 1980. He was
an active member of both the Institute of Statisticians and the Operational
Research Society. For many years he was Treasurer of the Statistical
Dinner Club, a rather venerable institution that he served with great
devotion. He contributed much to the Institute of Mathematics and its
Applications, giving several invited talks at conferences, being on the
editorial board of its Journal of Applied Mathematics, and serving on
Council from 1980 to 1985, first as an ordinary member and then as a
Vice-President. His part in the Mathematical Programming Society is
described by P. Wolfe (Dantzig & Tomlin 1987):
In 1964, he was the leading spirit in organizing an 'International Sym-
posium on Mathematical Programming' in London, the first such meeting
held outside the United States. Subsequently, finding a small surplus of
funds in their treasury, the organizers designated it the 'International Pro-
gramming Fund' and chose a small international committee to hold it. This
was the first step in the identification of Mathematical Programming as a
professional specialty, and eventually led to the formation of the Mathe-
matical Programming Society in 1972. The newly formed society recognized
Martin's achievements in many ways. The first election held by the Society
had to choose both its first Chairman and his successor. George Dantzig was
the first Chairman and Martin the second, serving from 1974 to 1976. Prior
to that, he was asked to join the board of senior editors of the Society's new
journal, Mathematical Programming,a small group which included two who
later became Nobel laureates. He served on the Council of the Society from
1982 to 1985 and otherwise on several of its committees. Whether he had an
official role or not, he was regularly consulted on all matters of policy, and
his advice was followed.
The academic excellence of his work was acknowledged by his election
to the Royal Society in 1979, and by the award of the Silver Medal of the
Operational Research Society in 1980. He was a member of Council of
the Royal Society in 1984-85.
Evelyn Martin Lansdowne Beale 33

PUBLISHED WORK

In his publications there are profound contributions to statistics,


several techniques that have become standard procedures in mathematical
programming calculations, descriptions of mathematical models for a
wide range of practical applications, and explanations of the efficient use
of optimization methods. Initially his writings just show remarkable skill
and ingeniousness in response to real needs and academic questions, but
Martin became more and more concerned that computer users generally
should benefit from advances in suitable optimization algorithms.
Therefore his later work includes many excellent expository conference
papers, in addition to valuable new work that he continued to publish
throughout his career.
Most researchers in mathematical programming propose new algo-
rithms and study their theoretical properties, which is a far cry from the
successful solution of real optimization problems, because in practice it is
usual to prefer methods that are readily available through easy-to-use
computer programs. Therefore the development of new methods, the
provision of general software for these methods, the use of the software
for particular calculations, and the construction of the mathematical
models that give the calculations are each highly important tasks. Martin
was expert at all of them, but this is a story to unfold gradually. We begin
with his first three papers and the research that stemmed from them,
which provide a trail through his work on the algorithm development
side.
His first paper, published in 1954, presents an independent discovery
of the dual form of the simplex algorithm for linear programming in the
following original way. One requires the least value of a linear function of
n non-negative variables subject to m < n linear equality constraints. All
but one of these constraints are used to eliminate (m- 1) of the variables,
leaving a problem in (n-m+1) variables with one equality constraint
that can be solved explicitly. If the values of the eliminated variables at
this solution are non-negative then the calculation is complete. Otherwise
one member of the set of eliminated variables is altered and a new iteration
is begun, the change being such that each iteration increases the value of
the objective function except in degenerate cases. Thus convergence is
usual but reference 1955b gives an early example of cycling in linear
programming calculations.
This work led to one of the first algorithms for quadratic programming
(1955a, 1959c), where the calculation of the previous paragraph is
generalized by allowing the objective function (F say) to be quadratic, but
the constraints are as before. A linear approximation to F allows any
linear programming method to provide a fruitful direction of search in
the space of the variables, but now the best step along this direction may
be determined by the curvature of F instead of by a constraint boundary.
The key idea is to absorb this possibility into the linear programming
34 Biographical Memoirs

framework by defining the directional derivative along the search


direction to be a new variable, which gives one more variable and one
more linear equality constraint. Making the new variable zero provides
the optimal step that is determined by the curvature of F, and the new
variable can be dropped when it is no longer useful. Holding the new
variable at zero is equivalent to making future search directions conjugate
to the search direction that defined the new variable, so in fact Martin
proposed one of the earliest conjugate direction algorithms, but he does
not mention conjugacy explicitly until his survey paper (1967 a).
However, he observed in 1955 (1955 a) that the key idea is also suitable
for minimizing the sum of the largest t terms from a set of s linear
functions (where s and t are any positive integers with t < s), but it seems
that this suggestion has not been taken further.
The use of conjugate search directions is the only technique for mini-
mizing smooth unstructured functions of several variables that receives
much attention in his publications, and it is the subject of some substantial
work. Much time was given to CGAP (conjugate gradient method of
approximation programming), which minimizes a general differentiable
function subject to general constraints. CGAP is particularly efficient
when, for any fixed values of a few of the variables, the remaining
calculation is an LP (linear programming) problem. Changes to nonlinear
variables are derived from linear approximations to nonlinear terms, and
the constraints usually allow some of these variables to be 'independent',
which means that their values are free so other variables are adjusted to
satisfy the constraints. Conjugate search directions are used when the set
of nonlinear independent variables is unchanged and when no derivative
discontinuities arise from the LP problem that determines the linear
variables; otherwise the steepest feasible descent direction is preferred.
Many other details are important to efficiency (1974e, 1980b (written in
1976 with A. S. J. Batchelor)) so a later review (1978d) is recommended
for a clear summary of the main ideas. Here a close relation to the reduced
gradient method is explained (see also 1982b), and it is stated that
'Serious use of the current version of the system has been confined to a
sequence of oil production problems for the Kuwait Oil Company'. Later
Martin seems to have decided that more successful procedures had
become available for nonlinearly constrained calculations, because
CGAP is not mentioned in his 1985 survey of mathematical programming
systems (1985 a).
In reference 1972b he proposed the first conjugate gradient procedure
for unconstrained optimization that achieves quadratic termination from
a general initial search direction. The method, which is now employed in
several optimization algorithms, just adds to each conjugate search
direction the multiple of the initial search direction that gives orthogon-
ality to the initial change in gradient. It is useful for 'restarts' that
Evelyn Martin Lansdowne Beale 35

compensate for loss of hereditary conjugacy properties when the objective


function is not quadratic, and it can provide conjugacy in constrained
calculations when some earlier changes of variables have been restricted
by constraint boundaries (1978e, coauthor R. Benveniste). Further work
on conjugate gradients includes a device for achieving the least value of
a quadratic function without any exact line searches (1985d, coauthor
O. S. Brooker).
When solving nonlinear calculations Martin usually preferred to apply
the 'separable programming' technique. In its basic form it requires each
nonlinear function to depend on only one variable, and often this con-
dition can be achieved by a reformulation of the calculation or by the
introduction of some new variables. He found that the method is suitable
for a wide range of problems (see 1965b and 1968, for example), and he
increased its usefulness greatly by his work with J. A. Tomlin (1970g) on
'special ordered sets', which are as follows.
The separable programming technique makes a piecewise constant
or a piecewise linear approximation to each nonlinear function of one
variable. Thus each section of an approximation depends on one or two
values of the underlying nonlinear function. There is a non-negative
variable for every function value that is used. These variables are weights
that sum to one, and the piecewise constant or piecewise linear cases are
obtained by allowing only one or two adjacent variables to be non-zero.
The success of this approach in practice depends on how these com-
binatorial conditions on the variables are achieved. It is usual to employ a
'branch and bound' method: here one solves a sequence of calculations
where the constraints of each one are only linear equations and simple
bounds on the variables (that can force some of the variables to take
prescribed values). Usually a solution of a trial calculation does not satisfy
the combinatorial conditions, and then it may be replaced by two new
trial calculations whose constraints define disjoint regions that exclude
the solution that has just been found but that contain the required solu-
tion. Special ordered sets provide highly successful ways of making
these splits. Specifically, if only one of the m variables {v': i = 1,2, ..., m}
may be non-zero, but if vi and Vj are both non-zero in a trial solution
where i < j, then the '(S1) set' strategy requires v1 = v2 = ... = vk = 0 in
one of the new calculations and vk+1 = vk+2 = ... =vm = 0 in the other
one, where the integer k is chosen from the interval [i,j- 1]. Alternatively,
in the case of piecewise linear approximation where two adjacent variables
may be non-zero, if the trial solution is infeasible because i < j-1, then
the '(S2) set' strategy employs the alternatives v1 = v2 = ... = Vk_1 = 0,
or vk+l = vk+2 = ... = vm = 0, where now i+1 < k <j-1.
His view of the merit of this approach changed over the years. In
his book (1968), he writes: 'Separable programming is probably the
most useful nonlinear programming technique', and his first paper
36 Biographical Memoirs

on CGAP states 'Many problems can be formulated very naturally in


separable terms, and I have often extolled the virtues of separable pro-
gramming. It is therefore sad for me to have to admit that we have made
little use of separable programming recently.' His first two papers with
J. J. H. Forrest (1976a, 1978c), however, provided ideas and techniques
that helped to restore separable programming to first place among his
methods for nonlinear functions. They give careful consideration to the
choice of the integer k of the previous paragraph and find good ways of
selecting it. They propose an interpolation technique for adding more
function values automatically where it is advantageous to improve the
accuracy of a piecewise approximation. They introduce 'linked ordered
sets' to process products of the form uf(x) directly, where u is a variable
and where f(x) is a function of one variable that is treated by separable
programming (see also 1980d). Their later paper (1978c), which is much
easier to read than reference 1976a, gives several numerical examples to
show that separable programming is suitable for calculating global
solutions of non-convex optimization problems, because the approxi-
mations to nonlinear functions apply throughout their ranges. CGAP,
however, employs local approximations that are usually valid only for
small changes to the variables. This is the point that seems to have been
decisive in Martin's eventual preference for separable programming over
CGAP.
Of course the goal of this work was to improve the efficiency of actual
computer programs for solving real problems, so Martin became highly
expert on the practical details of techniques for integer programming,
especially the branch and bound method. In an early survey article (1965 a)
he writes 'So far, cutting plane methods for integer programming have
been easily the most successful', but he reported enthusiastically in 1974
(1974b) that 'The most dramatic improvements during the last 3 years in
the capability of general mathematical programming systems have been in
the field of integer programming' and that 'Branch and bound strategies
have been developed to the point where they can solve many problems
completely in a moderate time.' The splitting of one continuous problem
into two (branching) by the branch and bound method has been men-
tioned already, in order to satisfy combinatorial constraints, and the other
main ingredient (bounding) is the maintenance of a bound on the final
value of the objective function that allows one to rule out most of
the continuous trial problems from further consideration before many
branches have been made. Ideally one would not explore branches if
some further work on another part of the tree would show that they
cannot yield the required solution. Therefore the development of suitable
practical strategies for selecting the continuous problem to solve next is
crucial to efficiency. His early strategies (1965c) were unexciting, but
highly successful techniques for branching and bounding are described in
papers written between 1974 and 1985 (1974b, 1977a, 1979b, 1985b).
Evelyn Martin Lansdowne Beale 37

The work on special ordered sets, for example, shows that much effort
is needed to include in a mathematical programming system the ability to
gain efficiency from the structure of an optimization calculation. There-
fore, because most problems are now solved by general systems, it is
usual to ignore structure unless there are already features in a system that
can take advantage of it. However, in the days when new programs were
written for new calculations and when computers were much slower,
more attention was given to special structures. In particular Martin
studied the 'purchase-storage problem' with G. Morton (1958): here one
can buy commodities at a seasonal price, there is a known market for them
in a sequence of time periods, and they can be stored for later selling but
there are capacity constraints on the warehouses. It is shown that the
optimal profit up to the end of a time period can be calculated easily from
the optimal strategy up to the end of the previous time period, and that
some parametric programming can be included too, parametric pro-
gramming being the study of the effect on the solution of changes to
the coefficients of the calculation. In reference 1959a he extends the
'transportation problem' to the case when each variable in the objective
function is replaced by a convex function of the variable, but the
proposed algorithm seems not to have been very successful. In reference
1963 a he addresses the important case when a few variables of a linear
programming calculation occur in many constraints, but otherwise the
problem can be partitioned into several small disjoint problems; it
describes a primal algorithm that takes advantage of this structure.
Another variation of the transportation problem is considered (1963 b):
here there are so many sources and destinations that it is impracticable
to store every source-destination distance, so instead one works with
distances between relatively few key towns and from sources and
destinations to their neighbouring key towns. He notes (1980e) that the
special ordered set technique can be applied to a zero-one variables
problem whose objective function is the ratio of two linear terms
(fractional programming). After 1963, however, most of his work on
structured calculations became more general, and it provided valuable
contributions to the following mathematical programming systems.
Reference 1965c (coauthor R. E. Small) describes the method for
integer programming that is incorporated in the C.E.I.R. LP/90/94
system. This system also solves 'decomposable' linear programming
problems efficiently (1965d, coauthors P. A. B. Hughes & R. E. Small),
where 'decomposable' means that, except for a few constraints that are
treated specially, the problem can be separated into several small
independent subproblems, so the situation is similar to the one that was
studied in 1963 (1963a). Several other features of LP/90/94 are
mentioned (1968). Then the UMPIRE system was developed at Scicon
(1970c); this work included an independent discovery of the use of
product forms and triangular decompositions of sparse basis matrices in
38 Biographical Memoirs

linear programming (1971). Other techniques in UMPIRE for taking


advantage of sparsity are special ordered sets for separable programming
(1970g, 1976 a), and GUB (generalized upper bound) sets, a GUB being
a bound on the sum of some of the variables subject to the condition that
a variable may not be present in more than one GUB (see 1970c and
1975b, for example). UMPIRE was followed by the SCICONIC system,
which is the main subject of reference 1978 a. It solves linear, separable,
integer and parametric programming problems. A key feature of
SCICONIC is the attention that is given to the interface between the
system and the user: about 15000 lines of computer code are used to
control input and output, to check some of the input, and to convert the
input to a form that is suitable for the main calculation. Martin
emphasized the importance of such interfaces (1970b, 1978a), because
they are crucial to the work that is needed to apply a computer system to
a new optimization calculation. Also he held strong views on the choice
of notation for elements of matrices, and he made some specific
suggestions (1974c, 1978a, 1980c) to help the formulation of complex
mathematical programming problems.
Many of the invited papers that he presented at conferences describe
the main techniques of these systems, and he believed that wide publicity
for useful developments in mathematical programming is far more
important than commercial exploitation. These talks have helped many
optimization calculations generally to be solved by suitable methods. The
most useful algorithms that were available 20 years ago are described
clearly in his book (1968), and a sequel to it will be published soon by
Wiley. He seldom included original work when he addressed a general
audience, to concentrate on features that he knew from experience to be
highly valuable, but at many meetings he also offered a submitted paper
on new research. Thus his survey articles are rather repetitive: in
particular there are many descriptions of special ordered sets for separable
programming (1974b, 1976b, 1977a, 1978d, 1979b, 1980d, 1985b), and
of the advantages of factored forms for the basis matrices of linear
programming (1969c, 1971, 1974b, 1975b, 1976b). He always spoke
enthusiastically about the techniques he believed to be best, and this
point of view caused him to make the following delightfully immodest
comment about his quadratic programming algorithm (1967 a): 'I am not
going to make any pretence of being impartial between these methods. I
will content myself with explaining how my own method works and why
I think it has great advantages over all other methods.'
His publications include a wide range of examples of applications of
optimization methods to investigate real problems. In many cases the
Scicon computer systems were used for the actual numerical calculations,
but mainly these papers consider the construction of suitable mathe-
matical models. In 1961 he considered the accuracy of direction finders
(1961a, b) the problem being to estimate the variance that occurs in
Evelyn Martin Lansdowne Beale 39

measurements of bearings to targets. Reference 1965b (coauthors P. J.


Coen & A. D. J. Flowerdew) studies the cheapest mix of raw materials
that is sufficient to produce prescribed quantities of iron from four blast
furnaces and a sinter plant. In reference 1966b (coauthors P. A. B.
Hughes & S. R. Broadbent) the prediction of television audiences and
newspaper readership from past ratings is considered to help advertisers.
Reference 1970 a describes the development of a computer package for a
Farm Advisory Service that is designed to give some assistance to farmers
on such things as crop rotation and the scheduling of labour. A
combinatorial problem with several zero-one variables is considered
briefly (1972 a, coauthor J. A. Tomlin), and in 1974 there appeared a long
discussion of the formulation of a military transportation problem
(1974c, coauthors G. C. Beare & P. Bryan-Tatham). A model for
investigating the consequences of different uses of limited resources in
the national health service is described in reference 1974a (coauthors
A. G. McDonald & G. C. Cuddeford), and it is mentioned again in
reference 1975a. This paper, however, gives more attention to the
cheapest way of expanding a pipeline network to provide greater flow
capacities between prescribed nodes, which is an integer programming
problem because the number of different available diameters of new pipes
is small. The success of the health care model (1974 a, 1975 a) is discussed
(1977b, coauthor J. Sullivan), and it is noted that a major deficiency is
that there is hardly any variety in the treatment of patients who are as-
signed to a single class. The optimal relocation of government depart-
ments is the subject of reference 1978 b (coauthors P. S. Ayles, R. C. Blues
& S. J. Wild): after the departments are grouped by using 'Communica-
tions Cluster Analysis', there is a linear (or integer) programming
problem to solve, except for product terms. Ways of treating these terms,
including special ordered sets, are compared. He addresses the plan-
ning of a network of pipes to bring natural gas ashore from wells, where
the system may include compressors (at a price) to boost flows (1979c,
1983). Oil field exploration is considered (1986a) from a stochastic point
of view: several statistical questions are discussed, for example the pre-
diction of the undiscovered resources in an area by extrapolating from the
number of successes and failures of drillings that have already been made.
The advantages of constructing and optimizing such models is a main
theme of the 1980 Blackett Memorial Lecture (1980f). Here Martin
distinguishes between routine calculations where the usefulness of
numerical results has been established, and initial speculative attempts at
modelling. He emphasizes that often in the latter case the main benefits
of an optimization calculation are that its formulation concentrates the
mind on the principal features of the field of study, and that unacceptable
numerical results may yield improvements to the model. Because this
point of view is tenable only if the optimization itself does not require
much effort, a major purpose of this paper (and of 1969a, 1984b and
40 Biographical Memoirs

1985 a) is to explain to operational researchers that the development of


mathematical programming systems has made the optimization of the
parameters of a wide range of models easy and reliable. Another
interesting and general paper on modelling is reference 1980c: it gives
particular attention to avoiding pitfalls that can cause severe loss of
efficiency in subsequent optimization calculations. On the theoretical side
of operational research he contributed a short proof that, in multi-
objective assignment problems, efficient solutions cannot be dominated
by linear combinations of efficient solutions (1984a).
His expert knowledge of both mathematical programming and statistics
has provided some papers that do more than applying optimization tech-
niques to statistical problems. In particular references 1962 (coauthor
G. P. M. Heselden) and 1966a address Blotto games, where 'The
Colonel Blotto game is a military deployment problem found in Caliban's
Weekend Problems Book'. An example that he gives is the siting of
missiles to defend targets against bomber attacks, when the total number
of missiles is fixed and is fewer than necessary to defend all the targets
adequately. Such games are combinatorial problems that can be so large
that one aims only for an approximate solution. He recommends allowing
the deployments to be probability distributions to achieve convexity, for
this makes the calculation much easier. The main idea is illustrated by the
remark that the average of 3 missiles and 5 missiles is not 4 missiles but
3 missiles half the time and 5 missiles half the time. The optimal solution
of the new problem usually suggests a near optimal solution of the
original calculation. Cluster analysis is the subject of reference 1969b. An
algorithm for assigning points to clusters is proposed that reduces the
number of clusters iteratively, and that exchanges points between clusters
on each iteration until a local minimum is found. There is a discussion of
statistical tests for choosing the number of clusters. Statistics is also
merged with optimization in a paper on stochastic programming (1980 a,
coauthors J. J. H. Forrest and C. J. Taylor). Here commodities are
manufactured, stored and sold in a sequence of time periods, the only
deviation from linear programming being a random element in the
demand for current and future purchases that depends on previous sales
(which are known). Some choices of suitable distributions for the
randomness are considered, and they yield nonlinear functions that are
treated by special ordered sets; consequences of these choices are
illustrated by small numerical calculations. This difficult work is extended
(1986b, coauthors G. B. Dantzig and R. D. Watson) to cases where some
of the coefficients of the 'linear programming problem' (for example the
cost of manufacturing one unit of some of the commodities in the current
time period) are also stochastic.
Integer programming is combined with statistics in an efficient algo-
rithm for discarding variables in linear regression (1967b, coauthors
M. G. Kendall & D. W. Mann). Here a random variable is to be
Evelyn Martin Lansdowne Beale 41

estimated as well as possible by a linear combination of not more than r


out of p random variables, where p and r are given with r < p. This
calculation would be ordinary linear regression if the set of non-zero
coefficients were known, but it has to be chosen automatically to
minimize the residual sum of squares. The algorithm solves a sequence
of linear regression problems with various numbers of parameters,
because it takes advantage of the fact that it is easy to update the solution
when there is an addition to or a deletion from the set of coefficients that
are allowed to be non-zero (see also 1970d and 1974f). These additions
and deletions are controlled by a branch and bound strategy: for example
a coefficient must be non-zero finally if, without it, the residual sum of
squares is always larger than a value that has already been calculated by
using at most r non-zero coefficients. Details of a general form of this
integer programming procedure are given in reference 1970e. In two
papers (1970f, 1982 a) he compares the algorithm in reference 1967 b with
some other methods for the discarding of variables problem. Moreover,
it is shown (1974d, coauthor P. C. Hutchinson) that it is futile to increase
r if, at the solution, there are fewer than r non-zero coefficients.
His other contributions to statistics are mainly academic. In 1959
(1959b, coauthor C. L. Mallows) a necessary condition was found for
the existence of an independent random variable Z such that X = Y+ Z,
where X and Y are given random variables. Reference 1960 is a tour-de-
force on confidence regions in nonlinear regression. Assuming that errors
of observations are normal and unbiased it considers whether level sets of
the maximum likelihood function are suitable estimates of confidence
regions. Letting x be a given observation of an unknown random vector
that could have the true value y, the key question is whether the
probability of observing y when x is true is a good approximation to the
probability of observing x when y is true. The answer depends on
departures from linearity that cannot be corrected by reparameterization,
and some ways of estimating the magnitude of this effect are suggested.
Some approaches to the missing values problem of linear regression are
studied in reference 1975c (coauthor R. J. A. Little): crudely speaking
this is a least squares calculation with some unknown matrix elements.
From the statistical point of view, however, these elements are
observations of correlated random variables, so one can find the most
likely values of coefficients even if there are no complete rows of data. It
is pointed out that some algorithms for this calculation give biased
estimates, and there are some illuminating numerical results. In reference
1979 a (coauthor R. G. Seeley) it is shown that algorithms for linear least
squares calculations can be used to solve a problem that has serial
correlation in the errors of successive observations. The 1984 Kendall
Memorial Lecture (1985c) begins with a view of Sir Maurice's five
careers and reminisces a little on reference 1967b. The main subject is
control variables and Martingales. It is explained that when analysing
42 Biographical Memoirs

some stochastic models it can be very helpful to make comparisons with


simpler models. The idea is to express an outcome of the original model
as the sum of an outcome of a simpler model, and of the difference
between the two outcomes, the intention being that the first term is
relatively easy to analyse and the second term has a much smaller variance
than the outcome of the original model. Two examples of this technique
are given: one demonstrates a way of avoiding bias and the other one is
a queueing problem. As usual Martin concentrates on results that are
valuable to practical calculations.
In reference 1963 a he wrote 'For the benefit of those who, like the
present author, prefer numbers to formulas, I now present a miniature
scale numerical example.' This inclination towards actual calculations,
and this intention to communicate his work in simple terms are typical of
his illustrious career. No one else has done so much to advance the
successful use of mathematical programming algorithms, and his
publications are a fine memorial of his achievements.

ACKNOWLEDGEMENTS

I am particularly grateful for information from Mrs E. S. L. Beale


(Martin's mother), Mrs E. M. L. Beale (Martin's wife) and S. Vajda, and
for permission to quote from articles by K. Bowen, G. B. Dantzig, A. S.
Douglas and J. A. Tomlin. Further, I wish to thank not only the other
contributors to this memoir but also the larger number of people who
kindly offered material that has not been included.

The photograph reproduced was taken in 1979 by Godfrey Argent.

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D. A. H. Jacobs), pp. 363-376. London: Academic Press.
b (With P. S. AYLES,R. C. BLUES& S. J. WILD) Mathematical models for the location of
government. Math. Prog. Stud. 9, 59-74.
c (With J. J. H. FORREST) Global optimization as an extension of integer programming. In
Towards global optimization, II (ed. L. C. W. Dixon & G. P. Szego), pp. 131-149.
Amsterdam: North Holland.
d Nonlinear programming using a general mathematical programming system. In Design and
implementationof optimization software (ed. H. J. Greenberg), pp. 259-279. Alphen aan den
Rijn: Sijthoff & Noordhoff.
e (With R. BENVENISTE) Quadratic programming. In Design and implementationof optimization
software (ed. H. J. Greenberg), pp. 249-258. Alphen aan den Rijn: Sijthoff & Noordhoff.
1979 a (With R. G. SEELEY)First order auto-regressive regression analysis. In Forecasting (ed. 0. D.
Anderson), pp. 167-175. Amsterdam: North Holland.
b Branch and bound methods for mathematical programming systems. In Discrete optimization,
II (ed. P. L. Hammer, E. L. Johnson & B. H. Korte). Amsterdam: North Holland. (Ann.
Discrete Math. 5, 201-219.)
c The optimisation of gas gathering pipeline networks. I.M.A. Bull. 15, 126-128.
1980a (With J. J. H. FORREST & C. J. TAYLOR)Multi-time-period stochastic programming. In
Stochastic programming (ed. M. A. H. Dempster), pp. 387-402. London: Academic
Press.
b (With A. S. J. BATCHELOR) A revised method of conjugate gradient approximation pro-
gramming. In Survey of mathematical programming (ed. A. Prekopa), pp. 329-346.
Budapest: Akademie Kiado.
c Pitfalls in optimization methods. In Pitfalls of analysis (ed. G. Majone & E. S. Quade), pp.
70-88. Chichester: John Wiley.
d Branch and bound methods for numerical optimization of non-convex functions. In
COMPSTAT 1980 (Proc. Fourth Symp. Comp. Stat.) (ed. M. M. Barritt & D. Wishart),
pp. 11-20. Vienna: Physica Verlag.
e Fractional programming with zero-one variables. In Extremal methods and systems analysis,
lecturenotes in economicsand mathematicalsystems, 174 (ed. A. V. Fiacco & K. 0. Kortanek),
pp. 430-432. Berlin: Springer-Verlag.
f The Blackett Memorial Lecture 1980. Operational research and computers: a personal view.
J. oper. Res. Soc. 31, 761-767.
1982 a Elimination of variables. In Encyclopediaof statistical sciences,vol. 2, pp. 482-485. New York:
John Wiley.
Evelyn Martin Lansdowne Beale 45

1982b Algorithms for very large nonlinear optimization problems. In Nonlinear optimization 1981
(ed. M. J. D. Powell), pp. 281-292. London: Academic Press.
1983 A mathematical programming model for the long-term development of an off-shore gas field.
Discrete Appl. Math. 5, 1-9.
1984 a Note on 'A special multi-objective assignment problem' by D. J. White. J. oper. Res. Soc. 35,
769-770.
b Mathematical programming. In Developments in operational research (ed. R. W. Eglese &
G. K. Rand), pp. 1-10. Oxford: Pergamon Press.
1985a The evolution of mathematical programming systems. J. oper. Res. Soc. 36, 357--366.
b Integer programming. In Computational mathematical programming (ed. K. Schittkowski),
pp. 1-24. Berlin: Springer-Verlag.
c The Kendall Memorial Lecture. Regression: a bridge between analysis and simultation.
Statistician 34, 141-154.
d (With O. S. BROOKER) The use of hypothetical points in numerical optimization. Math. Prog.
Stud. 25, 28-45.
1986a Optimization methods in oil and gas exploration. I.M.A. J. appl. Math. 36, 1-10.
b (With G. B. DANTZIG & R. D. WATSON) A first order approach to a class of multi-time period
stochastic programming problems. Math. Prog. Stud. 27, 103-117.

REFERENCES TO OTHER AUTHORS


Bowen, K. 1986 Professor E. M. L. Beale-a personal tribute. O.R. Newsletter (February), pp. 8-9.
Dantzig, G. B. & Tomlin, J. A. 1987 (ed.) E. M. L. Beale, FRS; friend and colleague. Math. Prog.
38. 117-131.
Douglas, A. S. 1986 Obituary. Professor Evelyn Martin Lansdowne Beale, FRS, FIMA. I.M.A.
Bull. 22, 120-122.
Obituary: Evelyn Stewart Lansdowne Beale. The Times, 26 January 1972.

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