[Image: Edna St. Vincent Millay]
Edna St. Vincent Millay
(1892-1950)
CORRECT
This quotation is from A Few Figs from Thistles: First Fig (1920) by Edna St. Vincent Millay.

My candle burns at both ends;
  It will not last the night;
But ah, my foes, and oh my friends --
  It gives a lovely light!