R. Tyrrell Rockafellar

Comput. Optim. Appl., January, 2024

2023

Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm.

[BibT_eX]

[DOI]

Comput. Optim. Appl., December, 2023

Preface to Asen L. Dontchev Memorial Special Issue.

[BibT_eX]

[DOI]

William W. Hager

Vladimir M. Veliov

Comput. Optim. Appl., December, 2023

Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming.

[BibT_eX]

[DOI]

Math. Program., May, 2023

Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality.

[BibT_eX]

[DOI]

Math. Program., March, 2023

2021

Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator.

[BibT_eX]

[DOI]

Samir Adly

Math. Program., 2021

2020

Minimizing buffered probability of exceedance by progressive hedging.

[BibT_eX]

[DOI]

Math. Program., 2020

Solving Lagrangian variational inequalities with applications to stochastic programming.

[BibT_eX]

[DOI]

Jie Sun

Math. Program., 2020

2019

Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging.

[BibT_eX]

[DOI]

Jie Sun

Math. Program., 2019

2018

Superquantile/CVaR risk measures: second-order theory.

[BibT_eX]

[DOI]

Ann. Oper. Res., 2018

2017

Stochastic variational inequalities: single-stage to multistage.

[BibT_eX]

[DOI]

Math. Program., 2017

2015

Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity.

[BibT_eX]

[DOI]

SIAM J. Optim., 2015

Full Stability in Finite-Dimensional Optimization.

[BibT_eX]

[DOI]

Boris S. Mordukhovich

Tran T. A. Nghia

Math. Oper. Res., 2015

2014

Random variables, monotone relations, and convex analysis.

[BibT_eX]

[DOI]

Math. Program., 2014

Convex analysis and financial equilibrium.

[BibT_eX]

[DOI]

Alejandro Jofré

Math. Program., 2014

Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk.

[BibT_eX]

[DOI]

S. I. Miranda

Eur. J. Oper. Res., 2014

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing.

[BibT_eX]

[DOI]

Alexander Veremyev

Peter Tsyurmasto

Comput. Manag. Sci., 2014

2013

Characterizations of Full Stability in Constrained Optimization.

[BibT_eX]

[DOI]

Boris S. Mordukhovich

M. Ebrahim Sarabi

SIAM J. Optim., 2013

An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities.

[BibT_eX]

[DOI]

Mikhail Krastanov

Vladimir M. Veliov

SIAM J. Control. Optim., 2013

Convergence of inexact Newton methods for generalized equations.

[BibT_eX]

[DOI]

Math. Program., 2013

2012

Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization.

[BibT_eX]

[DOI]

Boris S. Mordukhovich

SIAM J. Optim., 2012

2010

On buffered failure probability in design and optimization of structures.

[BibT_eX]

[DOI]

Reliab. Eng. Syst. Saf., 2010

Newton's method for generalized equations: a sequential implicit function theorem.

[BibT_eX]

[DOI]

Math. Program., 2010

2009

Robinson's implicit function theorem and its extensions.

[BibT_eX]

[DOI]

Math. Program., 2009

2008

Risk Tuning with Generalized Linear Regression.

[BibT_eX]

[DOI]

Michael Zabarankin

Math. Oper. Res., 2008

2007

Variational Inequalities and Economic Equilibrium.

[BibT_eX]

[DOI]

Alejandro Jofré

Math. Oper. Res., 2007

2006

Optimality conditions in portfolio analysis with general deviation measures.

[BibT_eX]

[DOI]

Michael Zabarankin

Math. Program., 2006

Generalized deviations in risk analysis.

[BibT_eX]

[DOI]

Michael Zabarankin

Finance Stochastics, 2006

2004

Hamilton-Jacobi Theory and Parametric Analysis in Fully Convex Problems of Optimal Control.

[BibT_eX]

[DOI]

J. Glob. Optim., 2004

2003

Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria.

[BibT_eX]

[DOI]

Michael Patriksson

Transp. Sci., 2003

A Property of Piecewise Smooth Functions.

[BibT_eX]

[DOI]

Comput. Optim. Appl., 2003

2002

A Mathematical Model and Descent Algorithm for Bilevel Traffic Management.

[BibT_eX]

[DOI]

Michael Patriksson

Transp. Sci., 2002

2001

Ample Parameterization of Variational Inclusions.

[BibT_eX]

[DOI]

SIAM J. Optim., 2001

Envelope representations in Hamilton-Jacobi theory for fully convex problems of control.

[BibT_eX]

[DOI]

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

Duality and dynamics in Hamilton-Jacobi theory for fully convex problems of control.

[BibT_eX]

[DOI]

Proceedings of the 40th IEEE Conference on Decision and Control, 2001

2000

Stability of Locally Optimal Solutions.

[BibT_eX]

[DOI]

Adam B. Levy

R. A. Poliquin

SIAM J. Optim., 2000

Convexity in Hamilton-Jacobi Theory II: Envelope Representations.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2000

Convexity in Hamilton-Jacobi Theory I: Dynamics and Duality.

[BibT_eX]

[DOI]

SIAM J. Control. Optim., 2000

1999

Duality and optimality in multistagestochastic programming.

[BibT_eX]

[DOI]

Ann. Oper. Res., 1999

1998

Tilt Stability of a Local Minimum.

[BibT_eX]

[DOI]

R. A. Poliquin

SIAM J. Optim., 1998

Variational Analysis

[BibT_eX]

[DOI]

Grundlehren der mathematischen Wissenschaften 317, Springer, ISBN: 978-3-642-02431-3, 1998

1997

Convergence Rates in Forward-Backward Splitting.

[BibT_eX]

[DOI]

George H.-G. Chen

SIAM J. Optim., 1997

1996

Generalized Hessian Properties of Regularized Nonsmooth Functions.

[BibT_eX]

[DOI]

R. A. Poliquin

SIAM J. Optim., 1996

Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets.

[BibT_eX]

[DOI]

SIAM J. Optim., 1996

1993

Lagrange Multipliers and Optimality.

[BibT_eX]

[DOI]

SIAM Rev., 1993

Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming.

[BibT_eX]

[DOI]

Ciyou Zhu

SIAM J. Optim., 1993

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming.

[BibT_eX]

[DOI]

Alan J. King

Math. Oper. Res., 1993

1992

Sensitivity analysis for nonsmooth generalized equations.

[BibT_eX]

[DOI]

Alan J. King

Math. Program., 1992

1991

Scenarios and Policy Aggregation in Optimization Under Uncertainty.

[BibT_eX]

[DOI]

Math. Oper. Res., 1991

1990

Computational Schemes for Large-Scale Problems in Extended Linear-Quadratic Programming.

[BibT_eX]

[DOI]

Math. Program., 1990

1989

Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives.

[BibT_eX]

[DOI]

Math. Oper. Res., 1989

1983

Marginal values and second-order necessary conditions for optimality.

[BibT_eX]

[DOI]

Math. Program., 1983

1982

Generalized Subgradients in Mathematical Programming.

[BibT_eX]

[DOI]

Proceedings of the Mathematical Programming The State of the Art, 1982

1981

Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization.

[BibT_eX]

[DOI]

Math. Oper. Res., 1981

1979

The Generic Nature of Optimality Conditions in Nonlinear Programming.

[BibT_eX]

[DOI]

Jonathan E. Spingarn

Math. Oper. Res., 1979

1976

Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming.

[BibT_eX]

[DOI]

Math. Oper. Res., 1976

1973

A dual approach to solving nonlinear programming problems by unconstrained optimization.

[BibT_eX]

[DOI]

Math. Program., 1973

Penalty Methods and Augmented Lagrangians in Nonlinear Programming.

[BibT_eX]

[DOI]

Proceedings of the 5th Conference on Optimization Techniques, 1973

1970

Convex Analysis

[BibT_eX]