R. Tyrrell Rockafellar
According to our database^{1},
R. Tyrrell Rockafellar
authored at least 51 papers
between 1970 and 2020.
Collaborative distances:
Collaborative distances:
Timeline
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Homepages:

at zbmath.org

at orcid.org

at id.loc.gov

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Bibliography
2020
Math. Program., 2020
Solving Lagrangian variational inequalities with applications to stochastic programming.
Math. Program., 2020
2019
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging.
Math. Program., 2019
2018
Ann. Oper. Res., 2018
2017
Math. Program., 2017
2015
Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity.
SIAM J. Optim., 2015
Math. Oper. Res., 2015
2014
Math. Program., 2014
Math. Program., 2014
Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional valueatrisk.
Eur. J. Oper. Res., 2014
Calibrating probability distributions with convexconcaveconvex functions: application to CDO pricing.
Comput. Manag. Sci., 2014
2013
SIAM J. Optim., 2013
An EulerNewton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities.
SIAM J. Control. Optim., 2013
Math. Program., 2013
2012
SecondOrder Subdifferential Calculus with Applications to Tilt Stability in Optimization.
SIAM J. Optim., 2012
2010
Reliab. Eng. Syst. Saf., 2010
Newton's method for generalized equations: a sequential implicit function theorem.
Math. Program., 2010
2009
Math. Program., 2009
2008
Math. Oper. Res., 2008
2007
Math. Oper. Res., 2007
2006
Math. Program., 2006
Finance Stochastics, 2006
2004
HamiltonJacobi Theory and Parametric Analysis in Fully Convex Problems of Optimal Control.
J. Glob. Optim., 2004
2003
Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria.
Transp. Sci., 2003
Comput. Optim. Appl., 2003
2002
Transp. Sci., 2002
2001
SIAM J. Optim., 2001
2000
SIAM J. Optim., 2000
SIAM J. Control. Optim., 2000
SIAM J. Control. Optim., 2000
1999
Ann. Oper. Res., 1999
1998
SIAM J. Optim., 1998
Grundlehren der mathematischen Wissenschaften 317, Springer, ISBN: 9783642024313, 1998
1997
SIAM J. Optim., 1997
1996
SIAM J. Optim., 1996
Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets.
SIAM J. Optim., 1996
1993
SIAM Rev., 1993
PrimalDual Projected Gradient Algorithms for Extended LinearQuadratic Programming.
SIAM J. Optim., 1993
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming.
Math. Oper. Res., 1993
1992
Math. Program., 1992
1991
Math. Oper. Res., 1991
1990
Computational Schemes for LargeScale Problems in Extended LinearQuadratic Programming.
Math. Program., 1990
1989
SecondOrder Optimality Conditions in Nonlinear Programming Obtained by Way of EpiDerivatives.
Math. Oper. Res., 1989
1983
Math. Program., 1983
1982
Proceedings of the Mathematical Programming The State of the Art, 1982
1981
Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization.
Math. Oper. Res., 1981
1979
Math. Oper. Res., 1979
1976
Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming.
Math. Oper. Res., 1976
1973
A dual approach to solving nonlinear programming problems by unconstrained optimization.
Math. Program., 1973
Proceedings of the 5th Conference on Optimization Techniques, 1973
1970
Convex Analysis
Princeton Landmarks in Mathematics and Physics, Princeton University Press, ISBN: 9781400873173, 1970