R. Tyrrell Rockafellar

According to our database1, R. Tyrrell Rockafellar authored at least 51 papers between 1970 and 2020.

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2020
Minimizing buffered probability of exceedance by progressive hedging.
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
Superquantile/CVaR risk measures: second-order theory.
Ann. Oper. Res., 2018

2017
Stochastic variational inequalities: single-stage to multistage.
Math. Program., 2017

2015
Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity.
SIAM J. Optim., 2015

Full Stability in Finite-Dimensional Optimization.
Math. Oper. Res., 2015

2014
Random variables, monotone relations, and convex analysis.
Math. Program., 2014

Convex analysis and financial equilibrium.
Math. Program., 2014

Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk.
Eur. J. Oper. Res., 2014

Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing.
Comput. Manag. Sci., 2014

2013
Characterizations of Full Stability in Constrained Optimization.
SIAM J. Optim., 2013

An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities.
SIAM J. Control. Optim., 2013

Convergence of inexact Newton methods for generalized equations.
Math. Program., 2013

2012
Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization.
SIAM J. Optim., 2012

2010
On buffered failure probability in design and optimization of structures.
Reliab. Eng. Syst. Saf., 2010

Newton's method for generalized equations: a sequential implicit function theorem.
Math. Program., 2010

2009
Robinson's implicit function theorem and its extensions.
Math. Program., 2009

2008
Risk Tuning with Generalized Linear Regression.
Math. Oper. Res., 2008

2007
Variational Inequalities and Economic Equilibrium.
Math. Oper. Res., 2007

2006
Optimality conditions in portfolio analysis with general deviation measures.
Math. Program., 2006

Generalized deviations in risk analysis.
Finance Stochastics, 2006

2004
Hamilton-Jacobi 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

A Property of Piecewise Smooth Functions.
Comput. Optim. Appl., 2003

2002
A Mathematical Model and Descent Algorithm for Bilevel Traffic Management.
Transp. Sci., 2002

2001
Ample Parameterization of Variational Inclusions.
SIAM J. Optim., 2001

2000
Stability of Locally Optimal Solutions.
SIAM J. Optim., 2000

Convexity in Hamilton-Jacobi Theory II: Envelope Representations.
SIAM J. Control. Optim., 2000

Convexity in Hamilton-Jacobi Theory I: Dynamics and Duality.
SIAM J. Control. Optim., 2000

1999
Duality and optimality in multistagestochastic programming.
Ann. Oper. Res., 1999

1998
Tilt Stability of a Local Minimum.
SIAM J. Optim., 1998

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

1997
Convergence Rates in Forward-Backward Splitting.
SIAM J. Optim., 1997

1996
Generalized Hessian Properties of Regularized Nonsmooth Functions.
SIAM J. Optim., 1996

Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets.
SIAM J. Optim., 1996

1993
Lagrange Multipliers and Optimality.
SIAM Rev., 1993

Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming.
SIAM J. Optim., 1993

Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming.
Math. Oper. Res., 1993

1992
Sensitivity analysis for nonsmooth generalized equations.
Math. Program., 1992

1991
Scenarios and Policy Aggregation in Optimization Under Uncertainty.
Math. Oper. Res., 1991

1990
Computational Schemes for Large-Scale Problems in Extended Linear-Quadratic Programming.
Math. Program., 1990

1989
Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives.
Math. Oper. Res., 1989

1983
Marginal values and second-order necessary conditions for optimality.
Math. Program., 1983

1982
Generalized Subgradients in Mathematical Programming.
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
The Generic Nature of Optimality Conditions in Nonlinear Programming.
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

Penalty Methods and Augmented Lagrangians in Nonlinear Programming.
Proceedings of the 5th Conference on Optimization Techniques, 1973

1970
Convex Analysis
Princeton Landmarks in Mathematics and Physics, Princeton University Press, ISBN: 978-1-4008-7317-3, 1970


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