R. Tyrrell Rockafellar

Publication Activity (10 Years)

Years Active: 1973-2024
Publications (10 Years): 12

Top Topics

Convex Functions

Nonlinear Programming

Variational Inequalities

Top Venues

Comput. Optim. Appl.

Comput. Manag. Sci.

Publications

R. Tyrrell Rockafellar
Distributional robustness, stochastic divergences, and the quadrangle of risk. Comput. Manag. Sci. 21 (1) (2024)
R. Tyrrell Rockafellar
Generalizations of the proximal method of multipliers in convex optimization. Comput. Optim. Appl. 87 (1) (2024)
R. Tyrrell Rockafellar
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming. Math. Program. 199 (1) (2023)
R. Tyrrell Rockafellar
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality. Math. Program. 198 (1) (2023)
William W. Hager, R. Tyrrell Rockafellar, Vladimir M. Veliov
Preface to Asen L. Dontchev Memorial Special Issue. Comput. Optim. Appl. 86 (3) (2023)
R. Tyrrell Rockafellar
Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm. Comput. Optim. Appl. 86 (3) (2023)
Samir Adly, R. Tyrrell Rockafellar
Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator. Math. Program. 189 (1) (2021)
R. Tyrrell Rockafellar, Stan Uryasev
Minimizing buffered probability of exceedance by progressive hedging. Math. Program. 181 (2) (2020)
R. Tyrrell Rockafellar, Jie Sun
Solving Lagrangian variational inequalities with applications to stochastic programming. Math. Program. 181 (2) (2020)
R. Tyrrell Rockafellar, Jie Sun
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. Math. Program. 174 (1-2) (2019)
R. Tyrrell Rockafellar, Johannes O. Royset
Superquantile/CVaR risk measures: second-order theory. Ann. Oper. Res. 262 (1) (2018)
R. Tyrrell Rockafellar, Roger J.-B. Wets
Stochastic variational inequalities: single-stage to multistage. Math. Program. 165 (1) (2017)
R. Tyrrell Rockafellar, Johannes O. Royset
Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity. SIAM J. Optim. 25 (2) (2015)
Alexander Veremyev, Peter Tsyurmasto, Stan Uryasev, R. Tyrrell Rockafellar
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing. Comput. Manag. Sci. 11 (4) (2014)
R. Tyrrell Rockafellar, Johannes O. Royset
Random variables, monotone relations, and convex analysis. Math. Program. 148 (1-2) (2014)
Alejandro Jofré, R. Tyrrell Rockafellar, Roger J.-B. Wets
Convex analysis and financial equilibrium. Math. Program. 148 (1-2) (2014)
Asen L. Dontchev, Mikhail Krastanov, R. Tyrrell Rockafellar, Vladimir M. Veliov
An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities. SIAM J. Control. Optim. 51 (3) (2013)
Asen L. Dontchev, R. Tyrrell Rockafellar
Convergence of inexact Newton methods for generalized equations. Math. Program. 139 (1-2) (2013)
Boris S. Mordukhovich, R. Tyrrell Rockafellar
Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization. SIAM J. Optim. 22 (3) (2012)
Asen L. Dontchev, R. Tyrrell Rockafellar
Newton's method for generalized equations: a sequential implicit function theorem. Math. Program. 123 (1) (2010)
R. Tyrrell Rockafellar, Johannes O. Royset
On buffered failure probability in design and optimization of structures. Reliab. Eng. Syst. Saf. 95 (5) (2010)
Asen L. Dontchev, R. Tyrrell Rockafellar
Robinson's implicit function theorem and its extensions. Math. Program. 117 (1-2) (2009)
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
Risk Tuning with Generalized Linear Regression. Math. Oper. Res. 33 (3) (2008)
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
Generalized deviations in risk analysis. Finance Stochastics 10 (1) (2006)
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
Optimality conditions in portfolio analysis with general deviation measures. Math. Program. 108 (2-3) (2006)
R. Tyrrell Rockafellar
Hamilton-Jacobi Theory and Parametric Analysis in Fully Convex Problems of Optimal Control. J. Glob. Optim. 28 (3-4) (2004)
R. Tyrrell Rockafellar
A Property of Piecewise Smooth Functions. Comput. Optim. Appl. 25 (1-3) (2003)
Michael Patriksson, R. Tyrrell Rockafellar
Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria. Transp. Sci. 37 (1) (2003)
Michael Patriksson, R. Tyrrell Rockafellar
A Mathematical Model and Descent Algorithm for Bilevel Traffic Management. Transp. Sci. 36 (3) (2002)
R. Tyrrell Rockafellar, Peter R. Wolenski
Duality and dynamics in Hamilton-Jacobi theory for fully convex problems of control. CDC (2001)
R. Tyrrell Rockafellar, Peter R. Wolenski
Envelope representations in Hamilton-Jacobi theory for fully convex problems of control. CDC (2001)
Asen L. Dontchev, R. Tyrrell Rockafellar
Ample Parameterization of Variational Inclusions. SIAM J. Optim. 12 (1) (2001)
R. Tyrrell Rockafellar, Peter R. Wolenski
Convexity in Hamilton-Jacobi Theory I: Dynamics and Duality. SIAM J. Control. Optim. 39 (5) (2000)
R. Tyrrell Rockafellar, Peter R. Wolenski
Convexity in Hamilton-Jacobi Theory II: Envelope Representations. SIAM J. Control. Optim. 39 (5) (2000)
Adam B. Levy, R. A. Poliquin, R. Tyrrell Rockafellar
Stability of Locally Optimal Solutions. SIAM J. Optim. 10 (2) (2000)
R. Tyrrell Rockafellar
Duality and optimality in multistagestochastic programming. Ann. Oper. Res. 85 (1999)
R. A. Poliquin, R. Tyrrell Rockafellar
Tilt Stability of a Local Minimum. SIAM J. Optim. 8 (2) (1998)
George H.-G. Chen, R. Tyrrell Rockafellar
Convergence Rates in Forward-Backward Splitting. SIAM J. Optim. 7 (2) (1997)
R. A. Poliquin, R. Tyrrell Rockafellar
Generalized Hessian Properties of Regularized Nonsmooth Functions. SIAM J. Optim. 6 (4) (1996)
Asen L. Dontchev, R. Tyrrell Rockafellar
Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets. SIAM J. Optim. 6 (4) (1996)
Ciyou Zhu, R. Tyrrell Rockafellar
Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming. SIAM J. Optim. 3 (4) (1993)
R. Tyrrell Rockafellar
Lagrange Multipliers and Optimality. SIAM Rev. 35 (2) (1993)
Alan J. King, R. Tyrrell Rockafellar
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming. Math. Oper. Res. 18 (1) (1993)
Alan J. King, R. Tyrrell Rockafellar
Sensitivity analysis for nonsmooth generalized equations. Math. Program. 55 (1992)
R. Tyrrell Rockafellar, Roger J.-B. Wets
Scenarios and Policy Aggregation in Optimization Under Uncertainty. Math. Oper. Res. 16 (1) (1991)
R. Tyrrell Rockafellar
Computational Schemes for Large-Scale Problems in Extended Linear-Quadratic Programming. Math. Program. 48 (1990)
R. Tyrrell Rockafellar
Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives. Math. Oper. Res. 14 (3) (1989)
R. Tyrrell Rockafellar
Marginal values and second-order necessary conditions for optimality. Math. Program. 26 (3) (1983)
R. Tyrrell Rockafellar
Generalized Subgradients in Mathematical Programming. ISMP (1982)
R. Tyrrell Rockafellar
Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization. Math. Oper. Res. 6 (3) (1981)
Jonathan E. Spingarn, R. Tyrrell Rockafellar
The Generic Nature of Optimality Conditions in Nonlinear Programming. Math. Oper. Res. 4 (4) (1979)
R. Tyrrell Rockafellar
Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming. Math. Oper. Res. 1 (2) (1976)
R. Tyrrell Rockafellar
Penalty Methods and Augmented Lagrangians in Nonlinear Programming. Optimization Techniques (1973)
R. Tyrrell Rockafellar
A dual approach to solving nonlinear programming problems by unconstrained optimization. Math. Program. 5 (1) (1973)