R. Tyrrell Rockafellar

58 papers Journal 52Unranked 4
YearRankTypeTitle / Venue / Authors
2025 J jnl
Machine Unlearning of Traffic State Estimation and Prediction.
CoRR
Xin Wang, R. Tyrrell Rockafellar, Xuegang Ban
2024 J jnl
Distributional robustness, stochastic divergences, and the quadrangle of risk.
Comput. Manag. Sci.
R. Tyrrell Rockafellar
2024 J jnl
Generalizations of the proximal method of multipliers in convex optimization.
Comput. Optim. Appl.
R. Tyrrell Rockafellar
2024 J jnl
Primal-Dual Stability in Local Optimality.
J. Optim. Theory Appl.
Matús Benko, R. Tyrrell Rockafellar
2023 J jnl
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality.
Math. Program.
R. Tyrrell Rockafellar
2023 J jnl
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming.
Math. Program.
R. Tyrrell Rockafellar
2023 J jnl
Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm.
Comput. Optim. Appl.
R. Tyrrell Rockafellar
2023 J jnl
Preface to Asen L. Dontchev Memorial Special Issue.
Comput. Optim. Appl.
William W. Hager, R. Tyrrell Rockafellar, Vladimir M. Veliov
2021 J jnl
Sensitivity analysis of maximally monotone inclusions via the proto-differentiability of the resolvent operator.
Math. Program.
Samir Adly, R. Tyrrell Rockafellar
2020 J jnl
Minimizing buffered probability of exceedance by progressive hedging.
Math. Program.
R. Tyrrell Rockafellar, Stan Uryasev
2020 J jnl
Solving Lagrangian variational inequalities with applications to stochastic programming.
Math. Program.
R. Tyrrell Rockafellar, Jie Sun
2019 J jnl
Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging.
Math. Program.
R. Tyrrell Rockafellar, Jie Sun
2018 J jnl
Superquantile/CVaR risk measures: second-order theory.
Ann. Oper. Res.
R. Tyrrell Rockafellar, Johannes O. Royset
2017 J jnl
Stochastic variational inequalities: single-stage to multistage.
Math. Program.
R. Tyrrell Rockafellar, Roger J.-B. Wets
2015 J jnl
Measures of Residual Risk with Connections to Regression, Risk Tracking, Surrogate Models, and Ambiguity.
SIAM J. Optim.
R. Tyrrell Rockafellar, Johannes O. Royset
2014 J jnl
Calibrating probability distributions with convex-concave-convex functions: application to CDO pricing.
Comput. Manag. Sci.
Alexander Veremyev, Peter Tsyurmasto, Stan Uryasev, R. Tyrrell Rockafellar
2014 J jnl
Convex analysis and financial equilibrium.
Math. Program.
Alejandro Jofré, R. Tyrrell Rockafellar, Roger J.-B. Wets
2014 J jnl
Random variables, monotone relations, and convex analysis.
Math. Program.
R. Tyrrell Rockafellar, Johannes O. Royset
2013 J jnl
An Euler-Newton Continuation Method for Tracking Solution Trajectories of Parametric Variational Inequalities.
SIAM J. Control. Optim.
Asen L. Dontchev, Mikhail Krastanov, R. Tyrrell Rockafellar, Vladimir M. Veliov
2013 J jnl
Convergence of inexact Newton methods for generalized equations.
Math. Program.
Asen L. Dontchev, R. Tyrrell Rockafellar
2012 J jnl
Second-Order Subdifferential Calculus with Applications to Tilt Stability in Optimization.
SIAM J. Optim.
Boris S. Mordukhovich, R. Tyrrell Rockafellar
2010 J jnl
Newton's method for generalized equations: a sequential implicit function theorem.
Math. Program.
Asen L. Dontchev, R. Tyrrell Rockafellar
2010 J jnl
On buffered failure probability in design and optimization of structures.
Reliab. Eng. Syst. Saf.
R. Tyrrell Rockafellar, Johannes O. Royset
2009 J jnl
Robinson's implicit function theorem and its extensions.
Math. Program.
Asen L. Dontchev, R. Tyrrell Rockafellar
2008 J jnl
Risk Tuning with Generalized Linear Regression.
Math. Oper. Res.
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
2006 J jnl
Generalized deviations in risk analysis.
Finance Stochastics
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
2006 J jnl
Optimality conditions in portfolio analysis with general deviation measures.
Math. Program.
R. Tyrrell Rockafellar, Stan Uryasev, Michael Zabarankin
2004 J jnl
Hamilton-Jacobi Theory and Parametric Analysis in Fully Convex Problems of Optimal Control.
J. Glob. Optim.
R. Tyrrell Rockafellar
2003 J jnl
A Property of Piecewise Smooth Functions.
Comput. Optim. Appl.
R. Tyrrell Rockafellar
2003 J jnl
Sensitivity Analysis of Aggregated Variational Inequality Problems, with Application to Traffic Equilibria.
Transp. Sci.
Michael Patriksson, R. Tyrrell Rockafellar
2002 J jnl
A Mathematical Model and Descent Algorithm for Bilevel Traffic Management.
Transp. Sci.
Michael Patriksson, R. Tyrrell Rockafellar
2001 J jnl
Ample Parameterization of Variational Inclusions.
SIAM J. Optim.
Asen L. Dontchev, R. Tyrrell Rockafellar
2001 — conf
Duality and dynamics in Hamilton-Jacobi theory for fully convex problems of control.
CDC
R. Tyrrell Rockafellar, Peter R. Wolenski
2001 — conf
Envelope representations in Hamilton-Jacobi theory for fully convex problems of control.
CDC
R. Tyrrell Rockafellar, Peter R. Wolenski
2000 J jnl
Convexity in Hamilton-Jacobi Theory I: Dynamics and Duality.
SIAM J. Control. Optim.
R. Tyrrell Rockafellar, Peter R. Wolenski
2000 J jnl
Convexity in Hamilton-Jacobi Theory II: Envelope Representations.
SIAM J. Control. Optim.
R. Tyrrell Rockafellar, Peter R. Wolenski
2000 J jnl
Stability of Locally Optimal Solutions.
SIAM J. Optim.
Adam B. Levy, R. A. Poliquin, R. Tyrrell Rockafellar
1999 J jnl
Duality and optimality in multistagestochastic programming.
Ann. Oper. Res.
R. Tyrrell Rockafellar
1998 J jnl
Tilt Stability of a Local Minimum.
SIAM J. Optim.
R. A. Poliquin, R. Tyrrell Rockafellar
1998 — book
Variational Analysis
R. Tyrrell Rockafellar, Roger J.-B. Wets
1997 J jnl
Convergence Rates in Forward-Backward Splitting.
SIAM J. Optim.
George H.-G. Chen, R. Tyrrell Rockafellar
1996 J jnl
Characterizations of Strong Regularity for Variational Inequalities over Polyhedral Convex Sets.
SIAM J. Optim.
Asen L. Dontchev, R. Tyrrell Rockafellar
1996 J jnl
Generalized Hessian Properties of Regularized Nonsmooth Functions.
SIAM J. Optim.
R. A. Poliquin, R. Tyrrell Rockafellar
1993 J jnl
Asymptotic Theory for Solutions in Statistical Estimation and Stochastic Programming.
Math. Oper. Res.
Alan J. King, R. Tyrrell Rockafellar
1993 J jnl
Lagrange Multipliers and Optimality.
SIAM Rev.
R. Tyrrell Rockafellar
1993 J jnl
Primal-Dual Projected Gradient Algorithms for Extended Linear-Quadratic Programming.
SIAM J. Optim.
Ciyou Zhu, R. Tyrrell Rockafellar
1992 J jnl
Sensitivity analysis for nonsmooth generalized equations.
Math. Program.
Alan J. King, R. Tyrrell Rockafellar
1991 J jnl
Scenarios and Policy Aggregation in Optimization Under Uncertainty.
Math. Oper. Res.
R. Tyrrell Rockafellar, Roger J.-B. Wets
1990 J jnl
Computational Schemes for Large-Scale Problems in Extended Linear-Quadratic Programming.
Math. Program.
R. Tyrrell Rockafellar
1989 J jnl
Second-Order Optimality Conditions in Nonlinear Programming Obtained by Way of Epi-Derivatives.
Math. Oper. Res.
R. Tyrrell Rockafellar
1983 J jnl
Marginal values and second-order necessary conditions for optimality.
Math. Program.
R. Tyrrell Rockafellar
1982 — conf
Generalized Subgradients in Mathematical Programming.
ISMP
R. Tyrrell Rockafellar
1981 J jnl
Proximal Subgradients, Marginal Values, and Augmented Lagrangians in Nonconvex Optimization.
Math. Oper. Res.
R. Tyrrell Rockafellar
1979 J jnl
The Generic Nature of Optimality Conditions in Nonlinear Programming.
Math. Oper. Res.
Jonathan E. Spingarn, R. Tyrrell Rockafellar
1976 J jnl
Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming.
Math. Oper. Res.
R. Tyrrell Rockafellar
1973 J jnl
A dual approach to solving nonlinear programming problems by unconstrained optimization.
Math. Program.
R. Tyrrell Rockafellar
1973 — conf
Penalty Methods and Augmented Lagrangians in Nonlinear Programming.
Optimization Techniques
R. Tyrrell Rockafellar
1970 — book
Convex Analysis
R. Tyrrell Rockafellar