R. Tyrrell Rockafellar

58 papers Journal 52Unranked 4

Year	Rank	Type	Title / 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