R. Tyrrell Rockafellar

Ralph Tyrrell Rockafellar
File:Rockafellar.jpg R. Tyrrell ("Terry") Rockafellar in 1977
Born	1935 (age 88–89)
Residence	Washington, United States
Citizenship	United States
Nationality	United States
Fields	Mathematical optimization
Institutions	University of Washington 1966- University of Florida (adjunct) 2003- University of Texas, Austin 1963–1965
Alma mater	Harvard University
Thesis	Convex Functions and Dual Extremum Problems (1963)
Doctoral advisor	Garrett Birkhoff
Notable students	Peter Wolenski Francis Clarke
Known for	Convex analysis Monotone operator Calculus of variation Stochastic programming Oriented matroid
Influences	Albert W. Tucker Werner Fenchel Roger J-B Wets
Influenced	Roger J-B Wets
Notable awards	Dantzig Prize of SIAM and MPS 1982 von Neumann citation of SIAM 1992 Frederick W. Lanchester Prize of INFORMS 1997-1998 John von Neumann Theory Prize of INFORMS 1999 Doctor Honoris Causa: Groningen, Montpellier, Chile, Alicante

Ralph Tyrrell Rockafellar (born 1935) is one of the world's leaders in optimization theory and related fields of analysis and combinatorics. He is professor emeritus at the departments of mathematics and applied mathematics at the University of Washington, Seattle.

Prizes

Rockafellar received the John von Neumann Theory Prize from the Institute for Operations Research and Management Science and delivered the 1993 von Neumann lecture for the Society for Industrial and Applied Mathematics (SIAM).

Rockafellar and his coauthor Roger J-B Wets were awarded the Frederick W. Lanchester Prize for 1997 by Institute for Operations Research and the Management Sciences (INFORMS).

The Institute for Scientific Information (ISI) lists Rockafellar as a highly cited researcher.

Selected publications

Books

• Rockafellar, R. Tyrrell. Conjugate duality and optimization. Lectures given at the Johns Hopkins University, Baltimore, Md., June, 1973. Conference Board of the Mathematical Sciences Regional Conference Series in Applied Mathematics, No. 16. Society for Industrial and Applied Mathematics, Philadelphia, Pa., 1974. vi+74 pp.
• Rockafellar, Ralph T. The theory of subgradients and its applications to problems of optimization. Convex and nonconvex functions. Heldermann Verlag, Berlin, 1981. vii+107 pp. ISBN 3-88538-201-6
• R. T. Rockafellar. 1984. Network Flows and Monotropic Optimization. Wiley.
• Dontchev, Asen L. and Rockafellar, R. Tyrrell. Implicit functions and solution mappings. A view from variational analysis. Springer Monographs in Mathematics. Springer, Dordrecht, 2009. xii+375 pp. ISBN 978-0-387-87820-1.

Papers

• Rockafellar, R. T. On the maximal monotonicity of subdifferential mappings. Pacific J. Math. 33 1970 209—216.
• Rockafellar, R. T. The multiplier method of Hestenes and Powell applied to convex programming. J. Optimization Theory Appl. 12 (1973), 555—562.
• Rockafellar, R. Tyrrell Augmented Lagrange multiplier functions and duality in nonconvex programming. SIAM J. Control 12 (1974), 268—285.
• Rockafellar, R. T. Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Math. Oper. Res. 1 (1976), no. 2, 97—116.
• Rockafellar, R. Tyrrell. Lagrange multipliers and optimality. SIAM Rev. 35 (1993), no. 2, 183—238. (1992 John von Neumann Lecture)
• Rockafellar, R. T. and Wets, Roger J.-B.. "Scenarios and policy aggregation in optimization under uncertainty". Math. Oper. Res. 16 (1991), no. 1, 119—147.
• Rockafellar, R. Tyrrell Monotone processes of convex and concave type. Memoirs of the American Mathematical Society, No. 77 American Mathematical Society, Providence, R.I. 1967 i+74 pp.

See also

• Convex analysis (c.f. Werner Fenchel)
  • Convex function
    • Characteristic function (convex analysis)
    • Closed convex function
    • Convex conjugate
    • Epigraph (mathematics)
    • Fenchel conjugate
    • Legendre-Fenchel transformation
    • Proper convex function
    • Subdifferential
    • Subgradient
  • Convex set
    • Carathéodory's theorem
    • Convex cone

• Duality (mathematics)
• Monotone operator (Cyclic decomposition of maximal monotone operator)
• Oriented matroids (realizable OMs and applications)
  • Carathéodory's theorem (convex hull)
  • Lemma of Farkas
  • Monotropic programming
  • Tucker, Albert W.

• Set-valued analysis
  • Pompeiu–Hausdorff distance
  • Mordukhovich, Boris
• Stochastic programming
• Variational analysis and Control theory
  • Epigraph (mathematics)
• Wets, Roger J-B

References

• Citation of R. Tyrrell Rockafellar for the George Dantzig Prize in 1994 in Optima, Issue 44 (1994) page 5.

External links

• Homepage of R. Tyrrell Rockafellar at the University of Washington.
• R. Tyrrell Rockafellar at the Mathematics Genealogy Project