Edit Profile (opens in new tab) Rockafellar, Ralph Tyrrell Compute Distance To: Compute Author ID: rockafellar.ralph-tyrrell Published as: Rockafellar, R. T.; Rockafellar, R. Tyrrell; Rockafellar, Ralph Tyrrell; Rockafellar, Tyrrell; Rockafellar, Terry; Rockafellar, R.; Rockafellar, Tyrrell R.; Rockafellar, R. Terry Homepage: https://sites.math.washington.edu/~rtr/mypage.html External Links: MGP · Wikidata · GND · IdRef · theses.fr Documents Indexed: 228 Publications since 1964, including 11 Books 5 Contributions as Editor · 2 Further Contributions Biographic References: 7 Publications Co-Authors: 58 Co-Authors with 107 Joint Publications 1,594 Co-Co-Authors all top 5 Co-Authors 127 single-authored 27 Wets, Roger Jean-Baptiste 15 Dontchev, Asen L. 11 Poliquin, René A. 5 Jofré, Alejandro 5 Levy, Adam B. 5 Uryasev, Stan 4 Loewen, Philip D. 4 Royset, Johannes O. 3 Goebel, Rafal 3 King, Alan J. 3 Lau, Anthony To-Ming 3 Mordukhovich, Boris S. 3 Sun, Jie 3 Takahashi, Wataru 3 Tanaka, Tamaki 3 Théra, Michel A. 3 Zabarankin, Michael 2 Dermody, James Cuevas 2 Hoàng Xuân Phù 2 Huynh Van Ngai 2 Maisonneuve, Olivier 2 Patriksson, Michael 2 Wolenski, Peter R. 2 Xu, Hong-Kun 1 Adly, Samir 1 Alart, Pierre 1 Asplund, Edgar 1 Beer, Gerald Alan 1 Benavides, T. D. 1 Brøndsted, Arne 1 Chen, George H-G. 1 Eberhard, Andrew C. 1 Eve, R. A. 1 Gale, David 1 Ioffe, Alexander Davidovich 1 Kim, Do Sang 1 Klee, Victor LaRue 1 Krastanov, Mikhail Ivanov 1 Kripke, Bernard R. 1 Lewis, Adrian S. 1 Llorens-Fuster, Enrique 1 López Acedo, Genaro 1 Miranda, S. I. 1 Nghia, Tran T. A. 1 Pardalos, Panos M. 1 Pennanen, Teemu 1 Rassias, Themistocles Michael 1 Reddy, B. Dayanand 1 Sarabi, M. Ebrahim 1 Somlyódy, László 1 Spingarn, Jonathan E. 1 Thibault, Lionel 1 Tsyurmasto, Peter 1 Uryasev, Stanislav P. 1 Valadier, Michel 1 Veliov, Vladimir M. 1 Veremyev, Alexander 1 Nguyen Dong Yen 1 Zagrodny, Dariusz 1 Zhu, Ciyou all top 5 Serials 13 SIAM Journal on Control and Optimization 13 Mathematical Programming. Series A. Series B 12 Transactions of the American Mathematical Society 10 SIAM Journal on Optimization 9 Mathematics of Operations Research 9 Pacific Journal of Mathematics 7 Journal of Nonlinear and Convex Analysis 5 Journal of Mathematical Analysis and Applications 5 Journal of Convex Analysis 5 Nonlinear Analysis. Theory, Methods & Applications 4 Journal of Optimization Theory and Applications 4 Proceedings of the American Mathematical Society 4 Set-Valued Analysis 4 Vietnam Journal of Mathematics 3 Canadian Journal of Mathematics 3 Mathematical Programming Study 3 Set-Valued and Variational Analysis 2 Stochastics 2 Control and Cybernetics 2 Duke Mathematical Journal 2 Journal of Economic Theory 2 Mathematical Programming 2 Mathematica Scandinavica 2 Annales de l’Institut Henri Poincaré. Analyse Non Linéaire 2 Annals of Operations Research 2 Mathematical Finance 2 Bulletin of the American Mathematical Society 2 SIAM Journal on Control 1 Advances in Mathematics 1 Journal of Computational and Applied Mathematics 1 Journal of Mathematical Economics 1 Mathematische Annalen 1 The Mathematics Student 1 Memoirs of the American Mathematical Society 1 Michigan Mathematical Journal 1 Proceedings of the London Mathematical Society. Third Series 1 Quarterly of Applied Mathematics 1 Applied Stochastic Models and Data Analysis 1 Transportation Science 1 Journal of Global Optimization 1 European Journal of Operational Research 1 SIAM Review 1 Computational Optimization and Applications 1 Calculus of Variations and Partial Differential Equations 1 Economic Theory 1 Finance and Stochastics 1 Computational Management Science 1 Journal of Mathematics and Mechanics 1 Journal of the Society for Industrial & Applied Mathematics 1 CBMS-NSF Regional Conference Series in Applied Mathematics 1 Grundlehren der Mathematischen Wissenschaften 1 Princeton Mathematical Series 1 Advances in Mechanics and Mathematics 1 Applied and Computational Mathematics 1 Matapli 1 Springer Monographs in Mathematics 1 Springer Series in Operations Research and Financial Engineering 1 Research and Education in Mathematics all top 5 Fields 143 Operations research, mathematical programming (90-XX) 126 Calculus of variations and optimal control; optimization (49-XX) 23 Real functions (26-XX) 23 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 20 Operator theory (47-XX) 18 Global analysis, analysis on manifolds (58-XX) 16 Numerical analysis (65-XX) 15 Systems theory; control (93-XX) 8 Functional analysis (46-XX) 7 Convex and discrete geometry (52-XX) 6 General and overarching topics; collections (00-XX) 6 Measure and integration (28-XX) 6 General topology (54-XX) 5 History and biography (01-XX) 3 Ordinary differential equations (34-XX) 3 Approximations and expansions (41-XX) 2 Partial differential equations (35-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Probability theory and stochastic processes (60-XX) 2 Mechanics of deformable solids (74-XX) 1 Combinatorics (05-XX) 1 Number theory (11-XX) 1 Special functions (33-XX) 1 Difference and functional equations (39-XX) 1 Statistics (62-XX) 1 Biology and other natural sciences (92-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 209 Publications have been cited 18,719 times in 13,384 Documents Cited by ▼ Year ▼ Convex analysis. Zbl 0193.18401Rockafellar, R. Tyrrell 3,694 1970 Variational analysis. Zbl 0888.49001Rockafellar, R. Tyrrell; Wets, Roger J.-B. 1,960 1998 Monotone operators and the proximal point algorithm. Zbl 0358.90053Rockafellar, R. Tyrrell 1,420 1976 Conjugate convex functions in nonlinear programming. Zbl 0229.90020Rockafellar, R. T. 1,151 1970 Convex analysis. Zbl 0932.90001Rockafellar, R. Tyrrell 1,012 1997 On the maximality of sums of nonlinear monotone operators. Zbl 0222.47017Rockafellar, R. T. 452 1970 Convex functions, monotone operators and variational inequalities. Zbl 0202.14303Rockafellar, R. T. 445 1970 Augmented Lagrangians and applications of the proximal point algorithm in convex programming. Zbl 0402.90076Rockafellar, R. T. 396 1976 State constraints in convex control problems of Bolza. Zbl 0224.49003Rockafellar, R. T. 350 1972 On the maximal monotonicity of subdifferential mappings. Zbl 0199.47101Rockafellar, R. T. 329 1970 Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067Rockafellar, R. T.; Wets, Roger J.-B. 257 1991 Implicit functions and solution mappings. A view from variational analysis. Zbl 1178.26001Dontchev, Asen L.; Rockafellar, R. Tyrrell 235 2009 Conjugate duality and optimization. Zbl 0296.90036Rockafellar, R. Tyrrell 233 1974 Local differentiability of distance functions. Zbl 0960.49018Poliquin, R. A.; Rockafellar, R. T.; Thibault, L. 200 2000 Generalized directional derivatives and subgradients of nonconvex functions. Zbl 0447.49009Rockafellar, R. T. 191 1980 Characterization of the subdifferentials of convex functions. Zbl 0145.15901Rockafellar, R. T. 183 1966 Integrals which are convex functionals. Zbl 0159.43804Rockafellar, R. T. 156 1968 Network flows and monotropic optimization. Zbl 0596.90055Rockafellar, R. T. 150 1984 Generalized deviations in risk analysis. Zbl 1150.90006Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael 148 2006 Directionally Lipschitzian functions and subdifferential calculus. Zbl 0413.49015Rockafellar, R. T. 142 1979 Integrals which are convex functionals. II. Zbl 0236.46031Rockafellar, R. T. 138 1971 Characterizations of strong regularity for variational inequalities over polyhedral convex sets. Zbl 0899.49004Dontchev, A. L.; Rockafellar, R. T. 137 1996 On the subdifferentiability of convex functions. Zbl 0141.11801Brøndsted, Arne; Rockafellar, R. T. 136 1965 The theory of subgradients and its applications to problems of optimization. Convex and nonconvex functions. Zbl 0462.90052Rockafellar, R. T. 135 1981 Augmented Lagrange multiplier functions and duality in nonconvex programming. Zbl 0257.90046Rockafellar, R. Tyrrell 124 1974 The multiplier method of Hestenes and Powell applied to convex programming. Zbl 0254.90045Rockafellar, R. T. 123 1973 Implicit functions and solution mappings. A view from variational analysis. 2nd updated ed. Zbl 1337.26003Dontchev, Asen L.; Rockafellar, R. Tyrrell 122 2014 Prox-regular functions in variational analysis. Zbl 0861.49015Poliquin, R. A.; Rockafellar, R. T. 118 1996 Clarke’s tangent cones and the boundaries of closed sets in \(\mathbb{R}^n\). Zbl 0443.26010Rockafellar, R. T. 112 1979 Lagrange multipliers and optimality. Zbl 0779.49024Rockafellar, R. Tyrrell 107 1993 Convex functions and duality in optimization problems and dynamics. Zbl 0186.23901Rockafellar, R. T. 103 1969 Regularity and conditioning of solution mappings in variational analysis. Zbl 1046.49021Dontchev, A. L.; Rockafellar, R. T. 99 2004 Lipschitzian properties of multifunctions. Zbl 0573.54011Rockafellar, R. Tyrrell 99 1985 A dual approach to solving nonlinear programming problems by unconstrained optimization. Zbl 0279.90035Rockafellar, R. Tyrrell 98 1973 Duality and stability in extremum problems involving convex functions. Zbl 0154.44902Rockafellar, R. T. 94 1967 Local boundedness of nonlinear, monotone operators. Zbl 0175.45002Rockafellar, R. T. 89 1969 Extension of Fenchel’s duality theorem for convex functions. Zbl 0138.09301Rockafellar, R. T. 86 1966 The radius of metric regularity. Zbl 1042.49026Dontchev, A. L.; Lewis, A. S.; Rockafellar, R. T. 85 2003 Convergence rates in forward–backward splitting. Zbl 0876.49009Chen, George H-G.; Rockafellar, R. T. 84 1997 First- and second-order epi-differentiability in nonlinear programming. Zbl 0655.49010Rockafellar, R. T. 83 1988 Integral functionals, normal integrands and measurable selections. Zbl 0374.49001Rockafellar, Tyrrell 81 1976 Measurable dependence of convex sets and functions on parameters. Zbl 0202.33804Rockafellar, R. T. 78 1969 Proto-differentiability of set-valued mappings and its applications in optimization. Zbl 0674.90082Rockafellar, R. T. 76 1989 Conjugate convex functions in optimal control and the calculus of variations. Zbl 0218.49004Rockafellar, R. T. 75 1970 Tilt stability of a local minimum. Zbl 0918.49016Poliquin, R. A.; Rockafellar, R. T. 75 1998 Gradients of convex functions. Zbl 0181.41901Asplund, E.; Rockafellar, R. T. 74 1969 Level sets and continuity of conjugate convex functions. Zbl 0145.15802Rockafellar, R. T. 74 1966 Second-order subdifferential calculus with applications to tilt stability in optimization. Zbl 1260.49022Mordukhovich, B. S.; Rockafellar, R. T. 66 2012 Second-order optimality conditions in nonlinear programming obtained by way of epi-derivatives. Zbl 0698.90070Rockafellar, R. Tyrrell 60 1989 Asymptotic theory for solutions in statistical estimation and stochastic programming. Zbl 0798.90115King, Alan J.; Rockafellar, Tyrrell 59 1993 Proximal subgradients, marginal values, and augmented Lagrangians in nonconvex optimization. Zbl 0492.90073Rockafellar, R. T. 56 1981 Optimality conditions in portfolio analysis with general deviation measures. Zbl 1138.91474Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael 56 2006 Saddle points of Hamiltonian systems in convex Lagrange problems having a nonzero discount rate. Zbl 0333.90007Rockafellar, R. Tyrrell 56 1976 Equivalent subgradient versions of Hamiltonian and Euler-Lagrange equations in variational analysis. Zbl 0878.49012Rockafellar, R. Tyrrell 55 1996 Extensions of subgradient calculus with applications to optimization. Zbl 0593.49013Rockafellar, R. T. 55 1985 Stability of locally optimal solutions. Zbl 0965.49018Levy, A. B.; Poliquin, R. A.; Rockafellar, R. T. 55 2000 Monotone processes of convex and concave type. Zbl 0189.19602Rockafellar, R. Tyrrell 53 1967 Lagrange multipliers and subderivatives of optimal value functions in nonlinear programming. Zbl 0478.90060Rockafellar, R. T. 52 1982 Existence theorems for general control problems of Bolza and Lagrange. Zbl 0319.49001Rockafellar, Tyrrell R. 52 1975 Convex integral functionals and duality. Zbl 0326.49008Rockafellar, R. T. 51 1974 Robinson’s implicit function theorem and its extensions. Zbl 1172.49013Dontchev, A. L.; Rockafellar, R. T. 50 2009 Sensitivity analysis for nonsmooth generalized equations. Zbl 0766.90075King, Alan J.; Rockafellar, R. Tyrrell 48 1992 A Lagrangian finite generation technique for solving linear-quadratic problems in stochastic programming. Zbl 0599.90090Rockafellar, R. T.; Wets, R. J.-B. 47 1986 Convex analysis. (Vypuklyi analiz.) Übersetzung aus dem Englischen von A. D. Ioffe und V. M. Tihomirov. Zbl 0251.90035Rockafellar, R. Tyrrell 47 1973 Existence and duality theorems for convex problems of Bolza. Zbl 0255.49007Rockafellar, R. T. 46 1971 Favorable classes of Lipschitz-continuous functions in subgradient optimization. Zbl 0511.26009Rockafellar, R. Tyrrell 43 1982 Maximal monotone relations and the second derivatives of nonsmooth functions. Zbl 0581.49009Rockafellar, R. T. 43 1985 Optimal control of unbounded differential inclusions. Zbl 0823.49016Loewen, Philip D.; Rockafellar, R. T. 41 1994 Directional differentiability of the optimal value function in a nonlinear programming problem. Zbl 0546.90088Rockafellar, R. T. 40 1984 Saddle points of Hamiltonian systems in convex problems of Lagrange. Zbl 0248.49016Rockafellar, R. T. 40 1973 Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036Rockafellar, R. T.; Wets, R. J.-B. 37 1990 Variational inequalities and economic equilibrium. Zbl 1276.91070Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B. 37 2007 A derivative-coderivative inclusion in second-order nonsmooth analysis. Zbl 0897.49014Rockafellar, R. T.; Zagrodny, D. 36 1997 Linear-quadratic programming and optimal control. Zbl 0617.49010Rockafellar, R. T. 34 1987 Characterizations of full stability in constrained optimization. Zbl 1284.49032Mordukhovich, B. S.; Rockafellar, R. T.; Sarabi, M. E. 34 2013 Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010Rockafellar, R. Tyrrell; Wets, Roger J-B 34 2017 Stochastic convex programming: Relatively complete recourse and induced feasibility. Zbl 0346.90058Rockafellar, R. T.; Wets, R. J.-B. 30 1976 Sensitivity analysis of solutions to generalized equations. Zbl 0815.47077Levy, A. B.; Rockafellar, R. T. 29 1994 Generalized second derivatives of convex functions and saddle functions. Zbl 0712.49011Rockafellar, R. T. 28 1990 Computational schemes for large-scale problems in extended linear- quadratic programming. Zbl 0735.90050Rockafellar, R. T. 28 1990 Generalized Hamiltonian equations for convex problems of Lagrange. Zbl 0199.43002Rockafellar, R. T. 28 1970 The optimal recourse problem in discrete time: \(L^1\)-multipliers for inequality constraints. Zbl 0397.90078Rockafellar, R. T.; Wets, R. J-B. 27 1978 A general correspondence between dual minimax problems and convex programs. Zbl 0162.23103Rockafellar, R. T. 26 1968 On the interchange of subdifferentiation and conditional expectation for convex functionals. Zbl 0487.49006Rockafellar, R. T.; Wets, R. J. B. 26 1982 Some convex programs whose duals are linearly constrained. Zbl 0252.90046Rockafellar, R. Tyrrell 26 1970 Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. Zbl 1421.90100Rockafellar, R. Tyrrell; Sun, Jie 25 2019 Full stability in finite-dimensional optimization. Zbl 1308.90126Mordukhovich, B. S.; Nghia, T. T. A.; Rockafellar, R. T. 25 2015 Stochastic convex programming: basic duality. Zbl 0339.90048Rockafellar, R. T.; Wets, R. J.-B. 25 1976 An internal variable theory of elastoplasticity based on the maximum plastic work inequality. Zbl 0693.73008Eve, R. A.; Reddy, B. D.; Rockafellar, R. T. 24 1990 The Euler and Weierstrass conditions for nonsmooth variational problems. Zbl 0838.49015Ioffe, A. D.; Rockafellar, R. T. 24 1996 Conditional value-at-risk: optimization approach. Zbl 0989.91052Uryasev, Stanislav; Rockafellar, R. Tyrrell 24 2001 Newton’s method for generalized equations: a sequential implicit function theorem. Zbl 1190.49024Dontchev, A. L.; Rockafellar, R. T. 23 2010 Generalized Hessian properties of regularized nonsmooth functions. Zbl 0863.49010Poliquin, R. A.; Rockafellar, R. T. 23 1996 On the virtual convexity of the domain and range of a nonlinear maximal monotone operator. Zbl 0181.42202Rockafellar, R. T. 22 1970 Convexity in Hamilton–Jacobi theory. I: Dynamics and duality. Zbl 0998.49018Rockafellar, R. Tyrrell; Wolenski, Peter R. 22 2000 Convex functions on convex polytopes. Zbl 0246.26009Gale, David; Klee, Victor; Rockafellar, R. T. 22 1968 Second derivatives in convex analysis. Zbl 1003.49017Rockafellar, R. T. 22 1999 The adjoint arc in nonsmooth optimization. Zbl 0734.49009Loewen, Philip D.; Rockafellar, R. T. 21 1991 A characterization of epi-convergence in terms of convergence of level sets. Zbl 0769.49011Beer, Gerald; Rockafellar, R. T.; Wets, Roger J.-B. 21 1992 Amenable functions in optimization. Zbl 1050.49513Poliquin, R. A.; Rockafellar, R. T. 21 1992 Solving Lagrangian variational inequalities with applications to stochastic programming. Zbl 1445.90069Rockafellar, R. Tyrrell; Sun, Jie 8 2020 Solving monotone stochastic variational inequalities and complementarity problems by progressive hedging. Zbl 1421.90100Rockafellar, R. Tyrrell; Sun, Jie 25 2019 Progressive decoupling of linkages in optimization and variational inequalities with elicitable convexity or monotonicity. Zbl 07146007Rockafellar, R. Tyrrell 4 2019 Variational convexity and the local monotonicity of subgradient mappings. Zbl 1428.49021Rockafellar, R. Tyrrell 3 2019 Superquantile/CVaR risk measures: second-order theory. Zbl 1391.91163Rockafellar, R. Tyrrell; Royset, Johannes O. 8 2018 Solving stochastic programming problems with risk measures by progressive hedging. Zbl 1416.90027Rockafellar, R. Tyrrell 8 2018 Variational analysis of Nash equilibrium. Zbl 1407.91022Rockafellar, R. Tyrrell 1 2018 Stochastic variational inequalities: single-stage to multistage. Zbl 1378.49010Rockafellar, R. Tyrrell; Wets, Roger J-B 34 2017 General economic equilibrium with financial markets and retainability. Zbl 1405.91742Jofré, A.; Rockafellar, R. T.; Wets, R. J-B. 6 2017 Contributions in mathematics and engineering. In honor of Constantin Carathéodory. With a foreword by R. Tyrrell Rockafellar. Zbl 1355.00026 1 2016 Full stability in finite-dimensional optimization. Zbl 1308.90126Mordukhovich, B. S.; Nghia, T. T. A.; Rockafellar, R. T. 25 2015 Measures of residual risk with connections to regression, risk tracking, surrogate models, and ambiguity. Zbl 1316.91016Rockafellar, R. Tyrrell; Royset, Johannes O. 12 2015 Implicit functions and solution mappings. A view from variational analysis. 2nd updated ed. Zbl 1337.26003Dontchev, Asen L.; Rockafellar, R. Tyrrell 122 2014 Random variables, monotone relations, and convex analysis. Zbl 1330.60009Rockafellar, R. T.; Royset, J. O. 16 2014 Superquantile regression with applications to buffered reliability, uncertainty quantification, and conditional value-at-risk. Zbl 1305.62175Rockafellar, R. T.; Royset, J. O.; Miranda, S. I. 12 2014 Convex analysis and financial equilibrium. Zbl 1309.91086Jofré, A.; Rockafellar, R. T.; Wets, R. J.-B. 3 2014 Characterizations of full stability in constrained optimization. Zbl 1284.49032Mordukhovich, B. S.; Rockafellar, R. T.; Sarabi, M. E. 34 2013 Convergence of inexact Newton methods for generalized equations. Zbl 1272.49047Dontchev, A. L.; Rockafellar, R. T. 18 2013 An Euler-Newton continuation method for tracking solution trajectories of parametric variational inequalities. Zbl 1272.49012Dontchev, A. L.; Krastanov, M. I.; Rockafellar, R. T.; Veliov, V. M. 7 2013 Applications of convex variational analysis to Nash equilibrium. Zbl 1440.49022Rockafellar, R. T. 1 2013 Second-order subdifferential calculus with applications to tilt stability in optimization. Zbl 1260.49022Mordukhovich, B. S.; Rockafellar, R. T. 66 2012 Parametric stability of solutions in models of economic equilibrium. Zbl 1256.49021Dontchev, Asen L.; Rockafellar, Ralph Tyrrell 4 2012 A time-embedded approach to economic equilibrium with incomplete financial markets. Zbl 1216.91041Jofré, A.; Rockafellar, R. T.; Wets, R. J.-B. 2 2011 Newton’s method for generalized equations: a sequential implicit function theorem. Zbl 1190.49024Dontchev, A. L.; Rockafellar, R. T. 23 2010 A calculus of prox-regularity. Zbl 1194.49049Poliquin, R. A.; Rockafellar, R. T. 3 2010 Implicit functions and solution mappings. A view from variational analysis. Zbl 1178.26001Dontchev, Asen L.; Rockafellar, R. Tyrrell 235 2009 Robinson’s implicit function theorem and its extensions. Zbl 1172.49013Dontchev, A. L.; Rockafellar, R. T. 50 2009 Hamiltonian trajectories and saddle points in mathematical economics. Zbl 1235.91131Rockafellar, R. 1 2009 Risk tuning with generalized linear regression. Zbl 1218.90158Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael 20 2008 Local strong convexity and local Lipschitz continuity of the gradient of convex functions. Zbl 1149.26022Goebel, Rafal; Rockafellar, Ralph Tyrrell 9 2008 Linear-convex control and duality. Zbl 1206.49036Rockafellar, R. T.; Goebel, R. 2 2008 Variational inequalities and economic equilibrium. Zbl 1276.91070Jofré, Alejandro; Rockafellar, R. Terry; Wets, Roger J.-B. 37 2007 Generalized deviations in risk analysis. Zbl 1150.90006Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael 148 2006 Optimality conditions in portfolio analysis with general deviation measures. Zbl 1138.91474Rockafellar, R. Tyrrell; Uryasev, Stan; Zabarankin, Michael 56 2006 Nonsmooth mechanics and analysis. Theoretical and numerical advances. Zbl 1110.74006 3 2006 A variational inequality scheme for determining an economic equilibrium of classical or extended type. Zbl 1113.49013Jofre, A.; Rockafellar, R. T.; Wets, R. J.-B. 16 2005 Regularity and conditioning of solution mappings in variational analysis. Zbl 1046.49021Dontchev, A. L.; Rockafellar, R. T. 99 2004 Hamilton-Jacobi theory and parametric analysis in fully convex problems of optimal control. Zbl 1083.49022Rockafellar, R. Tyrrell 11 2004 The radius of metric regularity. Zbl 1042.49026Dontchev, A. L.; Lewis, A. S.; Rockafellar, R. T. 85 2003 A property of piecewise smooth functions. Zbl 1042.90045Rockafellar, R. T. 13 2003 A mathematical model and descent algorithm for bilevel traffic management. Zbl 1134.90319Patriksson, Michael; Rockafellar, R. Tyrrell 15 2002 Generalized conjugacy in Hamilton-Jacobi theory for fully convex Lagrangians. Zbl 1023.49023Goebel, Rafal; Rockafellar, R. T. 5 2002 Graphical convergence of sums of monotone mappings. Zbl 1010.47031Pennanen, T.; Rockafellar, R. T.; Théra, M. 3 2002 Conditional value-at-risk: optimization approach. Zbl 0989.91052Uryasev, Stanislav; Rockafellar, R. Tyrrell 24 2001 Ample parameterization of variational inclusions. Zbl 1008.49009Dontchev, A. L.; Rockafellar, R. T. 16 2001 Convex analysis in the calculus of variations. Zbl 1011.49013Rockafellar, R. T. 7 2001 Primal-dual solution perturbations in convex optimization. Zbl 0984.90043Dontchev, A. L.; Rockafellar, R. T. 2 2001 Local differentiability of distance functions. Zbl 0960.49018Poliquin, R. A.; Rockafellar, R. T.; Thibault, L. 200 2000 Stability of locally optimal solutions. Zbl 0965.49018Levy, A. B.; Poliquin, R. A.; Rockafellar, R. T. 55 2000 Convexity in Hamilton–Jacobi theory. I: Dynamics and duality. Zbl 0998.49018Rockafellar, R. Tyrrell; Wolenski, Peter R. 22 2000 Second-order convex analysis. Zbl 0960.49017Rockafellar, R. Tyrrell 13 2000 Convexity in Hamilton–Jacobi theory. II: Envelope representations. Zbl 0998.49019Rockafellar, R. Tyrrell; Wolenski, Peter R. 11 2000 Extended nonlinear programming. Zbl 0986.90057Rockafellar, R. Tyrrell 9 2000 Second derivatives in convex analysis. Zbl 1003.49017Rockafellar, R. T. 22 1999 Duality and optimality in multistage stochastic programming. Zbl 0920.90113Rockafellar, R. T. 5 1999 Variational analysis. Zbl 0888.49001Rockafellar, R. Tyrrell; Wets, Roger J.-B. 1,960 1998 Tilt stability of a local minimum. Zbl 0918.49016Poliquin, R. A.; Rockafellar, R. T. 75 1998 Convex analysis. Zbl 0932.90001Rockafellar, R. Tyrrell 1,012 1997 Convergence rates in forward–backward splitting. Zbl 0876.49009Chen, George H-G.; Rockafellar, R. T. 84 1997 A derivative-coderivative inclusion in second-order nonsmooth analysis. Zbl 0897.49014Rockafellar, R. T.; Zagrodny, D. 36 1997 Characterizations of Lipschitzian stability in nonlinear programming. Zbl 0891.90146Dontchev, A. L.; Rockafellar, R. T. 19 1997 Bolza problems with general time constraints. Zbl 0904.49014Loewen, P. D.; Rockafellar, R. T. 19 1997 Characterizations of strong regularity for variational inequalities over polyhedral convex sets. Zbl 0899.49004Dontchev, A. L.; Rockafellar, R. T. 137 1996 Prox-regular functions in variational analysis. Zbl 0861.49015Poliquin, R. A.; Rockafellar, R. T. 118 1996 Equivalent subgradient versions of Hamiltonian and Euler-Lagrange equations in variational analysis. Zbl 0878.49012Rockafellar, R. Tyrrell 55 1996 The Euler and Weierstrass conditions for nonsmooth variational problems. Zbl 0838.49015Ioffe, A. D.; Rockafellar, R. T. 24 1996 Generalized Hessian properties of regularized nonsmooth functions. Zbl 0863.49010Poliquin, R. A.; Rockafellar, R. T. 23 1996 New necessary conditions for the generalized problem of Bolza. Zbl 0871.49023Loewen, P. D.; Rockafellar, R. T. 18 1996 Variational conditions and the proto-differentiation of partial subgradient mappings. Zbl 0858.49014Levy, A. B.; Rockafellar, R. T. 12 1996 Second-order nonsmooth analysis in nonlinear programming. Zbl 0939.90022Poliquin, René; Rockafellar, Terry 12 1995 Tax basis and nonlinearity in cash stream valuation. Zbl 0866.90013Dermody, Jaime Cuevas; Rockafellar, R. Tyrrell 9 1995 Sensitivity of solutions in nonlinear programming problems with nonunique multipliers. Zbl 0945.90066Levy, A. B.; Rockafellar, R. T. 5 1995 Monotone relations and network equilibrium. Zbl 0847.49012Rockafellar, R. Tyrrell 2 1995 Optimal control of unbounded differential inclusions. Zbl 0823.49016Loewen, Philip D.; Rockafellar, R. T. 41 1994 Sensitivity analysis of solutions to generalized equations. Zbl 0815.47077Levy, A. B.; Rockafellar, R. T. 29 1994 Proto-derivative formulas for basic subgradient mappings in mathematical programming. Zbl 0813.49019Poliquin, R. A.; Rockafellar, R. T. 8 1994 A finite simplex-active-set method for monotropic piecewise quadratic programming. Zbl 0828.90102Rockafellar, R. T.; Sun, J. 3 1994 Lagrange multipliers and optimality. Zbl 0779.49024Rockafellar, R. Tyrrell 107 1993 Asymptotic theory for solutions in statistical estimation and stochastic programming. Zbl 0798.90115King, Alan J.; Rockafellar, Tyrrell 59 1993 Primal-dual projected gradient algorithms for extended linear-quadratic programming. Zbl 0788.65069Zhu, Ciyou; Rockafellar, R. T. 18 1993 A calculus of epi-derivatives applicable to optimization. Zbl 0803.90113Poliquin, R. A.; Rockafellar, R. T. 12 1993 Dualization of subgradient conditions for optimality. Zbl 0786.49012Rockafellar, R. T. 10 1993 Subgradients and variational analysis. Zbl 0889.49011Rockafellar, R. T. 10 1993 Sensitivity analysis for nonsmooth generalized equations. Zbl 0766.90075King, Alan J.; Rockafellar, R. Tyrrell 48 1992 A characterization of epi-convergence in terms of convergence of level sets. Zbl 0769.49011Beer, Gerald; Rockafellar, R. T.; Wets, Roger J.-B. 21 1992 Amenable functions in optimization. Zbl 1050.49513Poliquin, R. A.; Rockafellar, R. T. 21 1992 Cosmic convergence. Zbl 0793.49007Rockafellar, R. T.; Wets, R. J.-B. 4 1992 A dual strategy for the implementation of the aggregation principle in decision making under uncertainty. Zbl 0800.90002Rockafellar, R. T.; Wets, Roger J.-B. 4 1992 Scenarios and policy aggregation in optimization under uncertainty. Zbl 0729.90067Rockafellar, R. T.; Wets, Roger J.-B. 257 1991 The adjoint arc in nonsmooth optimization. Zbl 0734.49009Loewen, Philip D.; Rockafellar, R. T. 21 1991 Cash stream valuation in the face of transaction costs and taxes. Zbl 0900.90110Dermody, Jaime Cuevas; Rockafellar, R. Tyrrell 14 1991 Large-scale extended linear-quadratic programming and multistage optimization. Zbl 0743.90086Rockafellar, R. T. 5 1991 On a special class of convex functions. Zbl 0795.49015Rockafellar, R. T. 3 1991 Generalized linear-quadratic problems of deterministic and stochastic optimal control in discrete time. Zbl 0714.49036Rockafellar, R. T.; Wets, R. J.-B. 37 1990 Generalized second derivatives of convex functions and saddle functions. Zbl 0712.49011Rockafellar, R. T. 28 1990 Computational schemes for large-scale problems in extended linear- quadratic programming. Zbl 0735.90050Rockafellar, R. T. 28 1990 An internal variable theory of elastoplasticity based on the maximum plastic work inequality. Zbl 0693.73008Eve, R. A.; Reddy, B. D.; Rockafellar, R. T. 24 1990 Nonsmooth analysis and parametric optimization. Zbl 0723.49011Rockafellar, R. T. 9 1990 Proto-differentiability of set-valued mappings and its applications in optimization. Zbl 0674.90082Rockafellar, R. T. 76 1989 Second-order optimality conditions in nonlinear programming obtained by way of epi-derivatives. Zbl 0698.90070Rockafellar, R. Tyrrell 60 1989 ...and 109 more Documents all cited Publications top 5 cited Publications all top 5 Cited by 11,623 Authors 132 Yao, Jen-Chih 116 Mordukhovich, Boris S. 73 Kumam, Poom 70 Thibault, Lionel 67 Rockafellar, Ralph Tyrrell 67 Zhang, Liwei 66 Yang, Xiaoqi 64 Penot, Jean-Paul 63 Bauschke, Heinz H. 62 López-Cerdá, Marco Antonio 60 Borwein, Jonathan Michael 60 Ceng, Lu-Chuan 59 Boţ, Radu Ioan 53 Yuan, Xiaoming 51 Noor, Muhammad Aslam 49 Wang, Shawn Xianfu 46 Goberna, Miguel Angel 46 Jeyakumar, Vaithilingam 43 Flåm, Sjur Didrik 43 Martínez-Legaz, Juan-Enrique 43 Outrata, Jiří V. 41 Iusem, Alfredo Noel 40 Wets, Roger Jean-Baptiste 40 Nguyen Dong Yen 39 Adly, Samir 39 Cho, Yeol Je 39 Hantoute, Abderrahim 38 Ioffe, Alexander Davidovich 38 Pham Dinh Tao 37 Papageorgiou, Nikolaos S. 36 Lewis, Adrian S. 36 Seeger, Alberto 36 Théra, Michel A. 35 Sun, Defeng 35 Wen, Chingfeng 34 Kruger, Alexander Ya. 34 Toh, Kim Chuan 33 Sun, Jie 33 Teboulle, Marc 32 Attouch, Hedy 32 Chuong, Thai Doan 32 Le Thi, Hoai An 32 Reich, Simeon 32 Shapiro, Alexander 31 Qi, Liqun 30 Cholamjiak, Prasit 30 Dontchev, Asen L. 30 He, Bingsheng 30 Volle, Michel 29 Cánovas, María Josefa 29 Mahmudov, Elimhan Nadir 29 Shehu, Yekini 29 Svaiter, Benar Fux 29 Ye, Jane J. 28 Benson, Harold P. 28 Dempe, Stephan 28 Frankowska, Hélène 28 Han, Deren 28 Pang, Liping 28 Parra, Juan 28 Tseng, Paul 27 Ansari, Qamrul Hasan 27 Bertsekas, Dimitri Panteli 27 Clarke, Francis H. 27 Daniilidis, Aris 27 Dinh The Luc 27 Escudero, Laureano Fernando 27 Fang, Shu-Cherng 27 Lee, Gue Myung 27 Li, Guoyin 27 Mewomo, Oluwatosin Temitope 27 Pang, Jong-Shi 27 Ruszczyński, Andrzej 27 Solodov, Mikhail V. 27 Zălinescu, Constantin 26 Burke, James V. 26 Chen, Xiaojun 26 Correa, Rafael 26 Kim, Do Sang 26 Nam, Nguyen Mau 25 Csetnek, Ernö Robert 25 Pennanen, Teemu 25 Qin, Xiaolong 25 Takahashi, Wataru 24 Jefferson, Thomas R. 24 Kurzhanskiĭ, Aleksandr Borisovich 24 Martínez, José Mario 24 Panagiotopoulos, Panagiotis D. 24 Scott, Carlton H. 24 Wanka, Gert 23 Durea, Marius 23 Henrion, René 23 Jourani, Abderrahim 23 Li, Chong 23 Oliveira, Paulo Roberto 23 Pan, Shaohua 23 Suantai, Suthep 23 Verma, Ram U. 23 Xu, Huifu 23 Zheng, Xiyin ...and 11,523 more Authors all top 5 Cited in 795 Serials 1,038 Journal of Optimization Theory and Applications 623 Mathematical Programming. 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Hybrid Systems 23 Journal of the Franklin Institute 23 Journal of Mathematical Physics ...and 695 more Serials all top 5 Cited in 63 Fields 6,415 Operations research, mathematical programming (90-XX) 4,169 Calculus of variations and optimal control; optimization (49-XX) 1,984 Numerical analysis (65-XX) 1,845 Operator theory (47-XX) 1,611 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 805 Systems theory; control (93-XX) 656 Probability theory and stochastic processes (60-XX) 653 Functional analysis (46-XX) 652 Convex and discrete geometry (52-XX) 623 Statistics (62-XX) 608 Real functions (26-XX) 542 Partial differential equations (35-XX) 432 Computer science (68-XX) 403 Ordinary differential equations (34-XX) 385 Mechanics of deformable solids (74-XX) 328 Linear and multilinear algebra; matrix theory (15-XX) 304 General topology (54-XX) 299 Global analysis, analysis on manifolds (58-XX) 281 Information and communication theory, circuits (94-XX) 208 Approximations and expansions (41-XX) 207 Measure and integration (28-XX) 172 Dynamical systems and ergodic theory (37-XX) 119 Biology and other natural sciences (92-XX) 100 Statistical mechanics, structure of matter (82-XX) 99 Differential geometry (53-XX) 97 Combinatorics (05-XX) 97 Mechanics of particles and systems (70-XX) 84 Algebraic geometry (14-XX) 83 Quantum theory (81-XX) 67 Fluid mechanics (76-XX) 61 Mathematical logic and foundations (03-XX) 55 Several complex variables and analytic spaces (32-XX) 43 Number theory (11-XX) 40 Harmonic analysis on Euclidean spaces (42-XX) 38 Difference and functional equations (39-XX) 36 Geometry (51-XX) 34 Functions of a complex variable (30-XX) 31 Order, lattices, ordered algebraic structures (06-XX) 27 Integral transforms, operational calculus (44-XX) 26 Integral equations (45-XX) 26 Classical thermodynamics, heat transfer (80-XX) 23 Optics, electromagnetic theory (78-XX) 21 Nonassociative rings and algebras (17-XX) 20 Manifolds and cell complexes (57-XX) 18 Group theory and generalizations (20-XX) 16 History and biography (01-XX) 16 Topological groups, Lie groups (22-XX) 16 Potential theory (31-XX) 15 General and overarching topics; collections (00-XX) 14 Field theory and polynomials (12-XX) 14 Geophysics (86-XX) 12 Algebraic topology (55-XX) 10 Commutative algebra (13-XX) 10 Abstract harmonic analysis (43-XX) 9 Special functions (33-XX) 9 Sequences, series, summability (40-XX) 8 Associative rings and algebras (16-XX) 5 Relativity and gravitational theory (83-XX) 4 Category theory; homological algebra (18-XX) 2 Mathematics education (97-XX) 1 General algebraic systems (08-XX) 1 \(K\)-theory (19-XX) 1 Astronomy and astrophysics (85-XX) Citations by Year Wikidata Timeline The data are displayed as stored in Wikidata under a Creative Commons CC0 License. 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