R. Tyrrell Rockafellar
Ralph Tyrrell Rockafellar (born February 10, 1935) is an American mathematician and one of the leading scholars in optimization theory and related fields of analysis and combinatorics.He is the author of four major books including the landmark text "Convex Analysis" (1970),[1] which has been cited more than 27,000 times according to Google Scholar and remains the standard reference on the subject, and "Variational Analysis" (1998, with Roger J-B Wets) for which the authors received the Frederick W. Lanchester Prize from the Institute for Operations Research and the Management Sciences (INFORMS).[5] The dissertation was inspired by the duality theory of linear programming developed by John von Neumann, which Rockafellar learned about through volumes of recent papers compiled by Albert W. Tucker at Princeton University.[8] Rockafellar’s research is motivated by the goal of organizing mathematical ideas and concepts into robust frameworks that yield new insights and relations.In particular, the text dispenses of differentiability as a necessary property in many areas of analysis and embraces nonsmoothness, set-valuedness, and extended real-valuedness, while still developing far-reaching calculus rules.This includes examining the mathematical properties of risk measures and coining the terms "conditional value-at-risk," in 2000 as well as "superquantile" and "buffered failure probability" in 2010, which either coincide with or are closely related to expected shortfall.
MilwaukeeHarvard UniversityConvex analysisMonotone operatorCalculus of variationStochastic programmingOriented matroidvon NeumannFrederick W. Lanchester PrizeINFORMSJohn von Neumann Theory PrizeDoctor Honoris CausaGroningenMontpellierAlicanteMathematical optimizationUniversity of WashingtonUniversity of FloridaUniversity of Texas, AustinThesisDoctoral advisorGarrett BirkhoffFrancis Clarkeoptimization theoryanalysiscombinatoricsRoger J-B WetsInstitute for Operations Research and the Management Sciencesmathematicsapplied mathematicsUniversity of Washington, SeattleMilwaukee, WisconsinJohn D. RockefellerCambridge, MassachusettsHarvard Collegesumma cum laudePhi Beta KappaFulbright ScholarUniversity of BonnMaster of ScienceMarquette UniversityDoctor of Philosophylinear programmingJohn von NeumannAlbert W. TuckerPrinceton UniversityJean-Jacques MoreauHong Kong Polytechnic UniversityUniversity of GrenobleUniversity of Colorado, BoulderUniversity of PisaNational University of SingaporeUniversity of ViennaYale UniversityDantzig PrizeSociety for Industrial and Applied MathematicsMathematical Optimization SocietyJohn von Neumann LectureFellowsInstitute for Scientific Informationhighly cited researchervariational analysisinfinityset-valued mappingssubgradientsFermatoptimization problemsimplicit function theoremLagrange multipliersconvex conjugateproximal gradient methodcontrol systemsgeneral equilibrium theoryfinancial engineeringreliability engineeringrisk measuresexpected shortfallWets, Roger J-BSpringer-VerlagR. C. BoseMathematics of Operations ResearchCiteSeerXWets, Roger J.-B.Werner FenchelConvex functionCharacteristic function (convex analysis)Closed convex functionEpigraph (mathematics)Fenchel conjugateLegendre–Fenchel transformationProper convex functionSubdifferentialSubgradientConvex setCarathéodory's theoremConvex coneDuality (mathematics)Oriented matroidsCarathéodory's theorem (convex hull)Lemma of FarkasMonotropic programmingTucker, Albert W.Set-valued analysisPompeiu–Hausdorff distanceMordukhovich, BorisControl theoryWets, Roger J-BInstitute for Scientific Information highly cited researcherAardal, KarenMathematics Genealogy ProjectJohn von Neumann LecturersLars AhlforsMark KacJean LerayStanislaw UlamSolomon LefschetzFreeman DysonEugene WignerChia-Chiao LinPeter LaxGeorge F. CarrierJames H. WilkinsonPaul SamuelsonJule CharneyJames Lighthill