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Ralph Tyrrell Rockafellar (born
February 10, 1935) is an
American mathematician and one of the
leading scholars in
optimization theory and
related fields...
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functions is
convex but not
necessarily proper convex.
Effective domain Rockafellar & Wets 2009, pp. 1–28. Aliprantis, C.D.; Border, K.C. (2007). Infinite...
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Tyrrell Rockafellar in the
early 1960s. The
generalized subdifferential for
nonconvex functions was
introduced by F.H.
Clarke and R.T.
Rockafellar in the...
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classical Mechanics (Second ed.). Springer. ISBN 0-387-96890-3. MR 0997295.
Rockafellar, R. Tyrrell; Wets,
Roger J.-B. (26 June 2009).
Variational Analysis....
- ISBN 978-1-4419-2026-3. Bauschke,
Heinz H.; Combettes,
Patrick L. (2017). "Fenchel–
Rockafellar Duality".
Convex Analysis and
Monotone Operator Theory in
Hilbert Spaces...
- 2017-02-15 at the
Wayback Machine",
University of
Sydney Rockafellar & Wets 2009, pp. 1–37.
Rockafellar, R. Tyrrell; Wets,
Roger J.-B. (26 June 2009). Variational...
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Encyclopedic Dictionary of Mathematics. MIT Press. ISBN 9780262590204.
Rockafellar,
Ralph Tyrell (2015-04-29).
Convex Analysis.
Princeton University Press...
- ISBN 0-07-054235-X.
Rockafellar & Wets 2009, pp. 1–2. Zakon,
Elias (2004).
Mathematical Analysis I.
Trillia Group. pp. 39–42.
Rockafellar, R. Tyrrell; Wets...
- expositions,
graduate students, and his
collaboration with R.
Tyrrell Rockafellar have had a
profound influence on
optimization theory, com****tions, and...
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minimize the
expected shortfall of a portfolio. The key
contribution of
Rockafellar and
Uryasev in
their 2000
paper is to
introduce the
auxiliary function...
