R. Tyrrell Rockafellar

Born:
February 10, 1935

Brief Biography

Ralph Tyrrell Rockafellar is a global leader in optimization theory and combinatorics. Born in 1935, Rockafellar studied mathematics at Harvard University, earning degrees in 1957 and 1963. Between receiving his bachelors and PhD, he spent a year abroad as a Fulbright Scholar at the University of Bonn in Germany. Rockafellar’s dissertation, Convex Function of Dual Extremum Problems, was supervised by Dr. Garrett Birkhoff.

Rockafellar first held an assistant professorship at the University of Texas at Austin before joining the faculty at the University of Washington. He has taught courses on the fundamental of optimization and optimization under uncertainty. Rockafellar has supervised sixteen PhD students and has held visiting positions at a number of institutions across the globe including Princeton University, the International Institute of Applied Systems Analysis in Vienna, the University of Paris-Dauphine, and the Mathematics Institute of Copenhagen. He has held editorial positions for seven journals and currently sits on the Editorial Boards of the Journal of Convex Analysis, Set-Valued Analysis, and Archives of Control Sciences.  

In 1970, Rockafellar published Convex Analysis. The book, based on his classroom notes, presents a modern treatment of convexity as applied to mathematical extremum problems. The text covers systems of inequalities, the minimum and maximum of a convex function over a convex set, Lagrange multipliers, and minimax theorems. The book additionally includes coherent and basic material on general convex sets and functions. Variational Analysis, his 1997 book co-written with Roger J-B Wets, was awarded the Frederick W. Lanchester Prize for best publication in operations research and the management sciences. The piece was lauded for the successful presentation of a systemic exposition and a unified treatment of subjects that were previously available only in scattered sources. It was equally celebrated for its new ideas and research results.

For his contributions to convex optimization, nonsmooth analysis, and stochastic programming, Rockafellar was awarded the John von Neumann Theory Prize by the Institute for Operations Research and the Management Sciences (INFORMS) in 1999. His decades long career in the field was celebrated, ranging from his 1963 PhD dissertation to his more recent work on scenario analysis and epiconvergence.

Rockafellar has received numerous other decorations including the Society of Industrial and Applied Mathematics' George B. Dantzig Prize. He is an INFORMS Fellow and has received two honorary doctorates.  Rockafellar has commented on the state of excessive scientific specialization, believing there to be too many meetings and journals as many university libraries fail to subscribe to all publications. Though Rockafellar retired from the University of Washington in 2002, he continues his research as an Adjunct Research Professor at the University of Florida. 

Other Biographies

Wikipedia Entry for R. Tyrrell Rockafellar

University of Washington Department of Mathematics. R. Tyrrell Rockafellar. Accessed April 28, 2015. (link

Education

Harvard University, AB 1957

Harvard University, PhD 1963 (Mathematics Genealogy)

Affiliations

Academic Affiliations

Key Interests in OR/MS

Methodologies
Application Areas

Oral Histories

Vicent L. N. (2002) An interview with R. Tyrrell Rockafellar. Bulletin of the International Center for Mathematics, 12(6): 1-7. (link

Memoirs and Autobiographies

Résumé

R. Tyrrell Rockafellar Curriculum Vita

Memoirs

Convex Optimization. Wikimization: R. Tyrrell Rockafellar. Accessed April 28, 2015. (link

Awards and Honors

SIAM George B. Dantzig Prize 1982

Frederick W. Lanchester Prize 1997

John von Neumann Theory Prize 1999

Institute for Operations Research and the Management Sciences Fellow 2002

Selected Publications

Rockafellar R. T. (1970) Convex Analysis. Princeton University Press: Princeton, NJ.

Rockafellar R. T. (1974) Conjugated Duality and Optimization. Society for Industrial and Applied Mathematics: Philadelphia.

Rockafellar R. T. (1976) Integral Functionals, Normal Integrands, and Measurable Selections. Springer Berlin Heidelberg: Berlin.

Rockafellar R. T. (1976) Monotone operators and the proximal point algorithm. SIAM Journal on Control and Optimization, 14(5): 877-898.

Rockafellar R. T. (1980) Generalized directional derivatives and subgradients of nonconvex functions. Canadian Journal of Mathematics, 32(2): 257-280.

Rockafellar R. T. (1984) Network Flows and Monotropic Optimization. Wiley-Interscience: New York.

Rockafellar R. T. & Wets R. J. B. (1991) Scenarios and policy aggregation in optimization under uncertainty. Mathematics of Operations Research, 16(1): 119-147.

Rockafellar R. T. & Wets R. J. B. (1997) Variational Analysis. Springer-Verlag: Berlin.

Rockafellar R. T. & Uryasev S. (2000) Optimization of conditional value-at-risk. Journal of Risk, 2(1): 21-42.

Rockafellar R. T. & Uryasev S. (2002) Conditional value-at-risk for general loss distributions. Journal of Banking & Finance, 26(7): 1443-1471.