R. T. Rockafellar - Concepedia

Author

R. T. Rockafellar

Also Known As

R Tyrrell Rockafellar, R. Rockafellar, R. T. ROCKAFELLAR, R. T. Rockafellar, R. TYRRELL ROCKAFELLAR, R. Terry Rockafellar, R. Tyrell. Rockafellar, R. Tyrrel Rockafellar, R. Tyrrell Rockafellar, R.T Rockafellar

303

Publications

55.1K

Citations

H-Index

127

Concepts

All Affiliations

University of Washington University of Florida University of Washington Applied Physics Laboratory Stevens Institute of Technology

About

R. T. Rockafellar is an author at University of Washington specializing in engineering, mathematical programming, and convex optimization.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	62	107	21.8K
2	Business	13	15	11K
3	Management	10	11	8.7K
4	Accounting	3	3	102
5	Law	2	2	80

R. T. Rockafellar

153

Publications

34.5K

Citations

H-Index

Page 1

	Year	Citations
Optimization of conditional value-at-risk R. T. Rockafellar, Stan Uryasev The Journal of Risk Mathematical ProgrammingRisk MetricConstrained OptimizationPortfolio ManagementConditional Value-at-risk	2000	6.3K
Conditional value-at-risk for general loss distributions R. T. Rockafellar, Stan Uryasev Journal of Banking & Finance EngineeringValue-at-riskFinancial Risk ManagementRisk ManagementRisk Metric	2002	3.6K
Monotone Operators and the Proximal Point Algorithm R. T. Rockafellar SIAM Journal on Control and Optimization Mathematical ProgrammingNumerical AnalysisEngineeringVariational AnalysisHilbert Space	1976	3.6K
Scenarios and Policy Aggregation in Optimization Under Uncertainty R. T. Rockafellar, Roger J.‐B. Wets Mathematics of Operations Research Mathematical ProgrammingEngineeringOperations ResearchData-driven OptimizationData Science	1991	1.3K
Augmented Lagrangians and Applications of the Proximal Point Algorithm in Convex Programming R. T. Rockafellar Mathematics of Operations Research Mathematical ProgrammingNumerical AnalysisConvex ProgrammingEngineeringContinuous Optimization	1976	1.2K
On the maximality of sums of nonlinear monotone operators R. T. Rockafellar Transactions of the American Mathematical Society R. T. RockafellarLinear OperatorMonotone Operators.results.The ProblemNonlinear Monotone Operators	1970	898
On the maximal monotonicity of subdifferential mappings R. T. Rockafellar Pacific Journal of Mathematics Variational AnalysisSubdifferential MappingsVariational InequalityFunctional AnalysisNonlinear Functional Analysis	1970	726
The multiplier method of Hestenes and Powell applied to convex programming R. T. Rockafellar Journal of Optimization Theory and Applications Mathematical ProgrammingConic OptimizationNumerical AnalysisEngineeringMultiplier Method	1973	706
Augmented Lagrange Multiplier Functions and Duality in Nonconvex Programming R. T. Rockafellar SIAM Journal on Control Numerical AnalysisMathematical ProgrammingEngineeringNonconvex ProgrammingNonlinear Programming	1974	587
Lagrange Multipliers and Optimality R. T. Rockafellar SIAM Review Mathematical ProgrammingNumerical AnalysisParametric ProgrammingEngineeringConvex Optimization	1993	578

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