R. Tyrrell Rockafellar

Ralph Tyrrell Rockafellar, called Terry, ( born February 10, 1935 in Milwaukee ) is an American mathematician.

Rockafellar made ​​1957 his bachelor 's degree in mathematics summa cum laude from Harvard University, was in 1957/58 as a Fulbright Fellow at the University of Bonn and in 1963 received his doctorate in Garrett Birkhoff at Harvard ( Convex functions and dual extremum problems ). From 1963 he was assistant professor at the University of Texas at Austin and from 1966 Associate Professor and from 1971 professor at the University of Washington in Seattle. In 2003 he retired and adjunct professor at the University of Florida in Gainesville.

It deals with optimization, variational methods and convex analysis with applications in stochastic programming, optimal control theory, economics, financial mathematics.

He was a visiting scholar at the University of Copenhagen (1964 ), visiting professor at Princeton University (1965 /66), the University of Colorado (1978), the University of Grenoble (1973 /74), Pisa (1991 ), Paris -Dauphine (1996 ), Pau (1997) and IIASA in Laxenburg near Vienna (1980 /81).

In 1997 he received the Frederick W. Lanchester - Award and the 1999 John von Neumann Theory Prize, the 1982 George B. Dantzig - Prize and in 1992 he was John von Neumann Lecturer. He holds honorary doctorates from the University of Groningen (1984 ), the University of Montpellier (1995 ), the University of Chile ( 1998) and the University of Alicante ( 2000).

1973 to 1978 he was editor of the SIAM Journal on Control and Optimization, 1990-1995 of the SIAM Journal on Optimization in 1993 and he was co-editor of Convex Analysis.

It is related very distantly with the financial magnates Rockefeller. Rockafellar has been married since 1964 and has three children.

Writings

  • Convex Analysis, Princeton University Press 1970
  • With Asen Dontchev Implicit functions and solution mappings: a view from variational analysis, Springer Verlag 2009
  • Roger J.-B. Wets Variational Analysis, Springer Verlag 1998, 2009
  • The theory of subgradients and its applications to problems of optimization: convex and nonconvex functions, Berlin, Heldermann 1981 ( French edition press de l' Université de Montreal, 1979)
  • Network flows and mono tropic optimization, Wiley 1984
  • Conjugate duality and optimization, SIAM 1974
  • Montone processes of convex and concave type, American Mathematical Society 1967
International Institute for Applied Systems Analysis Frederick W. Lanchester Prize Jan C. Willems Integrated Authority File
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