Publications
Return to R. T.
Rockafellar's home page
-
Risk tuning and generalized linear regression, in preparation
(by R. T. Rockafellar, S. Uryasev and M. Zabarankin).
- Economic equilibrium under uncertainty with
incomplete markets,
in preparation
(by A. Jofre', R. T. Rockafellar and R. J-B Wets).
- Linear-convex control and duality, submitted (by R.
Goebel and R. T. Rockafellar) .
- Local strong convexity and local Lipschitz continuity
of the gradients of
convex functions, in preparation (by R. Goebel and R. T. Rockafellar).
- Implicit Functions and Solution Mappings, book
nearing completion
(by A. L. Dontchev and R. T. Rockafellar).
- Parametrically robust optimality in nonlinear
programming,
Applied and Computational Math. 6 (2006), 59-65
(by A. L. Dontchev and R. T. Rockafellar).
- Robinson's implicit function theorem and its
extensions, Mathematical Programming Ser. B (2007) (by A. L. Dontchev
and R. T. Rockafellar) .
- Equilibrium with investors using a diversity of
deviation measures,
J. Banking and Finance (2007)
(by R. T. Rockafellar, S. Uryasev and M. Zabarankin).
- Variational inequalities and economic equilibrium,
Math. of Operations
Research 32 (2007)
(by A. Jofre', R. T. Rockafellar and R. J-B Wets).
- Optimality conditions in portfolio analysis with
general deviation
measures, Mathematical Programming Ser. B. 108 (2006), 515-540
(by R. T. Rockafellar, S. Uryasev and M. Zabarankin).
- Moreau's proximal mappings and convexity in
Hamilton-Jacobi theory,
in [196], 3-12 (by R. T. Rockafellar).
- Nonsmooth Mechanics and Analysis: Theoretical and
Numerical Advances,
edited conference volume (P. Alart, O. Maisonneuve and R. T.
Rockafellar),
Springer-Verlag, 2005.
- Master funds in portfolio analysis with general
deviation measures, J. Banking and Finance 30 (2005), 743-778 (by R. T.
Rockafellar, S. Uryasev and M. Zabarankin).
- A variational inequality scheme for determining an
economic equilibrium of
classical or extended type, in Variational Analysis and Applications
(F. Giannessi and A. Maugeri, eds.), Springer, 2005, 553-578 (by A.
Jofre', R. T. Rockafellar and R. J-B Wets).
- Hamilton-Jacobi theory and parametric analysis in
fully convex problems of
optimal control, J. Global Optimization 28 (2004), 419-431 (by R. T.
Rockafellar).
- Generalized deviations in risk analysis,
Finance and Stochastics 10 (2006), 51-74 (by R. T. Rockafellar, S.
Uryasev and M. Zabarankin).
- Regularity properties and conditioning in variational
analysis and
optimization, Set-Valued Analysis 12 (2004), 79-109 (by A. L. Dontchev
and R. T. Rockafellar)
.
- A property of piecewise smooth functions,
Comput. Optim. Appl. 25 (2003), 247-250 (by R. T. Rockafellar)
- Envelope representations in Hamilton-Jacobi theory
for fully convex problems of
control, Proceedings 40th IEEE Conf. on Decisions and Control (Orlando,
Florida), 2768-2771 (by R. T. Rockafellar and P. R. Wolenski)
- Duality and dynamics in Hamilton-Jacobi theory for
fully convex problems of
control, Proceedings 40th IEEE Conf. on Decisions and Control (Orlando,
Florida), 2763-2767 (by R. T. Rockafellar and P. R. Wolenski)
- Conditional value-at-risk for general loss
distributions,
J. Banking and Finance 26 (2002), 1443-1471
- Variational Geometry and equilibrium, in Nonconvex
Optimization and its
Applications (P. Daniele, F. Giannessi and A. Maugeri, eds.), Kluwer,
2003
(by M. Patriksson and R. T. Rockafellar)
- Convex analysis in the calculus of variations, in
Advances in Convex
Analysis and Global Optimization (N. Hadjisavvas and P. M. Pardalos,
eds),
Kluwer, 2001, 135-152 (by R. T. Rockafellar)
- Sensitity analysis of aggregated variational
inequality problems,
with application to traffic equilibria,
Transportation Science 37 (2003), 56-68 (by M. Patriksson and R. T.
Rockafellar)
- Generalized conjugacy in Hamilton-Jacobi theory for
fully convex Lagrangians, Convex Analysis 9 (2002), 463-474 (by R.
Goebel and R. T. Rockafellar)
- A mathematical model and descent algorithm for
bilevel traffic
management,
Transportation Science 36 (2002), 271-291 (by M. Patriksson and R. T.
Rockafellar)
-
Graphical convergence of sums of monotone mappings,
Proc. Amer. Math. Soc. 130 (2002), 2261-2269 (by T. Pennanen,
R. T. Rockafellar and M. Théra).
-
The radius of metric regularity, Trans. Amer. Math. Soc. 355
(2003), 493-517 (by A. L. Dontchev, A. S. Lewis and R. T. Rockafellar)
- Optimization of conditional value-at-risk, Journal of
Risk 2 (2000),
493-517 (by R. T. Rockafellar and S. Uryasev)
- Primal-dual solution perturbations in convex
optimization, Set-Valued Analysis 9 (2001), 49-65 (by A. L. Dontchev
and R. T.
Rockafellar)
- Ample parameterization of variational inclusions,
SIAM J. Optimization 12 (2002), 170-187 (by A. L. Dontchev and
R. T. Rockafellar)
- Second-order convex analsis, J. Nonlinear and Convex
Analysis 1 (1999), 1-16 (by R. T. Rockafellar
- Extended nonlinear programming, in Nonlinear
Optimization and Related
Topics (G. Di Pillo and F. Giannessi, eds.), Kluer, 1999, 381-399
- Stability of locally optimal solutions,
SIAM J. Optimization 10 (2000), 580-604 (by A. B. Levy, R. Poliquin and
R. T. Rockafellar)
- Duality and optimality in multistage stochastic
programming, Annals of Operations Research 85 (1999), 1-19 (by R. T.
Rockafellar
- Convexity in Hamilton-Jacobi theory 2: dynamics and
duality, SIAM J. Control Opt. 40 (2001) 1351-1372 (by R. T. Rockafellar
and
P. R. Wolenski)
- Convexity in Hamilton-Jacobi theory 1: dynamics and
duality, SIAM J. Control Opt. 40 (2001) 1323-1350 (by R. T. Rockafellar
and
P. R. Wolenski)
-
Local differentiability of distance functions,
Trans. Amer. Math. Soc. 352 (2000), 5231-5241 (by R. A. Poliquin,
R. T. Rockafellar and L. Thibault)
- Variational Analysis, Grundlehren der Mathematischen
Wissenschaften 317, Springer-Verlag 1997 (733 pages) (by R. T.
Rockafellar and R. J-B Wets). Second printing, with corrections: 2005.
- Proto-derivatives of partial subgradient mappings, J.
Convex Analysis 4 (1997), 221-234 (by R. A. Poliquin and R. T.
Rockafellar)
- Tilt stability of a local
minimum, SIAM J. Optim., 8 (1998), 287-299 (by R. A. Poliquin and
R. T. Rockafellar)
- Characterizations of lipschitzian stability in
nonlinear programming, in Mathematical Programming With Data
Perturbations (A. V. Fiacco, ed.), Marcel Dekker, New York, 1997, 65-82
(by A. Dontchev and R. T. Rockafellar)
- A derivative-coderivative inclusion in second-order
nonsmooth analysis, Set-Valued Analysis 5 (1997), 1--17 (by R. T.
Rockafellar
and D. Zagrodny)
- Bolza problems with general time constraints, SIAM J.
Control Opt. 35 [1997], 2050-2069 (by P. D. Loewen and R. T.
Rockafellar)
- Proto-derivatives and the geometry of solution
mappings in nonlinear programming, in Nonlinear Optimization and
Applications (G. Di Pillo and F. Giannessi, eds.), Plenum, New York,
1996, 249-260 (by A. Levy and R. T. Rockafellar)
- Convergence rates in forward-backward splitting, SIAM
J. Optim. 7 (1997), 421-444 (by G. H.-G. Chen and R. T. Rockafellar) .
- Characterizations of strong regularity for
variational inequalities over polyhedral convex sets, SIAM J. Optim. 6
(1996), 1087-1105 (by A. L. Dontchev and R. T. Rockafellar)
- Second-order nonsmooth analysis in nonlinear
programming, in Recent Advances in Optimization (D. Du, L. Qi and R.
Womersley, eds.), World Scientific Publishers, 1995, 322-350 (by R. A.
Poliquin and R. T. Rockafellar)
- Sensitivity of solutions in nonlinear programming
problems with nonunique multipliers, in Recent Advances in Optimization
(D. Du, L. Qi and R. Womersley, eds.), World Scientific Publishers,
1995, 215-223 (by A. B. Levy and R. T. Rockafellar) .
- Generalized Hessian properties of regularized
nonsmooth functions, SIAM J. Optim. 6 (1996), 1121-1137 (by R. A.
Poliquin and R. T.
Rockafellar) .
-
Prox-regular functions in variational analysis, Trans. Amer. Math.
Soc. 348 (1996), 1805-1838 (by R.A. Poliquin and
R. T. Rockafellar) .
- New necessary conditions for the generalized problem
of Bolza, SIAM J. Control Opt. 34 (1996), 1496-1511 (by P. D. Loewen
and
R. T. Rockafellar) .
- Equivalent subgradient versions of Hamiltonian and
Euler-Lagrange equations in variational analysis, SIAM J. Control Opt.
34 (1996), 1300-1315 (by R. T. Rockafellar .
- Monotone relations and network equilibrium, in
Variational Inequalities and Network Equilibrium Problems (F. Giannessi
and A. Maugeri, eds.), Plenum, London, 1994, 271-288 (by R. T.
Rockafellar) .
- Nonsmooth optimization, in Mathematical Programming:
The State of the Art 1994 (J. R. Birge and K. G. Murty, eds.), Univ. of
Michigan Press, 1994, 248-258 (by R. T. Rockafellar) .
- The Euler and Weierstrass conditions for nonsmooth
variational problems, Calculus of Variations & PDE 4 (1996), 59-87
(by A. D. Ioffe and R. T. Rockafellar) .
- Variational
conditions and the proto-differentiation of partial subgradient mappings,
Nonlinear Anal. Th. Meth. Appl., 26 (1995), 1951-1964 (by A. B. Levy
and
R. T. Rockafellar) .
- Sensitivity
analysis of solutions to generalized equations,
Trans. Amer. Math. Soc., 345 (1994), 661-671(by A. B. Levy and
R. T. Rockafellar).
- Basic issues in Lagrangian optimization, in
Optimization in Planning and Operation of Electric Power Systems (K.
Frauendorfer, H. Glavitsch and R. Bacher, eds.), Physica-Verlag,
Heidelberg, 1993, 3-30 (by R. T. Rockafellar) .
- Extended linear-quadratic programming, SIAG/OPT
Views-and-News, No. 1 (Fall, 1992), 3-6 (by R. T. Rockafellar) .
- Lagrange multipliers and optimality, SIAM Review 35
(1993), 183-238 (by R. T. Rockafellar) .
- Proto-derivative formulas for basic subgradient
mappings in mathematical programming, Set-Valued Analysis 2 (1994),
275-290 (by R. A. Poliquin and R. T. Rockafellar) .
- Mathematics of debt instrument taxation, Financial
Markets, Institutions and Instruments 3 (1994), 1-87 (by J. C. Dermody
and
R. T. Rockafellar) .
- Subgradients and variational analysis, The
Mathematics Student 62 (1993), 113-131 (by R. T. Rockafellar) .
- Amenable functions in optimization, in Nonsmooth
Optimization Methods and Applications (F. Giannessi, ed.), Gordon and
Breach, Philadelphia, 1992, 338-353 (by R.A. Poliquin and R. T.
Rockafellar) .
- Dualization of subgradient conditions for optimality,
Nonlin. Analysis Th. Meth. Appl. 20 (1993), 627-646 (by R. T.
Rockafellar) .
- A calculus of epi-derivatives applicable to
optimization, Canadian J. Math. 45 (1993), 879-896 (by R. A. Poliquin
and R. T.
Rockafellar) .
- Optimal control of unbounded differential inclusions,
SIAM J. Control Opt. 32 (1994), 442-470 (by P. D. Loewen and R. T.
Rockafellar) .
- Tax basis and nonlinearity in cash stream valuation,
Math. Finance 5 (1995), 97-119 (by J. C. Dermody and R. T.
Rockafellar).
- Cosmic convergence, in Optimization and Nonlinear
Analysis (A. Ioffe et al., eds.), Pitman Research Notes in Math. Series
No. 244, Wiley, 1992, 249-272 (by R. T. Rockafellar and R. J-B Wets) .
-
A characterization of epi-convergence in terms of convergence of level
sets,
Proc. Amer. Math. Soc. 116 (1992), 753-761 (by G. Beer,
R. T. Rockafellar and R. J-B Wets).
- On a special class of convex functions, J. Optim.
Theory Appl. 70 (1991), 91 (by R. T. Rockafellar).
- A dual strategy for the implementation of the
aggregation principle in decision making under uncertainty, J. Applied
Stochastic Models and Data Analysis 8 (1992), 245-255 (by R. T.
Rockafellar and R. J-B Wets) .
- Primal-dual projected gradient algorithms for
extended linear-quadratic programming, SIAM J. Optimization 3 (1993),
751-783 (by R. T. Rockafellar and C.-Y. Zhu) .
- Asymptotic theory for solutions in generalized
M-estimation and stochastic programming, Math. of Operations Research
18 (1993), 148-162 (by A. J. King and R. T. Rockafellar) .
- Cash stream valuation in the face of transaction
costs and taxes, Math. Finance 1 (1991) 31-54 (by J. C. Dermody and R.
T. Rockafellar) .
- Large-scale extended linear-quadratic programming and
multistage optimization, in Advances in Numerical Partial Differential
Equations and Optimization (S. Gomez, J.-P. Hennart, R. Tapia, eds.),
SIAM Publications, 1991, 247-261 (by R. T. Rockafellar) .
-
The adjoint arc in nonsmooth optimization, Trans. Amer. Math. Soc.
325 (1991), 39-72 (by P. D. Loewen and
R. T. Rockafellar) .
- Nonsmooth analysis and parametric optimization, in
Methods of Nonconvex Analysis (A. Cellina, ed.), Springer-Verlag
Lecture Notes in Math. No. 1446 (1990), 137-151 (by R. T. Rockafellar)
.
- Sensitivity analysis for nonsmooth generalized
equations, Math. Programming 55 (1992), 193-212 (by A. J. King and R.
T. Rockafellar) .
- Hamiltonian trajectories and duality in the optimal
control of linear systems with convex costs, SIAM J. Control Opt. 27
(1989), 1007-1025 .
- Perturbation of generalized Kuhn-Tucker points in
finite-dimensional optimization, in Nonsmooth Optimization and Related
Topics, F. H. Clarke et al. (eds.), Plenum Press, 1989, 393-402 (by R.
T. Rockafellar) .
- Computational schemes for large-scale problems in
extended linear-quadratic programming, Math. Programming 48 (1990),
447-474 (by R. T. Rockafellar) .
- An internal variable theory of elastoplasticity based
on the maximum plastic work inequality, Quart. Appl. Math. 47 (1990),
59-83 (by R. A. Eve, B. D. Reddy and R. T. Rockafellar).
-
Generalized second derivatives of convex functions and saddle functions,
Trans. Amer. Math. Soc. 322 (1990), 51-77 (by R. T. Rockafellar) .
- A simplex-active-set algorithm for piecewise
quadratic programming" in Advances in Optimization and Approximation
(D.-Z. Du and J. Sun, eds.), Kluwer, 1994, 275-292 (by R. T.
Rockafellar and J. Sun) .
- Proto-differentiability of set-valued mappings and
its applications in optimization, in Analyse Non Linéaire, H.
Attouch et al. (eds.), Gauthier-Villars, Paris, 1989, 449-482 (by R. T.
Rockafellar) .
- Scenarios and policy aggregation in optimization
under uncertainty, Math. of Oper. Res. 16 (1991), 119-147 (by R. T.
Rockafellar and R. J-B Wets) .
- On the essential boundedness of solutions to problems
in piecewise linear-quadratic optimal control, in Analyse
Mathématique et Applications, F. Murat and O. Pironneau (eds.),
Gauthier-Villars, Paris, 1988, 437-444 (by R. T. Rockafellar) .
- Multistage convex programming and discrete-time
optimal control, Control and Cybernetics 17 (1988), 225-246 (by R. T.
Rockafellar).
-
Generalized linear-quadratic problems of deterministic and stochastic
optimal control in discrete time, SIAM J. Control Opt. 28 (1990),
810-822 (with R. J-B Wets).
- Second-order optimality conditions in nonlinear
programming obtained by way of epi-derivatives, Math. of Op. Res. 14
(1989), 462-484
(by R. T. Rockafellar).
-
First- and second-order epi-differentiability in nonlinear programming,
Trans. Amer. Math. Soc. 307 (1988), 75-108 (by R. T. Rockafellarf).
- A generalized approach to linear-quadratic
programming, Proceedings Internat'l Conf. on Numerical Optimization and
Appl. (Xi'an, China, 1986), 58-63 (by R. T. Rockafellar).
- Linear-quadratic programming and optimal control,
SIAM J. Control and Opt. 25 (1987), 781-814 (by R. T. Rockafellar).
- Lake eutrophication management: the Lake Balaton
project, in Numerical Techniques for Stochastic Optimization Problems,
Y. Ermoliev and R. J-B Wets (eds.), Springer-Verlag, 1987, 435-448 (by
A. King, R. T. Rockafellar, L. Somlyody and R. J-B Wets).
- A note about projections in the implementation of
stochastic quasi-gradient methods, in Numerical Techniques for
Stochastic Optimization Problems, Y. Ermoliev and R. J-B Wets (eds.),
Springer-Verlag, 1987, 385-392 (by R. T. Rockafellar and R. J-B Wets).
- Linear-quadratic problems with stochastic penalties:
the finite generation algorithm, in Stochastic Optimization , V. I.
Arkin, A. Shiraev and R. J-B Wets (eds.), Springer-Verlag Lecture Notes
in Control and Information Sciences No. 81, 1987, 545-560 (by R. T.
Rockafellar and R. J-B Wets).
- Optimization: A case for the development of new
mathematical concepts, J. Computational and Appl. Math. 22 (1988),
243-255
(by R. T. Rockafellar).
- A Lagrangian finite generation technique for solving
linear-quadratic problems in stochastic programming, Math. Programming
Studies 28 (1986), 63-93 (by R. T. Rockafellar and R. J-B Wets).
- Lipschitzian properties of multifunctions, Nonlin.
Analysis Th. Meth. Appl. 9 (1985), 867-885 (by R. T. Rockafellar).
- Lipschitzian stability in optimization: the role of
nonsmooth analysis, in Nondifferentiable Optimization: Motivations and
Applications, V. Demyanov and D. Pallatschke (eds.), Springer-Verlag
Lecture Notes in Economics and Math. Systems No. 255, 1985, 55-73 (by
R. T. Rockafellar).
- Monotropic programming: a generalization of linear
programming and network programming, in Convexity and Duality in
Optimization, J. Ponstein (ed.), Springer-Verlag Lecture Notes in
Economics and Math. Systems, No. 256, 1985, 10-36 (by R. T.
Rockafellar).
- Maximal monotone relations and the second derivatives
of nonsmooth functions, Ann. Inst. H. Poincaré Analyse Non
Linéaire 2 (1985), 167-184 (by R. T. Rockafellar).
- Extensions of subgradient calculus with applications
to optimization, Nonlin. Analysis: Th. Meth. Appl. 9 (1985), 665-698
(by R. T. Rockafellar).
- Network Flows and Monotropic Optimization,
Wiley-Interscience, 1984 (610 pages); republished by Athena Scientific,
1998 (by R. T.
Rockafellar).
- Variational systems: an introduction, in
Multifunctions and Integrands, G. Salinetti (ed.), Springer-Verlag
Lecture Notes in Math. No. 1091, 1984, 1-54 (by R. T. Rockafellar and
R. J-B Wets).
- Automatic step sizes for the descent algorithms in
monotropic programming, in Mathematical Programming, R.W. Cottle et al.
(eds.), Elsevier (North-Holland), 1984, 337-346 (by R. T. Rockafellar).
- Directional differentiability of the optimal value
function in a nonlinear programming problem, Math. Programming Studies
21 (1984), 213-226 (by R. T. Rockafellar).
- Differentiability properties of the minimum value in
an optimization problem depending on parameters, Proceedings of the
International Congress of Mathematicians, Warsaw, 1983, 1419-1423 (by
R. T. Rockafellar).
- A dual solution procedure for quadratic stochastic
programming problems with simple recourse, in Numerical Methods, V.
Pereyra and A. Reinoza (eds.), Springer-Verlag Lecture Notes in Math.,
No. 1005, 1983, 252-265 (by R. T. Rockafellar and R. J-B Wets).
- Generalized subgradients in mathematical programming,
in Math. Programming Bonn 1982 -- The State of the Art, A. Bachem, M.
Groetschel and B. Korte (eds.), Springer-Verlag, 1983, 368-380
(by R. T. Rockafellar).
- Marginal values and second-order conditions for
optimality, Math. Programming 26 (1983), 245-286 (by R. T.
Rockafellar).
- Deterministic and stochastic optimization problems of
Bolza type in discrete time, Stochastics 10 (1983), 273-312 (by R. T.
Rockafellar
and R. J-B Wets).
- On the interchange of subdifferentiation and
conditional expectation for convex functionals, Stochastics 7 (1982),
172-182 (by R. T.
Rockafellar and R. J-B Wets).
- Favorable classes of Lipschitz continuous functions in
subgradient optimization, in Progress in Nondifferentiable
Optimization, E. Nurminski (ed.), IIASA Collaborative Proceedings
Series, International Institute of Applied Systems Analysis, Laxenburg,
Austria, 1982, 125-144
(by R. T. Rockafellar).
- Lagrange multipliers and subderivatives of optimal
value functions in nonlinear programming, Math. Programming Study 17
(1982), 28-66 (by R. T. Rockafellar).
- Generalized subgradients in nonconvex programming, in
Math. Methods in Operations Research, A. Dontchev (ed.), Sofia, 1981,
103-110 (by R. T. Rockafellar).
- Optimality conditions for convex control problems with
nonnegative states and the possibility of jumps, in Game Theory and
Math. Economics, O. Moeschlin (ed.), North-Holland, 1981, 339-349 (by
R. T.
Rockafellar).
- Monotropic programming: descent algorithms and
duality, in Nonlinear Programming 4, O.L. Mangasarian (ed.), Academic
Press, 1981, 327-366 (by R. T. Rockafellar).
- Proximal subgradients, marginal values, and augmented
Lagrangians in nonconvex optimization, Math. of Op. Res. 6 (1981),
427-437 (by R. T. Rockafellar).
- Almost sure existence of Lagrangian price vectors in
nonlinear programming, in Math. Programming and its Applications, C.
Castellani and P. Mazzolini (eds.), Angeli, Milan, 1981, 255-262 (by R.
T.
Rockafellar).
- The Theory of Subgradients and its Applications to
Problems of Optimization: Convex and Nonconvex Functions,
Helderman-Verlag, Berlin, 1981 (107 pages). English version of [82] (by
R. T. Rockafellar).
- Generalized directional derivatives and subgradients
of nonconvex functions, Canadian J. Math. 32 (1980), 157-180 (by R. T.
Rockafellar).
- Lagrange multipliers and variational inequalities, in
Variational Inequalities and Complementarity Problems, R. W. Cottle, F.
Giannessi and J.L. Lions (eds.), Wiley, 1980, 303-322 (by R. T.
Rockafellar).
- La Théorie des Sous-Gradients et Ses
Applications à l'Optimisation: Fonctions Convexes et Non
Convexes, Collection Chaire Aisenstadt, Presses de l'Université
de Montréal, 1979 (130 pages) (by R. T.
Rockafellar).
- The generic nature of optimality conditions in
nonlinear programming, Math. of Oper. Res. 4 (1979), 425-430 (by R. T.
Rockafellar).
- Directionally Lipschitzian functions and
subdifferential calculus, Proc. London Math. Soc. 39 (1979), 331-355
(by R. T. Rockafellar).
- Convex processes and Hamiltonian dynamical systems, in
Convex Analysis and Math. Economics, J. Kreins (ed.), Springer-Verlag
Lecture Notes in Math. Econ. No. 168, 1979, 122-136 (by R. T.
Rockafellar).
- Clarke's tangent cones and the boundaries of closed
sets in Rn , Nonlin. Analysis: Th.
Meth. Appl. 3 (1979), 145-154 (by R. T. Rockafellar).
- Duality in optimal control, in Mathematical Control
Theory, W. A. Coppel (ed.), Springer-Verlag Lecture Notes in Math. No.
680, 1978, 219-257 (by R. T. Rockafellar).
- Monotone operators and augmented Lagrangian methods in
nonlinear programming, in Nonlinear Programming 3, O. L. Mangasarian et
al. (eds.), Academic Press, 1978, 1-25 (by R. T. Rockafellar).
- Higher derivatives of conjugate convex functions, Int.
J. Applied Analysis 1 (1977), 41-43 (by R. T. Rockafellar).
-
The optimal recourse problem in discrete time: L1-multipliers
for inequality constraints, SIAM J. Control. Opt. 16 (1978) 16-36
(R. T. Rockafellar and R. J-B. Wets).
- Integral functionals, normal integrands and mesurable
selections, in Nonlinear Operators and the Calculus of Variations, L.
Waelbroeck (ed.), Lecture notes in Math. No. 543, Springer-Verlag,
1976, 157-207 (by R. T. Rockafellar).
- Dual problems of Lagrange for arcs of bounded
variation, in Calculus of Variations and Control Theory, D. L. Russell
(ed.), Academic Press, 1976, 155-192 (by R. T. Rockafellar).
- Augmented Lagrangians and applications of the proximal
point algorithm in convex programming, Math. of Oper. Res. 1 (1976),
97-116 (by R. T. Rockafellar).
- Measures as Lagrange multipliers in multistage
stochastic programming, J. Math. Analysis Appl. 60 (1977), 301-313 (by
R. T.
Rockafellar).
- A growth property in concave-convex Hamiltonian
systems, J. Econ. Theory 12 (1976), 191-196 (by R. T. Rockafellar).
- Nonanticipativity and L--martingales in stochastic
optimization problems, in Stochastic Systems: Modeling, Identification,
and Optimization, Math. Programming Study 6 (1976), 170-187 (by R. T.
Rockafellar).
- Lagrange multipliers in optimization, SIAM-AMS
Proceedings, Vol. 9, R. W. Cottle and C. E. Lemke (eds.), 1976, 145-168
(by R. T.
Rockafellar).
- Monotone operators and the proximal point algorithm,
SIAM J. Control Opt. 14 (1976), 877-898 (by R. T. Rockafellar).
-
Stochastic convex programming: relatively complete recourse and induced
feasibility, SIAM J. Control. Opt. 14 (1976) 547-589 (by R. T.
Rockafellar and R. J-B. Wets).
- Semigroups of convex bifunctions generated by Lagrange
problems in the calculus of variations, Math. Scandinavica 36 (1975),
137-158 (by R. T. Rockafellar).
- Saddle points of Hamiltonian systems in convex
Lagrange problems having a nonzero discount rate, J. Econ. Theory 12
(1976), 71-113 (by R. T. Rockafellar).
- Stochastic convex programming: Kuhn-Tucker conditions,
J. Math. Econ. 2 (1975), 349-370 (by R. T. Rockafellar and R. J-B
Wets).
- On the equivalence of multistage recourse models in
stochastic optimization, in Control Theory, Numerical Methods and
Computer Systems Modelling, Lecture Notes in Econ. and Math. Systems
No. 107, Springer-Verlag, 1974, 314-321 (by R. T. Rockafellar).
- Solving a nonlinear programming problem by way of a
dual problem, Symposia Mathematica 19 (1976), 135-160 (by R. T.
Rockafellar).
- Lagrange multipliers for an N-stage model in
stochastic convex programming, in Analyse Convexe et Ses Applications,
J.-P. Aubin (ed.), Springer-Verlag, 1974, 180-187 (by R. T.
Rockafellar).
-
Stochastic convex programming: singular multipliers and extended
duality singular multipliers and duality, Pacific J. Math. 62
(1976), 507–522 (by R. T. Rockafellar and R. J.-B. Wets).
- Existence theorems for general control problems of
Bolza and Lagrange, Advances in Math. 15 (1975), 315-333 (by R. T.
Rockafellar).
-
Stochastic convex programming: basic duality, Pacific J. Math. 62
(1976), 173–195 (by R. T. Rockafellar and R. J.-B. Wets).
- Continuous versus measurable recourse in N-stage
stochastic programming, J. Math. Analysis Appl. 48 (1974), 836-859 (by
R. T.
Rockafellar).
- Conjugate Duality and Optimization, No. 16 in
Conference Board of Math. Sciences Series, SIAM Publications, 1974 (79
pages) (by R. T.
Rockafellar).
- Penalty methods and augmented Lagrangians in nonlinear
programming, in Fifth Conference on Optimization Techniques, R. Conti
and A. Ruberti (eds.), Springer-Verlag, 1973, 518-525 (by R. T.
Rockafellar).
-
Augmented Lagrange multiplier functions and duality in nonconvex
programming, SIAM J. Control 12 (1974) 268-285 (by R. T.
Rockafellar).
- The multiplier method of Hestenes and Powell applied
to convex programming, J. Opt. Theory Appl. 12 (1973), 555-562 (by R.
T.
Rockafellar).
- A dual approach to solving nonlinear programming
problems by unconstrained optimization, Math. Programming 5 (1973),
354-373 (by R. T. Rockafellar).
- Convex algebra and duality in dynamic models of
production, in Mathematical Models of Economics, J. Lo´s (ed.),
North-Holland, 1973, 351-378 (by R. T. Rockafellar).
- Bibliographical supplement to convex analysis, 193
additional items with comments (22 pages), updating the original
bibliography of [25]; published in the Russian edition of the book:
Mir, 1973 (by R. T.
Rockafellar).
- Dual problems of optimal control, in Techniques of
Optimization, A. V. Balakrishnan (ed.), Academic Press, 1972, 423-431
(by
R. T. Rockafellar).
- Saddle points of Hamiltonian systems in convex
problems of Lagrange, J. Opt. Theory Appl. 12 (1973), 367-390 (by R. T.
Rockafellar).
-
Optimal arcs and the minimum value function in problems of Lagrange,
Trans. Amer. Math. Soc. 180 (1973), 53-83 (by R. T. Rockafellar).
-
State constraints in convex control problems of Bolza, SIAM J.
Control 10 (1972), 691-715 (by R. T. Rockafellar).
- Convex integral functionals and duality, in
Contributions to Nonlinear Functional Analysis, E. Zaratonello (ed.),
Academic Press, 1971, 215-236 (by R. T. Rockafellar).
- New applications of duality in nonlinear programming,
in Proceedings of the Fourth Conference on Probability Theory (Brasov,
Romania, 1971), Editura Academmi R.S.R., 1973, 73-81 (by R. T.
Rockafellar).
- Weak compactness of level sets of integral
functionals, Troisième Colloque d'Analyse Fonctionelle (CBRM,
Liège, Belgium, 1970), H. G. Garnir (ed.), 1971, 85-98 (by R. T.
Rockafellar).
- Saddle points and convex analysis, in Differential
Games and Related Topics, H.W. Kuhn and G.P. Szegö (eds.),
North-Holland, 1971, 109-128 (by R. T. Rockafellar).
- Some convex programs whose duals are linearly
constrained, Nonlinear Programming, J. B. Rosen and O. L. Mangasarian
(eds.), Academic Press, 1970, 293-322 (by R. T. Rockafellar).
-
Existence and duality theorems for convex problems of Bolza, Trans.
Amer. Math. Soc. 159 (1971), 1-40 (by R. T. Rockafellar).
- Ordinary convex programs without a duality gap, J.
Opt. Theory Appl. 7 (1971), 143-148 (by R. T. Rockafellar).
-
Integrals which are convex functionals. II, Pacific J. Math. 39
(1971), 439–469 (by R. T. Rockafellar).
-
Generalized Hamiltonian equations for convex problems of Lagrange,
Pacific J. Math. 33 (1970), 411–427 (by R. T. Rockafellar).
- Conjugate convex functions in optimal control and the
calculus of variations, J. Math. Analysis Appl. 32 (1970), 174-222 (by
R. T.
Rockafellar).
- Measurable dependence of convex sets and functions on
parameters, J. Math. Analysis Appl. 28 (1969), 4-25 (by R. T.
Rockafellar).
- Convex functions, monotone operators and variational
inequalities, in Theory and Applications of Monotone Operators, A.
Ghizzetti (ed.), Tipografia Oderisi Editrice, Gubbio, Italy, 1969,
34-65 (by R. T.
Rockafellar).
-
On the maximal monotonicity of subdifferential mappings, Pacific J.
Math. 33 (1970), 209–216 (by R. T. Rockafellar).
On
the maximality of sums of nonlinear monotone operators, Trans.
Amer. Math. Soc. 149 (1970), 75–88 (by R. T. Rockafellar).
-
Local boundedness of nonlinear, monotone operators, Michigan Math.
J. 16 (1969), 397–407 (by R. T. Rockafellar).
- Monotone operators associated with saddle-functions
and minimax problems, in Nonlinear Functional Analysis, Part 1, F. E.
Browder (ed.), Proceedings of Symposia in Pure Math. 18, Amer. Math.
Soc., 1970, 241-250 (by R. T. Rockafellar).
- On the virtual convexity of the domain and range of a
nonlinear maximal monotone operator, Math. Annalen 185 (1970), 81-90
(by R. T.
Rockafellar).
- Convexity properties of nonlinear maximal monotone
operators, Bull. Amer. Math. Soc. 75 (1969), 74-77 (by R. T.
Rockafellar).
- Convex Analysis, Vol. 28 of Princeton Math. Series,
Princeton Univ. Press, 1970 (470 pages) (by R. T. Rockafellar). Also
available from 1997 in paperback from the same publisher, in the series
Princeton Landmarks in Mathematics and Physics.
- Convex functions and duality in optimization problems
and dynamics, in Mathematical Systems Theory and Economics I, H. W.
Kuhn and G. P. Szegö (eds.), Springer-Verlag, 1969, 117-141 (by R.
T. Rockafellar).
- Conjugate convex functions in nonlinear programming,
in Proceedings of the Sixth International Symposium on Math.
Programming, H. W. Kuhn and A. W. Tucker (eds.), Dept. of Math.,
Princeton University, 1970, 418-485 (by R. T. Rockafellar).
- Duality in nonlinear programming, in Mathematics of
the Decision Sciences, Part 1, G. B. Dantzig and A. F. Veinott (eds.),
Lectures n Applied Math., Vol. II, Amer. Math. Soc., 1968, 401-422 (by
R. T.
Rockafellar).
-
Gradients of convex functions, Trans. Amer. Math. Soc. 139 (1969),
443-467 (by E. Asplund and R. T.
Rockafellar).
- The elementary vectors of a subspace of Rn, in Combinatorial Mathematics and its
Applications, R. C. Bose and T. A. Dowling (eds.), Univ. of North
Carolina Press, 1969, 104-127 (by R. T. Rockafellar).
-
A model of cell cleavage, Biophys. J. 7 (1967), 659-673 (by J.
Prothero and R. T. Rockafellar).
-
Convex functions on convex polytopes, Proc. Amer. Math. Soc. 19
(1968), 867-873 (by D. Gale, V. L. Klee and
R. T. Rockafellar).
-
Integrals which are convex functionals. I, Pacific J. Math. 24, no.
3 (1968), 525–539 (by R. T. Rockafellar).
- Convex programming and systems of elementary monotonic
relations, J. Math. Analysis Appl. 19 (1967), 167-187 (by R. T.
Rockafellar).
- A monotone convex analog of linear algebra, in Proc.
Colloquium on Convexity, Copenhagen, 1965, W. Fenchel (ed.), Matematisk
Institut, Copenhagen, 1967, 261-276 (by R. T. Rockafellar).
- Conjugates and Legendre transforms of convex
functions, Canad. J. Math. 19 (1967), 200-205 (by R. T. Rockafellar).
-
A general correspondence between dual minimax problems and convex
programs, Pacific J. Math. 25 (1968), 597–611 (by R. T.
Rockafellar).
-
Duality and stability in extremum problems involving convex functions,
Pacific J. Math. 21 (1967), 167–187 (by R. T. Rockafellar).
- Monotone Processes of Convex and Concave Type, Memoir
77, Amer. Math. Soc., 1967 (79 pages) (by R. T. Rockafellar).
-
Characterization of the subdifferentials of convex functions,
Pacific J. Math. 17 (1966), 497–510 (by R. T. Rockafellar).
- Minimax theorems and conjugate saddle-functions, Math.
Scandinavica 14 (1964), 151-173 (by R. T. Rockafellar).
-
Extension of Fenchel's duality theorem for convex functions, Duke
Math. J. 33 (1966), 81-89 (by R. T. Rockafellar).
-
On the subdifferentiability of convex functions, Proc. Amer. Math.
Soc. 16 (1965), 605-611 (by A. Brøndsted and R. T.
Rockafellar).
-
Level sets and continuity of conjugate convex functions, Trans.
Amer. Math. Soc. 123 (1966), 46-63 (by R. T. Rockafellar).
-
Helly’s theorem and minima of convex functions, Duke Math. J. 32
(1965), 381–39 (by R. T. Rockafellar)7.
- A necessary condition for the existence of best
approximations, J. Math. Mech. 13 (1964), 1037-1038 (by B. Kripke and
R. T. Rockafellar).
-
A combinatorial algorithm for linear programs in the general mixed form,
SIAM J. 12 (1964), 215-225 (by R. T. Rockafellar).
- Duality theorems for convex functions, Bull. Amer.
Math. Soc. 70 (1964), 189-192 (by R. T. Rockafellar).
- Convex Functions and Dual Extremum Problems, doctoral
dissertation, Dept. of Mathematics, Harvard University, 1963 (175
pages) (by R. T. Rockafellar).