Roger J–B Wets
Encyclopedia
In mathematical optimization, Roger J-B Wets is a pioneer in stochastic programming
and a leader in variational analysis
.
The legal name of Roger J–B Wets lacks periods in the middle name.
at the operations research
program at the University of California, Berkeley
. Other students included Richard W. Cottle, soon a leader in quadratic programming
and the linear complementarity problem
, Ellis Johnson, soon a leader in integer programming
and combinatorial optimization
, and Richard Van Slyke, soon a leader in computational control theory
and large-scale optimization
.
Wets is now professor at the mathematics department of the University of California, Davis
.
were each awarded the George B. Dantzig Prize for "original research that has had a major impact on the field of mathematical programming" in 1994 by the Society for Industrial and Applied Mathematics
(SIAM) the Mathematical Programming Society (MPS).
Wets and his coauthor R. Tyrrell Rockafellar were awarded the Frederick W. Lanchester Prize
for 1997 by Institute for Operations Research and the Management Sciences
(INFORMS).
Stochastic programming
Stochastic programming is a framework for modeling optimization problems that involve uncertainty. Whereas deterministic optimization problems are formulated with known parameters, real world problems almost invariably include some unknown parameters. When the parameters are known only within...
and a leader in variational analysis
Calculus of variations
Calculus of variations is a field of mathematics that deals with extremizing functionals, as opposed to ordinary calculus which deals with functions. A functional is usually a mapping from a set of functions to the real numbers. Functionals are often formed as definite integrals involving unknown...
.
The legal name of Roger J–B Wets lacks periods in the middle name.
Career
Raised in Belgium, Roger J–B Wets was encouraged by Jacques H. Drèze to study optimization with George DantzigGeorge Dantzig
George Bernard Dantzig was an American mathematical scientist who made important contributions to operations research, computer science, economics, and statistics....
at the operations research
Operations research
Operations research is an interdisciplinary mathematical science that focuses on the effective use of technology by organizations...
program at the University of California, Berkeley
University of California, Berkeley
The University of California, Berkeley , is a teaching and research university established in 1868 and located in Berkeley, California, USA...
. Other students included Richard W. Cottle, soon a leader in quadratic programming
Quadratic programming
Quadratic programming is a special type of mathematical optimization problem. It is the problem of optimizing a quadratic function of several variables subject to linear constraints on these variables....
and the linear complementarity problem
Linear complementarity problem
In mathematical optimization theory, the linear complementarity problem arises frequently in computational mechanics and encompasses the well-known quadratic programming as a special case...
, Ellis Johnson, soon a leader in integer programming
Integer programming
An integer programming problem is a mathematical optimization or feasibility program in which some or all of the variables are restricted to be integers. In many settings the term refers to integer linear programming, which is also known as mixed integer programming.Integer programming is NP-hard...
and combinatorial optimization
Combinatorial optimization
In applied mathematics and theoretical computer science, combinatorial optimization is a topic that consists of finding an optimal object from a finite set of objects. In many such problems, exhaustive search is not feasible...
, and Richard Van Slyke, soon a leader in computational control theory
Control theory
Control theory is an interdisciplinary branch of engineering and mathematics that deals with the behavior of dynamical systems. The desired output of a system is called the reference...
and large-scale optimization
Benders' decomposition
Benders' decomposition is a technique in mathematical programming that allows the solution of very large linear programming problems that have a special block structure...
.
Wets is now professor at the mathematics department of the University of California, Davis
University of California, Davis
The University of California, Davis is a public teaching and research university established in 1905 and located in Davis, California, USA. Spanning over , the campus is the largest within the University of California system and third largest by enrollment...
.
Awards
Wets and Claude LemaréchalClaude Lemaréchal
Claude Lemaréchal is a French applied mathematician.In mathematical optimization, Claude Lemaréchal is known for his work in numerical methods for nonlinear optimization, especially for problems with nondifferentiable kinks. Lemaréchal and Phil...
were each awarded the George B. Dantzig Prize for "original research that has had a major impact on the field of mathematical programming" in 1994 by the Society for Industrial and Applied Mathematics
Society for Industrial and Applied Mathematics
The Society for Industrial and Applied Mathematics was founded by a small group of mathematicians from academia and industry who met in Philadelphia in 1951 to start an organization whose members would meet periodically to exchange ideas about the uses of mathematics in industry. This meeting led...
(SIAM) the Mathematical Programming Society (MPS).
Wets and his coauthor R. Tyrrell Rockafellar were awarded the Frederick W. Lanchester Prize
Frederick W. Lanchester Prize
The Frederick W. Lanchester Prize is an Institute for Operations Research and the Management Sciences prize given for the best contribution to operations research and the management sciences published in English. It is named after Frederick W. Lanchester.-Past winners:* 1954 Leslie C. Edie* 1955...
for 1997 by Institute for Operations Research and the Management Sciences
Institute for Operations Research and the Management Sciences
The Institute for Operations Research and the Management Sciences is an international society for practitioners in the fields of operations research and management science...
(INFORMS).
Research
- Michael X. Dong a; Roger J–B Wets. Estimating density functions: A constrained maximum likelihood approach, Journal of Nonparametric Statistics, Volume 12, Issue 4 2000 , pages 549–595 DOI: 10.1080/10485250008832822
- Rockafellar, R. T.; Wets, R. J.-B. On the interchange of subdifferentiation and conditional expectations for convex functionals. Stochastics 7 (1982), no. 3, 173—182.
- Rockafellar, R. T.; Wets, Roger J.-B. Variational systems, an introduction. Multifunctions and integrands (Catania, 1983), 1–54, Lecture Notes in Math., 1091, Springer, Berlin, 1984.
- Rockafellar, R. T. and Wets, Roger J.-B.. "Scenarios and policy aggregation in optimization under uncertainty". Math. Oper. Res. 16 (1991), no. 1, 119—147.
- R. Tyrrell RockafellarR. Tyrrell Rockafellar* for the George Dantzig Prize in 1994 in Optima, Issue 44 page 5.- Books :* Rockafellar, R. Tyrrell. Conjugate duality and optimization. Lectures given at the Johns Hopkins University, Baltimore, Md., June, 1973. Conference Board of the Mathematical Sciences Regional Conference Series in Applied...
, Roger J-B Wets, Variational Analysis, Springer-Verlag, 2005, ISBN 3540627723, ISBN 978-3540627722
- Salinetti, Gabriella and Wets, Roger J-B (1986) On the convergence in distribution of measurable multifunctions (random sets), normal integrands, stochastic processes and stochastic infima. Mathematics of Operations Research 11 , pp. 385–419.
- Wets, Roger J-B (1991) Constrained estimation: consistency and asymptotics. Applied Stochastic Models and Data Analysis 7 , pp. 17–32.
- Roger JB Wets "Statistical estimation from an optimization viewpoint" Annals of Operations Research, Volume 85, January 1999, Pages 79–10 DOI 10.1023/A:1018934214007
- Roger J–B Wets and J. Dupacova. "Asymptotic behavior of statistical estimators and of optimal solutions for stochastic optimization" problems´. Ann. Stat. 16 (1988).
Biographical
- Citation of Roger Wets for the George DantzigGeorge DantzigGeorge Bernard Dantzig was an American mathematical scientist who made important contributions to operations research, computer science, economics, and statistics....
Prize in 1994 in Optima, Issue 44 (1994) page 5.
External links
- Homepage of Roger J-B Wets at the Mathematics Department of the University of California, Davis.