Roger J-B Wets: Difference between revisions
date format audit, link maintenance, refine ref details |
|||
Line 1: | Line 1: | ||
{{short description|Belgian American mathematician}} |
{{short description|Belgian American mathematician}} |
||
⚫ | |||
{{Infobox scientist |
{{Infobox scientist |
||
| name = Roger J-B Wets |
| name = Roger J-B Wets |
||
| birth_date = {{birth year and age|1937|2}} |
| birth_date = {{birth year and age|df=yes|1937|2}} |
||
| birth_place = [[Belgium]]<ref> |
| birth_place = [[Belgium]]<ref>{{cite book|author=John Simon Guggenheim Memorial Foundation|title=Reports of the President and the Treasurer - John Simon Guggenheim Memorial Foundation|url=https://books.google.com/books?id=xbeaAAAAIAAJ|year=1981|publisher=John Simon Guggenheim Memorial Foundation.}}</ref> |
||
| citizenship = |
| citizenship = |
||
| nationality = |
| nationality = |
||
Line 17: | Line 18: | ||
| website = {{URL|http://www.math.ucdavis.edu/~rjbw/}} |
| website = {{URL|http://www.math.ucdavis.edu/~rjbw/}} |
||
}} |
}} |
||
'''Roger Jean-Baptiste Robert Wets''' (born February 1937) is a "pioneer" in [[stochastic programming]]<ref name="COSP" >{{harvtxt|Anonymous|2004|p=1}}</ref> and a leader in [[calculus of variations|variational analysis]] who publishes as '''Roger J-B Wets'''. His research, expositions, graduate students, and his collaboration with [[R. Tyrrell Rockafellar]] have had a profound influence on optimization theory, computations, and applications.<ref name="COSP"/><ref name="INFORMS"/><ref name="Dantzig"/> Since 2009, Wets has been a distinguished research professor at the |
'''Roger Jean-Baptiste Robert Wets''' (born February 1937) is a "pioneer" in [[stochastic programming]]<ref name="COSP" >{{harvtxt|Anonymous|2004|p=1}}</ref> and a leader in [[calculus of variations|variational analysis]] who publishes as '''Roger J-B Wets'''. His research, expositions, graduate students, and his collaboration with [[R. Tyrrell Rockafellar]] have had a profound influence on optimization theory, computations, and applications.<ref name="COSP"/><ref name="INFORMS"/><ref name="Dantzig"/> Since 2009, Wets has been a distinguished research professor at the mathematics department of the [[University of California, Davis]].<ref name="WetsCV" >{{harvtxt|Wets|2011}}</ref><ref name="WetsBio" >{{harvtxt|Wets|2011b}}</ref> |
||
==Schooling and positions== |
==Schooling and positions== |
||
Roger Wets attended high school in Belgium, after which he worked for his family while earning his ''[[Licenciate#Belgium|Licence]]'' in applied economics from [[Université de Bruxelles]] (Brussels, Belgium) in 1961.<ref name="Aardal3" >{{harvtxt|Aardal|1995|p=[http://www.mathopt.org/Old-Optima-Issues/optima46.pdf 3]}}</ref> He was encouraged by [[Jacques H. Drèze]] to study [[mathematical optimization|optimization]] with [[George Dantzig]] at the program in [[operations research]] at the [[University of California, Berkeley]].<ref>In an interview with Karen Aardal, Wets stated that he believed that he took the only course in [[operations research]] available (at that time) in Western Europe. The instructor was |
Roger Wets attended high school in Belgium, after which he worked for his family while earning his ''[[Licenciate#Belgium|Licence]]'' in applied economics from [[Université de Bruxelles]] (Brussels, Belgium) in 1961.<ref name="Aardal3" >{{harvtxt|Aardal|1995|p=[http://www.mathopt.org/Old-Optima-Issues/optima46.pdf 3]}}</ref> He was encouraged by [[Jacques H. Drèze]] to study [[mathematical optimization|optimization]] with [[George Dantzig]] at the program in [[operations research]] at the [[University of California, Berkeley]].<ref>In an interview with Karen Aardal, Wets stated that he believed that he took the only course in [[operations research]] available (at that time) in Western Europe. The instructor was [[Jacques H. Drèze]] at the [[Université Catholique de Louvain]]. Because of Drèze's suggestion to study with Dantzig at Berkeley, Wets credits Drèze as being responsible for getting him into the field of optimization. {{harv|Aardal|1995|p=3}}</ref> Dantzig and mathematician–statistician [[David Blackwell]] jointly supervised Wets's dissertation.<ref name="WetsBio"/><ref>[http://en.scientificcommons.org/5095407 Programming under uncertainty]. (1965) Wets, Roger Jean-Baptiste Robert. Abstract Thesis (PhD in Engineering Science)--Univ. of California, Jan. 1965. Bibliography: l. 81-88. Publisher [Berkeley] Repository OCLC's Experimental Thesis Catalog (United States)</ref> In 1965 Wets befriended [[R. Tyrrell Rockafellar]], whom Wets introduced to stochastic optimization, starting a collaboration of many decades.<ref name="Vicente" >{{harvtxt|Vicente|2004|p=11}}</ref> |
||
[[File:Blauer Hof Laxenburg 3-4.JPG|thumb|Wets helped to lead a project on decision-making under uncertainty at the [[International Institute for Applied Systems Analysis]] ''(pictured)''.]] |
[[File:Blauer Hof Laxenburg 3-4.JPG|thumb|Wets helped to lead a project on decision-making under uncertainty at the [[International Institute for Applied Systems Analysis]] ''(pictured)''.]] |
||
He worked at Boeing Scientific Research Labs, 1964–1970 and was Ford Professor at the University of Chicago, 1970–1972 before being appointed |
He worked at Boeing Scientific Research Labs, 1964–1970 and was Ford Professor at the University of Chicago, 1970–1972 before being appointed Professor at the Mathematics Department of the University of Kentucky and then University Research Professor (1977–78).<ref name="WetsCV"/> While at the [[International Institute for Applied Systems Analysis]] (IIASA) in Austria, during 1980–1984,<ref name="WetsCV"/> he led research in decision-making in uncertainty, returning as an acting leader in 1985–1987; during that time, Wets and Rockafellar developed the progressive-hedging algorithm for stochastic programming.<ref name="COSP"/><ref name="Dantzig"/> The University of California, Davis named him Professor (1984–1997), Distinguished Professor, and Distinguished Research Professor of Mathematics (2009–).<ref name="WetsCV"/> |
||
===Awards and contributions=== |
===Awards and contributions=== |
||
Line 30: | Line 31: | ||
Wets was awarded a [[George B. Dantzig]] Prize for "original research that has had a major impact on the field of mathematical programming" by the [[Society for Industrial and Applied Mathematics]] (SIAM) and the Mathematical Programming Society (MPS, now the [[Mathematical Optimization Society]]).<ref name="Dantzig" >{{harvtxt|Dantzig Prize Committee|1994|p=5}}</ref> In 1994, the Dantzig Prize was awarded to Wets and also to the French pioneer in nonsmooth computational-optimization, [[Claude Lemaréchal]].<ref name="Dantzig"/> |
Wets was awarded a [[George B. Dantzig]] Prize for "original research that has had a major impact on the field of mathematical programming" by the [[Society for Industrial and Applied Mathematics]] (SIAM) and the Mathematical Programming Society (MPS, now the [[Mathematical Optimization Society]]).<ref name="Dantzig" >{{harvtxt|Dantzig Prize Committee|1994|p=5}}</ref> In 1994, the Dantzig Prize was awarded to Wets and also to the French pioneer in nonsmooth computational-optimization, [[Claude Lemaréchal]].<ref name="Dantzig"/> |
||
Wets's contributions included developing [[set-valued analysis]], including [[metric space]]s of sets, which he used to study the [[filter (mathematics)#Convergent filter bases|convergence]] of [[epigraph (mathematics)|epigraph]]s; Wets's ideas of epigraphical convergence was used to study the convergence [[iterative method]]s of stochastic optimization and has had applications in the [[asymptotic statistics|approximation theory of statistics]].<ref name="COSP"/><ref name="Dantzig"/><ref name="WetsBio"/><ref name="VA"/> A metric theory of finite-dimensional epigraphical convergence ("cosmic convergence") appears in ''Variational analysis''.<ref name="VA"/> Wets and his coauthor R. Tyrrell Rockafellar were awarded the 1997 |
Wets's contributions included developing [[set-valued analysis]], including [[metric space]]s of sets, which he used to study the [[filter (mathematics)#Convergent filter bases|convergence]] of [[epigraph (mathematics)|epigraph]]s; Wets's ideas of epigraphical convergence was used to study the convergence [[iterative method]]s of stochastic optimization and has had applications in the [[asymptotic statistics|approximation theory of statistics]].<ref name="COSP"/><ref name="Dantzig"/><ref name="WetsBio"/><ref name="VA"/> A metric theory of finite-dimensional epigraphical convergence ("cosmic convergence") appears in ''Variational analysis''.<ref name="VA"/> Wets and his coauthor R. Tyrrell Rockafellar were awarded the 1997 [[Frederick W. Lanchester Prize]] by the [[Institute for Operations Research and the Management Sciences]] (INFORMS) for their monograph ''Variational Analysis'', which was published in November 1997 and copyrighted in 1998.<ref name="INFORMS" >{{harvtxt|Anonymous|1998|p=1}}</ref><ref name="VA" >{{harvtxt|Rockafellar|Wets|2005}}</ref> |
||
With Rockafellar, Wets proposed, studied, and implemented the progressive-hedging algorithm for stochastic programming. Besides his theoretical and computational contributions, Wets has worked with applications on lake ecology (IIASA), finance (Frank Russel investment system), and developmental economics (World Bank). He also consulted with the development of professional stochastic-optimization software (IBM).<ref name="Dantzig"/> |
With Rockafellar, Wets proposed, studied, and implemented the progressive-hedging algorithm for stochastic programming. Besides his theoretical and computational contributions, Wets has worked with applications on lake ecology (IIASA), finance (Frank Russel investment system), and developmental economics (World Bank). He also consulted with the development of professional stochastic-optimization software (IBM).<ref name="Dantzig"/> |
||
Line 50: | Line 51: | ||
|volume=46 |
|volume=46 |
||
|publisher=[[Mathematical Programming Society]] |
|publisher=[[Mathematical Programming Society]] |
||
|url =http://www.mathopt.org/Old-Optima-Issues/optima46.pdf| |
|url =http://www.mathopt.org/Old-Optima-Issues/optima46.pdf|ref=harv}} |
||
⚫ | * {{cite book|last=Anonymous|first=COSP|series=Pioneers in Stochastic Programming|title=Roger J-B Wets|publisher=Committee on Stochastic Programming (COSP)|url=http://www.stoprog.org/Pioneers/Wets.pdf|ref=harv|date=1 November 2004|accessdate=12 March 2012|url-status=dead|archiveurl=https://web.archive.org/web/20120303172610/http://stoprog.org/Pioneers/Wets.pdf|archivedate=3 March 2012}} |
||
|ref=harv|accessdate=12 March 2012 |
|||
⚫ | * {{cite web|last=Anonymous|first=INFORMS|title=Roger J-B Wets, Past awards: 1977 Frederick W. Lanchester Prize: Winner|publisher=[[Institute for Operations Research and the Management Sciences]] (INFORMS)|url=http://www.informs.org/Recognize-Excellence/Award-Recipients/Roger-J-B-Wets|ref=harv|year=1998|accessdate=12 March 2012|url-status=dead|archiveurl=https://web.archive.org/web/20120524104302/http://informs.org/Recognize-Excellence/Award-Recipients/Roger-J-B-Wets|archivedate=24 May 2012}} |
||
}} |
|||
⚫ | * {{cite book|last=Anonymous|first=COSP|series=Pioneers in Stochastic Programming|title=Roger J-B Wets|publisher=Committee on Stochastic Programming (COSP)|url=http://www.stoprog.org/Pioneers/Wets. |
||
⚫ | * {{cite web|last=Anonymous|first=INFORMS |
||
* {{cite book|first1=R. Tyrrell|last1=Rockafellar|authorlink1=R. Tyrrell Rockafellar|first2=Roger J-B<!-- No periods! -->|last2=Wets|authorlink2=<!-- Roger J-B Wets -->|title=Variational Analysis|publisher=[[Springer-Verlag]]|year=2005|isbn=978-3-540-62772-2|ref=harv|accessdate=12 March 2012|origyear=1996|edition=third corrected printing|url=http://www.math.washington.edu/~rtr/papers/VarAnalysis-RockWets.pdf|series=Grundlehren der mathematischen Wissenschaften (Fundamental Principles of Mathematical Sciences)|location=Berlin|pages=xiv+733|volume=317|doi=10.1007/978-3-642-02431-3|mr=1491362}} |
* {{cite book|first1=R. Tyrrell|last1=Rockafellar|authorlink1=R. Tyrrell Rockafellar|first2=Roger J-B<!-- No periods! -->|last2=Wets|authorlink2=<!-- Roger J-B Wets -->|title=Variational Analysis|publisher=[[Springer-Verlag]]|year=2005|isbn=978-3-540-62772-2|ref=harv|accessdate=12 March 2012|origyear=1996|edition=third corrected printing|url=http://www.math.washington.edu/~rtr/papers/VarAnalysis-RockWets.pdf|series=Grundlehren der mathematischen Wissenschaften (Fundamental Principles of Mathematical Sciences)|location=Berlin|pages=xiv+733|volume=317|doi=10.1007/978-3-642-02431-3|mr=1491362}} |
||
* {{cite journal |
* {{cite journal |
||
Line 66: | Line 65: | ||
}} |
}} |
||
* {{cite journal|url=http://www.mathopt.org/Old-Optima-Issues/optima44.pdf|last=Dantzig Prize Committee|title=Citation of Roger Wets (for the George Dantzig Prize, 1994)|year=1994|journal=Optima: Mathematical Programming Society Newsletter|publisher=Mathematical Programming Society|volume=44|page=5|ref=harv|accessdate=12 March 2012}} |
* {{cite journal|url=http://www.mathopt.org/Old-Optima-Issues/optima44.pdf|last=Dantzig Prize Committee|title=Citation of Roger Wets (for the George Dantzig Prize, 1994)|year=1994|journal=Optima: Mathematical Programming Society Newsletter|publisher=Mathematical Programming Society|volume=44|page=5|ref=harv|accessdate=12 March 2012}} |
||
* {{cite web|first=Roger J-B|last=Wets|title=ROGER J-B WETS (Curriculum Vitae)|publisher=Department of Mathematics, University of California, Davis|accessdate=12 March 2012|date=31 December 2011|ref=harv|url=http://www.math.ucdavis.edu/~rjbw/mypage/Home_files/CV. |
* {{cite web|first=Roger J-B|last=Wets|title=ROGER J-B WETS (Curriculum Vitae)|publisher=Department of Mathematics, University of California, Davis|accessdate=12 March 2012|date=31 December 2011|ref=harv|url=http://www.math.ucdavis.edu/~rjbw/mypage/Home_files/CV.pdf}} |
||
* {{cite web|first=Roger J-B|last=Wets|title=ROGER J-B WETS : Biography-Summary|publisher=Department of Mathematics, University of California, Davis|accessdate=12 March 2012|date=31 December 2011b|ref=harv|url=http://www.math.ucdavis.edu/~rjbw/mypage/Home_files/bio. |
* {{cite web|first=Roger J-B|last=Wets|title=ROGER J-B WETS : Biography-Summary|publisher=Department of Mathematics, University of California, Davis|accessdate=12 March 2012|date=31 December 2011b|ref=harv|url=http://www.math.ucdavis.edu/~rjbw/mypage/Home_files/bio.pdf}} |
||
==External links== |
==External links== |
||
Line 73: | Line 72: | ||
{{Authority control}} |
{{Authority control}} |
||
⚫ | |||
{{DEFAULTSORT:Wets, Roger J-B}} |
{{DEFAULTSORT:Wets, Roger J-B}} |
Revision as of 23:27, 3 May 2020
Roger J-B Wets | |
---|---|
Born | February 1937 (age 87) |
Alma mater | Université libre de Bruxelles University of California, Berkeley |
Awards | Frederick W. Lanchester Prize (1997) |
Scientific career | |
Fields | stochastic programming |
Thesis | Programming under uncertainty (1965) |
Doctoral advisor | George Dantzig David Blackwell |
Website | www |
Roger Jean-Baptiste Robert Wets (born February 1937) is a "pioneer" in stochastic programming[2] and a leader in variational analysis who publishes as Roger J-B Wets. His research, expositions, graduate students, and his collaboration with R. Tyrrell Rockafellar have had a profound influence on optimization theory, computations, and applications.[2][3][4] Since 2009, Wets has been a distinguished research professor at the mathematics department of the University of California, Davis.[5][6]
Schooling and positions
Roger Wets attended high school in Belgium, after which he worked for his family while earning his Licence in applied economics from Université de Bruxelles (Brussels, Belgium) in 1961.[7] He was encouraged by Jacques H. Drèze to study optimization with George Dantzig at the program in operations research at the University of California, Berkeley.[8] Dantzig and mathematician–statistician David Blackwell jointly supervised Wets's dissertation.[6][9] In 1965 Wets befriended R. Tyrrell Rockafellar, whom Wets introduced to stochastic optimization, starting a collaboration of many decades.[10]
He worked at Boeing Scientific Research Labs, 1964–1970 and was Ford Professor at the University of Chicago, 1970–1972 before being appointed Professor at the Mathematics Department of the University of Kentucky and then University Research Professor (1977–78).[5] While at the International Institute for Applied Systems Analysis (IIASA) in Austria, during 1980–1984,[5] he led research in decision-making in uncertainty, returning as an acting leader in 1985–1987; during that time, Wets and Rockafellar developed the progressive-hedging algorithm for stochastic programming.[2][4] The University of California, Davis named him Professor (1984–1997), Distinguished Professor, and Distinguished Research Professor of Mathematics (2009–).[5]
Awards and contributions
Wets was awarded a George B. Dantzig Prize for "original research that has had a major impact on the field of mathematical programming" by the Society for Industrial and Applied Mathematics (SIAM) and the Mathematical Programming Society (MPS, now the Mathematical Optimization Society).[4] In 1994, the Dantzig Prize was awarded to Wets and also to the French pioneer in nonsmooth computational-optimization, Claude Lemaréchal.[4]
Wets's contributions included developing set-valued analysis, including metric spaces of sets, which he used to study the convergence of epigraphs; Wets's ideas of epigraphical convergence was used to study the convergence iterative methods of stochastic optimization and has had applications in the approximation theory of statistics.[2][4][6][11] A metric theory of finite-dimensional epigraphical convergence ("cosmic convergence") appears in Variational analysis.[11] Wets and his coauthor R. Tyrrell Rockafellar were awarded the 1997 Frederick W. Lanchester Prize by the Institute for Operations Research and the Management Sciences (INFORMS) for their monograph Variational Analysis, which was published in November 1997 and copyrighted in 1998.[3][11]
With Rockafellar, Wets proposed, studied, and implemented the progressive-hedging algorithm for stochastic programming. Besides his theoretical and computational contributions, Wets has worked with applications on lake ecology (IIASA), finance (Frank Russel investment system), and developmental economics (World Bank). He also consulted with the development of professional stochastic-optimization software (IBM).[4]
See also
References
- ^ John Simon Guggenheim Memorial Foundation (1981). Reports of the President and the Treasurer - John Simon Guggenheim Memorial Foundation. John Simon Guggenheim Memorial Foundation.
- ^ a b c d Anonymous (2004, p. 1)
- ^ a b Anonymous (1998, p. 1)
- ^ a b c d e f Dantzig Prize Committee (1994, p. 5)
- ^ a b c d Wets (2011)
- ^ a b c Wets (2011b)
- ^ Aardal (1995, p. 3)
- ^ In an interview with Karen Aardal, Wets stated that he believed that he took the only course in operations research available (at that time) in Western Europe. The instructor was Jacques H. Drèze at the Université Catholique de Louvain. Because of Drèze's suggestion to study with Dantzig at Berkeley, Wets credits Drèze as being responsible for getting him into the field of optimization. (Aardal 1995, p. 3)
- ^ Programming under uncertainty. (1965) Wets, Roger Jean-Baptiste Robert. Abstract Thesis (PhD in Engineering Science)--Univ. of California, Jan. 1965. Bibliography: l. 81-88. Publisher [Berkeley] Repository OCLC's Experimental Thesis Catalog (United States)
- ^ Vicente (2004, p. 11)
- ^ a b c Rockafellar & Wets (2005)
Sources
- Aardal, Karen (July 1995). "Optima interview Roger J.-B. (sic.) Wets" (PDF). Optima: Mathematical Programming Society Newsletter. 46. Mathematical Programming Society: 3–5.
{{cite journal}}
: Invalid|ref=harv
(help) - Anonymous, COSP (1 November 2004). Roger J-B Wets (PDF). Pioneers in Stochastic Programming. Committee on Stochastic Programming (COSP). Archived from the original (PDF) on 3 March 2012. Retrieved 12 March 2012.
{{cite book}}
: Invalid|ref=harv
(help) - Anonymous, INFORMS (1998). "Roger J-B Wets, Past awards: 1977 Frederick W. Lanchester Prize: Winner". Institute for Operations Research and the Management Sciences (INFORMS). Archived from the original on 24 May 2012. Retrieved 12 March 2012.
{{cite web}}
: Invalid|ref=harv
(help) - Rockafellar, R. Tyrrell; Wets, Roger J-B (2005) [1996]. Variational Analysis (PDF). Grundlehren der mathematischen Wissenschaften (Fundamental Principles of Mathematical Sciences). Vol. 317 (third corrected printing ed.). Berlin: Springer-Verlag. pp. xiv+733. doi:10.1007/978-3-642-02431-3. ISBN 978-3-540-62772-2. MR 1491362. Retrieved 12 March 2012.
{{cite book}}
: Invalid|ref=harv
(help) - Vicente, L .N. (2004). "An Interview with R. Tyrrell Rockafellar" (PDF). SIAG/Opt News and Views. 15 (1). Society for Industrial and Applied Mathematics (SIAM), Special Interest Group in Optimization: 9–14. Retrieved 12 March 2012.
{{cite journal}}
: Invalid|ref=harv
(help) - Dantzig Prize Committee (1994). "Citation of Roger Wets (for the George Dantzig Prize, 1994)" (PDF). Optima: Mathematical Programming Society Newsletter. 44. Mathematical Programming Society: 5. Retrieved 12 March 2012.
{{cite journal}}
: Invalid|ref=harv
(help) - Wets, Roger J-B (31 December 2011). "ROGER J-B WETS (Curriculum Vitae)" (PDF). Department of Mathematics, University of California, Davis. Retrieved 12 March 2012.
{{cite web}}
: Invalid|ref=harv
(help) - Wets, Roger J-B (31 December 2011b). "ROGER J-B WETS : Biography-Summary" (PDF). Department of Mathematics, University of California, Davis. Retrieved 12 March 2012.
{{cite web}}
: Invalid|ref=harv
(help)
External links
- Homepage of Roger J-B Wets at the Mathematics Department of the University of California, Davis. Contains biography, research overviews, lectures and presentations.