Wikipedia

Roger J-B Wets

(Redirected from Roger Wets)

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]

Roger J-B Wets
BornFebruary 1937 (age 87)
Belgium[1]
Alma materUniversité libre de Bruxelles
University of California, Berkeley
AwardsFrederick W. Lanchester Prize (1997)
Scientific career
Fieldsstochastic programming
ThesisProgramming under uncertainty (1965)
Doctoral advisorGeorge Dantzig
David Blackwell
Websitewww.math.ucdavis.edu/~rjbw/

Schooling and positions

edit

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]

 
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 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

edit
 
Since 1965 R. Tyrrell Rockafellar (pictured) and Wets have collaborated in stochastic programming, earning the Dantzig prize for their progressive-hedging algorithm and theory of epigraphic convergence.

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

edit

References

edit
  1. ^ John Simon Guggenheim Memorial Foundation (1981). Reports of the President and the Treasurer - John Simon Guggenheim Memorial Foundation. John Simon Guggenheim Memorial Foundation.
  2. ^ a b c d Anonymous (2004, p. 1)
  3. ^ a b Anonymous (1998, p. 1)
  4. ^ a b c d e f Dantzig Prize Committee (1994, p. 5)
  5. ^ a b c d Wets (2011)
  6. ^ a b c Wets (2011b)
  7. ^ Aardal (1995, p. 3)
  8. ^ 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)
  9. ^ 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)
  10. ^ Vicente (2004, p. 11)
  11. ^ a b c Rockafellar & Wets (2005)

Sources

edit
edit
  • Homepage of Roger J-B Wets at the Mathematics Department of the University of California, Davis. Contains biography, research overviews, lectures and presentations.
Retrieved from "https://en.wikipedia.org/w/index.php?title=Roger_J-B_Wets&oldid=1219848078"