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{{short description|Belgian American mathematician}}
'''Roger J-B Wets''',<!-- NO periods, his legal name is J-B without periods! See discussion --> formerly '''Roger Jean-Baptiste Wets''', is a Belgian-born American programmer active in ], ] and ], and professor emeritus at the mathematics department of the ].
{{Use dmy dates|date=May 2020}}
==Name change==
{{Infobox scientist
Wets' first publications at the University of Kentucky were published under the name '''Roger JB. Wets'''<ref>Introduction to stochastic programming John R. Birge, François Louveaux - 1997 -" to the people who introduced us to the field, George Dantzig, Roger Wets, Jacques Dreze, and ... Michigan John R. Birge Namur, Belgium Francois Louveaux "</ref> Following a legal name change{{cn}} the name of Roger J–B Wets now lacks periods in the middle name.{{cn}}<ref>
| name = Roger J-B Wets
See the title page of ''Variational Analysis'' by ] and .
| birth_date = {{birth year and age|1937|2}}
</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>

| fields = ]
==Career==
| workplaces =
Raised in Belgium, Wets was encouraged by ] to study ] with ] at the ] program at the ].<ref> Wets stated that he believed that he took the only course in ] available (at that time) in Western Europe, from ] at the ]. 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. (Page 3)
| patrons =
{{cite journal
| alma_mater = ]<br />]
|first=Karen
| thesis_title = Programming under uncertainty
|last=Aardal
| thesis_url = http://oskicat.berkeley.edu/record=b14929563~S1
|title=''Optima'' interview Roger J.-B. Wets
| thesis_year = 1965
|journal=Optima: ] Newsletter
| doctoral_advisor = ]<br />]
|pages=3–5
| awards = ] (1997)
|month=July
| website = {{URL|http://www.math.ucdavis.edu/~rjbw/}}
|year=1995
}} }}
'''Roger Jean-Baptiste Robert Wets''' (born February 1937) is a "pioneer" in ]<ref name="COSP" >{{harvtxt|Anonymous|2004|p=1}}</ref> and a leader in ] who publishes as '''Roger J-B Wets'''. His research, expositions, graduate students, and his collaboration with ] 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&nbsp;department of the ].<ref name="WetsCV" >{{harvtxt|Wets|2011}}</ref><ref name="WetsBio" >{{harvtxt|Wets|2011b}}</ref>
</ref> Other students included Richard W. Cottle, soon a leader in ] and the ], ], soon a leader in ] and ], and Richard Van Slyke, soon a leader in computational ] and ].<ref>

{{cite journal
==Schooling and positions==
|first=Ellis
Roger Wets attended high school in Belgium, after which he worked for his family while earning his '']'' in applied economics from ] (Brussels, Belgium) in 1961.<ref name="Aardal3" >{{harvtxt|Aardal|1995|p=}}</ref> He was encouraged by ] to study ] with ] at the program in ] at the ].<ref>In an interview with Karen&nbsp;Aardal, Wets stated that he believed that he took the only course in ] available (at that time) in Western Europe. The instructor was ] at the ]. 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 ] jointly supervised Wets's dissertation.<ref name="WetsBio"/><ref>. (1965) Wets, Roger Jean-Baptiste Robert. Abstract Thesis (PhD in Engineering Science)--Univ. of California, Jan. 1965. Bibliography: l. 81-88. Publisher Repository OCLC's Experimental Thesis Catalog (United States)</ref> In 1965 Wets befriended ], whom Wets introduced to stochastic optimization, starting a collaboration of many decades.<ref name="Vicente" >{{harvtxt|Vicente|2004|p=11}}</ref>
|last=Johnson

|title=My experiences as a student and researcher in OR during the 1960’s and 70’s
] ''(pictured)''.]]
|journal=Annals of Operations Research
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&nbsp;Department of the University of Kentucky and then University Research&nbsp;Professor (1977–78).<ref name="WetsCV"/> While at the ] (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&nbsp;Professor of Mathematics (2009–).<ref name="WetsCV"/>
|publisher=Springer

|location=Netherlands
===Awards and contributions===
|pages=121
] ''(pictured)'' and Wets have collaborated in stochastic programming, earning the Dantzig prize for their progressive-hedging algorithm and theory of ] convergence.]]
|issn=0254-5330 (Print), 1572-9338 (Online)

|volume=149
Wets was awarded a ] Prize for "original research that has had a major impact on the field of mathematical programming" by the ] (SIAM) and the Mathematical&nbsp;Programming Society (MPS, now the ]).<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, ].<ref name="Dantzig"/>
|issue=1

|month=February
Wets's contributions included developing ], including ]s of sets, which he used to study the ] of ]s; Wets's ideas of epigraphical convergence was used to study the convergence ]s of stochastic optimization and has had applications in the ].<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.&nbsp;Tyrrell Rockafellar were awarded the 1997 ] by the ] (INFORMS) for their monograph ''Variational&nbsp;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>
|year=2007

|doi=10.1007/s10479-006-0109-5
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"/>
}}
</ref> Wets then taught at the ] (c.1975-1984).


=== Awards ===
Wets and ] were each awarded the ] Prize for "original research that has had a major impact on the field of mathematical programming" in 1994 by the ] (SIAM) the Mathematical Programming Society (MPS). Wets and his coauthor ] were awarded the ] for 1997 by ] (INFORMS).
==See also== ==See also==
* ] * ]
==Notes==
<references/>
==Bibliography==
=== 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
* ]; ] On the interchange of subdifferentiation and conditional expectations for convex functionals. ''Stochastics'' 7 (1982), no. 3, 173—182.
* ]; ] Variational systems, an introduction. ''Multifunctions and integrands'' (Catania, 1983), 1–54, ''Lecture Notes in Math.,'' 1091, Springer, Berlin, 1984.
* ] and ]. "Scenarios and policy aggregation in optimization under uncertainty". ''Math. Oper. Res.'' 16 (1991), no. 1, 119—147.
* ], Roger J-B <!-- No periods! -->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.&nbsp;385–419.
* Wets, Roger J-B (1991) Constrained estimation: consistency and asymptotics. ''Applied Stochastic Models and Data Analysis'' 7 , pp.&nbsp;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=== ==References==
{{reflist}}


===Sources===
*{{cite journal *{{cite journal
|first=Karen |first=Karen
|last=Aardal |last=Aardal | author-link=Karen Aardal
|title=''Optima'' interview Roger J.-B. (sic.) Wets |title=''Optima'' interview Roger&nbsp;J.-B.&nbsp;(sic.) Wets
|journal=Optima: ] Newsletter |journal=Optima: Mathematical&nbsp;Programming&nbsp;Society Newsletter
|pages=3–5 |pages=3–5
|month=July |date=July 1995
|volume=46
|year=1995
|publisher=]
|url = http://www.mathprog.org/Old-Optima-Issues/optima46.pdf
|url =http://www.mathopt.org/Old-Optima-Issues/optima46.pdf}}
}}
* {{cite book|last=Anonymous|first=COSP|series=Pioneers in Stochastic Programming|title=Roger&nbsp;J-B Wets|publisher=Committee on Stochastic Programming (COSP)|url=http://www.stoprog.org/Pioneers/Wets.pdf|date=1 November 2004|access-date=12 March 2012|url-status=dead|archive-url=https://web.archive.org/web/20120303172610/http://stoprog.org/Pioneers/Wets.pdf|archive-date=3 March 2012}}

* {{cite web|last=Anonymous|first=INFORMS|title=Roger&nbsp;J-B Wets, Past&nbsp;awards: 1977 Frederick&nbsp;W.&nbsp;Lanchester Prize: Winner|publisher=] (INFORMS)|url=http://www.informs.org/Recognize-Excellence/Award-Recipients/Roger-J-B-Wets|year=1998|access-date=12 March 2012|url-status=dead|archive-url=https://web.archive.org/web/20120524104302/http://informs.org/Recognize-Excellence/Award-Recipients/Roger-J-B-Wets|archive-date=24 May 2012}}
* {{cite book|first1=R.&nbsp;Tyrrell|last1=Rockafellar|authorlink1=R. Tyrrell Rockafellar|first2=Roger J-B<!-- No periods! -->|last2=Wets|authorlink2=<!-- Roger J-B Wets -->|title=Variational Analysis|publisher=]|year=2005|isbn=978-3-540-62772-2|access-date=12 March 2012|orig-year=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
|url=http://www.mcs.anl.gov/~leyffer/views/15-1.pdf |url=http://www.mcs.anl.gov/~leyffer/views/15-1.pdf
|title=An Interview with R. Tyrrell Rockafellar |title=An Interview with R.&nbsp;Tyrrell Rockafellar
|last=Vicente|first=L&nbsp;.N.|author-link=Luis Nunes Vicente
|journal=SIAG/Opt News and Views
|journal=SIAG/Opt News and Views|publisher=] (SIAM), Special Interest Group in Optimization
|volume=15 |volume=15
|issue=1 |issue=1
|year=2004 |year=2004|pages=9–14|access-date=12 March 2012
}} }}
* for the ] Prize in 1994 in ''Optima'', Issue 44 (1994) page 5. * {{cite journal|url=http://www.mathopt.org/Old-Optima-Issues/optima44.pdf|last=Dantzig Prize Committee|title=Citation of Roger&nbsp;Wets (for the George&nbsp;Dantzig Prize, 1994)|year=1994|journal=Optima: Mathematical&nbsp;Programming&nbsp;Society Newsletter|publisher=Mathematical Programming Society|volume=44|page=5|access-date=12 March 2012}}
* {{cite web|first=Roger J-B|last=Wets|title=ROGER&nbsp;J-B WETS (Curriculum Vitae)|publisher=Department of Mathematics, University of California, Davis|access-date=12 March 2012|date=31 December 2011|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|access-date=12 March 2012|date=31 December 2011b|url=http://www.math.ucdavis.edu/~rjbw/mypage/Home_files/bio.pdf}}


==External links== ==External links==
* at the Mathematics Department of the University of California, Davis. * at the Mathematics Department of the University of California, Davis. Contains biography, research overviews, lectures and presentations.


{{Authority control}}
{{Persondata <!-- Metadata: see ]. -->

| NAME = Wets, Roger J–B
{{DEFAULTSORT:Wets, Roger J-B}}
| ALTERNATIVE NAMES =
]
| SHORT DESCRIPTION = mathematician
| DATE OF BIRTH = unknown
| PLACE OF BIRTH =
| DATE OF DEATH =
| PLACE OF DEATH =
}}{{dmy|date=January 2011}}
{{DEFAULTSORT:Wets, Roger J–B}}
] ]
] ]
] ]
] ]
]
]
] ]
] ]
]
] ]
]
]
]

Latest revision as of 06:11, 20 April 2024

Belgian American mathematician

Roger J-B Wets
BornFebruary 1937 (age 87)
Belgium
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/

Roger Jean-Baptiste Robert Wets (born February 1937) is a "pioneer" in stochastic programming 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. Since 2009, Wets has been a distinguished research professor at the mathematics department of the University of California, Davis.

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. 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. Dantzig and mathematician–statistician David Blackwell jointly supervised Wets's dissertation. In 1965 Wets befriended R. Tyrrell Rockafellar, whom Wets introduced to stochastic optimization, starting a collaboration of many decades.

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). While at the International Institute for Applied Systems Analysis (IIASA) in Austria, during 1980–1984, 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. The University of California, Davis named him Professor (1984–1997), Distinguished Professor, and Distinguished Research Professor of Mathematics (2009–).

Awards and contributions

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). In 1994, the Dantzig Prize was awarded to Wets and also to the French pioneer in nonsmooth computational-optimization, Claude Lemaréchal.

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. A metric theory of finite-dimensional epigraphical convergence ("cosmic convergence") appears in Variational analysis. 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.

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).

See also

References

  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. ^ Anonymous (2004, p. 1)
  3. ^ Anonymous (1998, p. 1)
  4. ^ Dantzig Prize Committee (1994, p. 5)
  5. ^ Wets (2011)
  6. ^ 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 Repository OCLC's Experimental Thesis Catalog (United States)
  10. Vicente (2004, p. 11)
  11. ^ Rockafellar & Wets (2005)

Sources

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.
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