Understanding Objectivism by Leonard Peikoff:
What is the name for the type of person in philosophy who clings to concepts and says, in effect, “Facts may contradict my concepts, but if so, it’s tough on the facts”? A “rationalist.” Rationalism has dominated philosophy (at least the better philosophy) through the ages. Starting way back with Parmenides, who gave an argument as to why change is impossible, and then saw things change in front of his eyes, and said, “They’re not really changing, because that simply does not agree with my unanswerable argument.”
I generally agree with Peikoff's point. I'm going to criticize only the comment on Parmenides.
For context, Peikoff is no casual commenter on the history of philosophy. He's a teacher who's lectured on it. And he considers the lectures good enough to sell:
A reader would reasonably expect Peikoff to know what he's talking about regarding Parmenides, and not to have made this statement carelessly. I think Peikoff's own position would be, "I'm familiar with Parmenides and I'm right" rather than, "You're being too picky and can't expect me to know much about Parmenides".
Now, from The World of Parmenides by Karl Popper:
Parmenides was a philosopher of nature (in the sense of Newton’s philosophia naturalis). A whole series of highly important astronomical discoveries is credited to him: that the Morning Star and the Evening Star are one and the same; that the Earth has the shape of a sphere (rather than of a drum of a column, as Anaximander thought). About equally important is his discovery that the phases of the Moon are due to the changing way in which the illuminated half-sphere of the Moon is seen from the Earth.”
So Parmenides was a scientist who made empirical discoveries. He wasn't a rationalist who refused to look at the world.
And Parmenides' main work was about the conflict he found between appearance and reality. As a scientist, Parmenides discovered some ways that appearance and reality don't match. E.g. the Earth looks flat but is spherical. This conflict stood out to Parmenides and interested him, so he wrestled with it, tried to make sense of it, and wrote about it.
Popper proposes Parmenides first made an empirical discovery that the moon doesn't change. Then second, in trying to grapple with it, he came up with the idea that actually nothing changes. 
Discovering the difference between appearance and reality is a big deal. It's a hard problem. Early work on the matter wasn't up to modern standards and people got confused, but that doesn't make Parmenides anything resembling a modern rationalist.
So what Peikoff said about Parmenides is completely wrong.
 This idea is a lot better than it sounds, by the way. It has some similarities to e.g. modern spacetime theory. Time is tricky and commonsense ideas about time are wrong (see David Deutsch's books for details).
And there was a successor theory to Parmenides', which was that reality consists of atoms and the void (rather than just atoms with no empty space), and the atoms don't change but do move. So Parmenides' idea was fruitful, it helped discuss an important problem and lead to some better ideas.
Parmenides' idea may also have been related to Xenophanes' religious ideas which also have some value (rejecting anthropomorphic gods, monotheism, differentiating perfect/divine truth from fallible human knowledge similarly to Parmenides). Parmenides was a pupil of Xenophanes.