Faculty DirectoryAndreas Waechter
Professor of Industrial Engineering & Management Sciences
Contact
2145 Sheridan RoadTech E280
Evanston, IL 60208-3109
Email Andreas Waechter
Website
Departments
Industrial Engineering and Management Sciences
Education
Ph.D., Chemical Engineering, Carnegie Mellon University, Pittsburgh,PA
M.S. Mathematics, University of Cologne, Germany
Research Interests
Large-scale nonlinear continuous optimization; mixed-integer nonlinear optimization; open source software implementation; application of optimization algorithms to industrial and scientific problems
Selected Publications
- Ben Feng, M.; Maggiar, Alvaro; Staum, Jeremy C; Wächter, Andreas, Uniform convergence of sample average approximation with adaptive multiple importance sampling, WSC 2018 - 2018 Winter Simulation Conference
- Maggiar, Alvaro; Wächter, Andreas; Dolinskaya, Irina; Staum, Jeremy C, A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling∗ , SIAM Journal on Optimization
- Waechter, Andreas, Nonlinear Optimization Algorithms, Advances and Trends in Optimization with Engineering Applications
- Jara-Moroni, Francisco; Pang, Jong Shi; Wächter, Andreas, A study of the difference-of-convex approach for solving linear programs with complementarity constraints, Mathematical Programming
- Keskar, N.; Wächter, A., A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization, Optimization Methods and Software
- Janka, Dennis; Kirches, Christian; Sager, Sebastian; Waechter, Andreas, An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix, Mathematical Programming Computation