Faculty Directory
Andreas Waechter

Professor of Industrial Engineering & Management Sciences

Contact

2145 Sheridan Road
Tech E280
Evanston, IL 60208-3109

Email Andreas Waechter

Website

Andreas Waechter's Homepage


Departments

Industrial Engineering and Management Sciences


Download CV

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