Faculty Directory
Andreas Waechter

Professor of Industrial Engineering & Management Sciences


2145 Sheridan Road
Tech E280
Evanston, IL 60208-3109

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Industrial Engineering and Management Sciences

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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