Andreas Wächter

According to our database1, Andreas Wächter authored at least 30 papers between 2000 and 2019.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.



In proceedings 
PhD thesis 




A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization.
Optimization Methods and Software, 2019

A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling.
SIAM Journal on Optimization, 2018

A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints.
SIAM Journal on Optimization, 2018

A study of the difference-of-convex approach for solving linear programs with complementarity constraints.
Math. Program., 2018

Uniform convergence of sample Average Approximation with adaptive Multiple Importance Sampling.
Proceedings of the 2018 Winter Simulation Conference, 2018

Computational methods for optimization via simulation using Gaussian Markov Random Fields.
Proceedings of the 2017 Winter Simulation Conference, 2017

A second-order method for convex l1-regularized optimization with active-set prediction.
Optimization Methods and Software, 2016

An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix.
Math. Program. Comput., 2016

An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts.
SIAM Journal on Optimization, 2015

An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization.
SIAM Journal on Optimization, 2014

On branching rules for convex mixed-integer nonlinear optimization.
ACM Journal of Experimental Algorithmics, 2013

A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations.
Math. Program., 2012

A Probing Algorithm for MINLP with Failure Prediction by SVM.
Proceedings of the Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems, 2011

An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations.
SIAM J. Scientific Computing, 2010

Adaptive Barrier Update Strategies for Nonlinear Interior Methods.
SIAM Journal on Optimization, 2009

A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians.
SIAM Journal on Optimization, 2009

Branching and bounds tighteningtechniques for non-convex MINLP.
Optimization Methods and Software, 2009

A Global-Optimization Algorithm for Mixed-Integer Nonlinear Programs Having Separable Non-convexity.
Proceedings of the Algorithms, 2009

Short Tutorial: Getting Started With Ipopt in 90 Minutes.
Proceedings of the Combinatorial Scientific Computing, 01.02. - 06.02.2009, 2009

Inertia-Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization.
SIAM J. Scientific Computing, 2008

An algorithmic framework for convex mixed integer nonlinear programs.
Discrete Optimization, 2008

Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization.
Comp. Opt. and Appl., 2007

On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming.
Math. Program., 2006

Line Search Filter Methods for Nonlinear Programming: Local Convergence.
SIAM Journal on Optimization, 2005

Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence.
SIAM Journal on Optimization, 2005

Large-scale nonlinear optimization in circuit tuning.
Future Generation Comp. Syst., 2005

A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties.
SIAM Journal on Optimization, 2003

Dynamic optimization of the Tennessee Eastman process using the OptControlCentre.
Computers & Chemical Engineering, 2003

Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming.
SIAM Journal on Optimization, 2002

Failure of global convergence for a class of interior point methods for nonlinear programming.
Math. Program., 2000