Andreas Wächter

发表

An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix

Christian Kirches, Dennis Janka, Sebastian Sager, 2016, Math. Program. Comput..

Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation

James R. Luedtke, Andreas Wächter, Alejandra Peña-Ordieres, 2019, SIAM J. Optim..

Short Tutorial: Getting Started With Ipopt in 90 Minutes

Andreas Wächter, A. Wächter, 2009, Combinatorial Scientific Computing.

On branching rules for convex mixed-integer nonlinear optimization

Sven Leyffer, Andreas Wächter, Jon Lee, 2013, JEAL.

Failure of global convergence for a class of interior point methods for nonlinear programming

Lorenz T. Biegler, Andreas Wächter, L. Biegler, 2000, Math. Program..

Branching and bounds tighteningtechniques for non-convex MINLP

Leo Liberti, Pietro Belotti, François Margot, 2009, Optim. Methods Softw..

Chapter 17: Nonlinear Optimization Algorithms

Andreas Wächter, 2017 .

A note on the implementation of an interior-point algorithm for nonlinear optimization with inexact step computations

Olaf Schenk, Andreas Wächter, Johannes Huber, 2012, Math. Program..

Line Search Filter Methods for Nonlinear Programming: Motivation and Global Convergence

Lorenz T. Biegler, Andreas Wächter, L. Biegler, 2005, SIAM J. Optim..

A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization

Andreas Wächter, Nitish Shirish Keskar, N. Keskar, 2016, Optim. Methods Softw..

A Primal-Dual Interior-Point Method for Nonlinear Programming with Strong Global and Local Convergence Properties

Andreas Wächter, Sasan Bakhtiari, André L. Tits, 2003, SIAM J. Optim..

A second-order method for convex 1-regularized optimization with active-set prediction

Jorge Nocedal, Figen Öztoprak, Andreas Wächter, 2015, Optim. Methods Softw..

Global and local convergence of a reduced space quasi-Newton barrier algorithm for large-scale nonlinear programming

Andreas Wächter, L. T. Biegler, 2000 .

An Active-Set Method for Quadratic Programming Based On Sequential Hot-Starts

Christian Kirches, Andreas Wächter, Travis C. Johnson, 2015, SIAM J. Optim..

An Inexact Sequential Quadratic Optimization Algorithm for Nonlinear Optimization

Daniel P. Robinson, Andreas Wächter, Frank E. Curtis, 2014, SIAM J. Optim..

An enhanced logical benders approach for linear programs with complementarity constraints

John E. Mitchell, Jong-Shi Pang, Andreas Wächter, 2020, J. Glob. Optim..

Adaptive Barrier Update Strategies for Nonlinear Interior Methods

Jorge Nocedal, Andreas Wächter, Richard A. Waltz, 2008, SIAM J. Optim..

A Sequential Algorithm for Solving Nonlinear Optimization Problems with Chance Constraints

Victor M. Zavala, Andreas Wächter, Frank E. Curtis, 2018, SIAM J. Optim..

A study of the difference-of-convex approach for solving linear programs with complementarity constraints

Jong-Shi Pang, Andreas Wächter, Francisco Jara-Moroni, 2018, Math. Program..

A Probing Algorithm for MINLP with Failure Prediction by SVM

Pietro Belotti, Giacomo Nannicini, Jeff T. Linderoth, 2011, CPAIOR.

An Interior-Point Algorithm for Large-Scale Nonlinear Optimization with Inexact Step Computations

Olaf Schenk, Andreas Wächter, Frank E. Curtis, 2010, SIAM J. Sci. Comput..

UNIFORM CONVERGENCE OF SAMPLE AVERAGE APPROXIMATION WITH ADAPTIVE MULTIPLE IMPORTANCE SAMPLING

Andreas Wächter, Jeremy Staum, Alvaro Maggiar, 2018, 2018 Winter Simulation Conference (WSC).

Dynamic optimization of the Tennessee Eastman process using the OptControlCentre

Lorenz T. Biegler, Andreas Wächter, Tobias Jockenhövel, 2003, Comput. Chem. Eng..

Large-scale nonlinear optimization in circuit tuning

Andrew R. Conn, Chandramouli Visweswariah, Andreas Wächter, 2005, Future Gener. Comput. Syst..

A Derivative-Free Trust-Region Algorithm for the Optimization of Functions Smoothed via Gaussian Convolution Using Adaptive Multiple Importance Sampling

Irina S. Dolinskaya, Andreas Wächter, Jeremy Staum, 2018, SIAM J. Optim..

Matching-based preprocessing algorithms to the solution of saddle-point problems in large-scale nonconvex interior-point optimization

Olaf Schenk, Andreas Wächter, Michael Hagemann, 2007, Comput. Optim. Appl..

Global Convergence of a Trust-Region SQP-Filter Algorithm for General Nonlinear Programming

Nicholas I. M. Gould, Sven Leyffer, Roger Fletcher, 2002, SIAM J. Optim..

Computational methods for optimization via simulation using Gaussian Markov Random Fields

Barry L. Nelson, Andreas Wächter, Eunhye Song, 2017, 2017 Winter Simulation Conference (WSC).

A Global-Optimization Algorithm for Mixed-Integer Nonlinear Programs Having Separable Non-convexity

Andreas Wächter, Claudia D'Ambrosio, Jon Lee, 2009, ESA.

Line Search Filter Methods for Nonlinear Programming: Local Convergence

Lorenz T. Biegler, Andreas Wächter, L. Biegler, 2005, SIAM J. Optim..

DAE constrained optimization

Lorenz T. Biegler, Andreas Wächter, 2003 .

A Matrix-Free Algorithm for Equality Constrained Optimization Problems with Rank-Deficient Jacobians

Jorge Nocedal, Andreas Wächter, Frank E. Curtis, 2009, SIAM J. Optim..

Global and Local Convergence of Line Search Filter Methods for Nonlinear Programming

Lorenz T. Biegler, Andreas Wächter, 2002 .

An algorithmic framework for convex mixed integer nonlinear programs

Gérard Cornuéjols, Andrea Lodi, Ignacio E. Grossmann, 2008, Discret. Optim..

On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Lorenz T. Biegler, Andreas Wächter, L. Biegler, 2006, Math. Program..

Inertia-Revealing Preconditioning For Large-Scale Nonconvex Constrained Optimization

Olaf Schenk, Andreas Wächter, Martin Weiser, 2008, SIAM J. Sci. Comput..

An Active-Set Quadratic Programming Method Based On Sequential Hot-Starts

Christian Kirches, Andreas Wächter, Travis C. Johnson, 2013 .

An Inexact Sequential Quadratic Optimization Algorithm for Large-Scale Nonlinear Optimization

Daniel P. Robinson, Andreas Wächter, Frank E. Curtis, 2022 .

Uniform Convergence of Sample Average Approximation with Adaptive Importance Sampling

Andreas Wächter, Jeremy Staum, Alvaro Maggiar, 2015 .