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Personal profile

Research Interests

Large-scale nonlinear continuous optimization; mixed-integer nonlinear optimization; open source software implementation; application of optimization algorithms to industrial and scientific problems.

Education/Academic qualification

Chemical Engineering, PhD, Carnegie Mellon University

… → 2002

Diplom-Mathematiker (Master’s degree equivalent in Mathematics), University of Cologne

… → 1997

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Grants

Research Output

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

Keskar, N. & Wächter, A., Jan 2 2019, In : Optimization Methods and Software. 34, 1, p. 150-171 22 p.

Research output: Contribution to journalArticle

  • 3 Scopus citations

    Uniform convergence of sample average approximation with adaptive multiple importance sampling

    Ben Feng, M., Maggiar, A., Staum, J. & Wächter, A., Jan 31 2019, WSC 2018 - 2018 Winter Simulation Conference: Simulation for a Noble Cause. Institute of Electrical and Electronics Engineers Inc., p. 1646-1657 12 p. 8632370. (Proceedings - Winter Simulation Conference; vol. 2018-December).

    Research output: Chapter in Book/Report/Conference proceedingConference contribution

  • A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling

    Maggiar, A., Wächter, A., Dolinskaya, I. S. & Staum, J., Jan 1 2018, In : SIAM Journal on Optimization. 28, 2, p. 1478-1507 30 p.

    Research output: Contribution to journalArticle

  • 2 Scopus citations
  • 5 Scopus citations

    A sequential algorithm for solving nonlinear optimization problems with chance constraints

    Curtis, F. E., Wächter, A. & Zavala, V. M., Jan 1 2018, In : SIAM Journal on Optimization. 28, 1, p. 930-958 29 p.

    Research output: Contribution to journalArticle

  • 2 Scopus citations