Grants per year
Personal profile
Education/Academic qualification
Chemical Engineering, PhD, Canegie Mellon University
… → 2002
Diplom-Mathematiker (Master’s degree equivalent in Mathematics), University of Cologne
… → 1997
Fingerprint Dive into the research topics where Andreas Waechter is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
- 2 Similar Profiles
Nonlinear programming
Engineering & Materials Science
Nonlinear Programming
Mathematics
Nonlinear Optimization
Mathematics
Line Search
Mathematics
Global Convergence
Mathematics
Mixed Integer Nonlinear Programming
Mathematics
Sample Average Approximation
Mathematics
Importance Sampling
Mathematics
Network
Recent external collaboration on country level. Dive into details by clicking on the dots.
Grants 2012 2022
Collaborative Research: Adaptive Gaussian Markov Random Fields for Large-scale Discrete Optimization via Simulation
7/15/19 → 6/30/22
Project: Research project
Linear algebra
Hybrid Interior-Point/Active-Set PSCOPF Algorithms Exploiting Power System Characteristics
Lehigh University, Advanced Research Projects Agency - Energy
12/13/18 → 12/12/19
Project: Research project
Algorithms for Nonlinear Nonconvex Optimization under Uncertainty
9/15/15 → 8/31/19
Project: Research project
Nonlinear programming
Constrained optimization
Importance sampling
Electric sparks
Convolution
Collaborative Research: Binary Constrained Convex Quadratic Programs with Complementarity Constraints and Extensions
8/15/13 → 7/31/17
Project: Research project
Complementarity Constraints
Convex Program
Quadratic Program
Mathematical Program with Complementarity Constraints
Binary
Research Output 2000 2019
3
Citations
(Scopus)
A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization
Keskar, N. & Waechter, A., Jan 2 2019, In : Optimization Methods and Software. 34, 1, p. 150-171 22 p.Research output: Contribution to journal › Article
Quasi-Newton Algorithm
Active Set
Nonsmooth Optimization
Constrained Optimization
Data storage equipment
Uniform convergence of sample average approximation with adaptive multiple importance sampling
Ben Feng, M., Maggiar, A., Staum, J. & Waechter, 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 proceeding › Conference contribution
Sample Average Approximation
Importance sampling
Importance Sampling
Uniform convergence
Uniform Law of Large numbers
2
Citations
(Scopus)
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 journal › Article
Trust Region Algorithm
Derivative-free
Importance sampling
Importance Sampling
Convolution
4
Citations
(Scopus)
Application and comparison of derivative-free optimization algorithms to control and optimize free radical polymerization simulated using the kinetic Monte Carlo method
Gao, H., Waechter, A., Konstantinov, I. A., Arturo, S. G. & Broadbelt, L. J., Jan 4 2018, In : Computers and Chemical Engineering. 108, p. 268-275 8 p.Research output: Contribution to journal › Article
Free radical polymerization
Polymers
Monte Carlo methods
Derivatives
Kinetics
2
Citations
(Scopus)
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 journal › Article
Chance Constraints
Sequential Algorithm
Nonlinear Optimization
Nonlinear Problem
Optimization Problem