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Research Output

2019

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

4 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

2018

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

4 Scopus citations

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

Jara-Moroni, F., Pang, J. S. & Wächter, A., May 1 2018, In : Mathematical Programming. 169, 1, p. 221-254 34 p.

Research output: Contribution to journalArticle

7 Scopus citations

Complementarity Formulations of ℓ0-norm Optimization

Feng, M., Mitchell, J. J., Pang, J. S., Shen, X. & Waechter, A., 2018, In : Pacific Journal of Optimization. 14, 2, p. 273-305 33 p.

Research output: Contribution to journalArticle

2017

Acceleration Strategies to Enhance Metabolic Ensemble Modeling Performance

Greene, J. L., Waechter, A., Tyo, K. E. J. & Broadbelt, L. J., Sep 5 2017, In : Biophysical Journal. 113, 5, p. 1150-1162 13 p.

Research output: Contribution to journalArticle

7 Scopus citations

Computational methods for optimization via simulation using Gaussian Markov Random Fields

Semelhago, M., Nelson, B. L., Wachter, A. & Song, E., Jun 28 2017, 2017 Winter Simulation Conference, WSC 2017. Chan, V. (ed.). Institute of Electrical and Electronics Engineers Inc., p. 2080-2091 12 p. (Proceedings - Winter Simulation Conference).

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

2 Scopus citations

Nonlinear Optimization Algorithms

Waechter, A., 2017, Advances and Trends in Optimization with Engineering Applications. Terlaky, T., Anjos, M. F. & Ahmed, S. (eds.). SIAM, p. 221-235 15 p.

Research output: Chapter in Book/Report/Conference proceedingChapter

Sample Average Approximation with Adaptive Importance Sampling

Waechter, A., Staum, J. C., Maggiar, A. & Feng, M., 2017, 13 p.

Research output: Book/ReportOther report

2016

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

Janka, D., Kirches, C., Sager, S. & Waechter, A., Dec 1 2016, In : Mathematical Programming Computation. 8, 4, p. 435-459 25 p.

Research output: Contribution to journalArticle

9 Scopus citations

A second-order method for convex ℓ1-regularized optimization with active-set prediction

Keskar, N., Nocedal, J., Öztoprak, F. & Wächter, A., May 3 2016, In : Optimization Methods and Software. 31, 3, p. 605-621 17 p.

Research output: Contribution to journalArticle

10 Scopus citations
2015

An active-set method for quadra tic programming based on sequential hot-starts

Johnson, T. C., Kirches, C. & Wächter, A., Jan 1 2015, In : SIAM Journal on Optimization. 25, 2, p. 967-994 28 p.

Research output: Contribution to journalArticle

4 Scopus citations

Practical algorithms for value-at-risk portfolio optimization problems

Feng, M., Waechter, A. & Staum, J. C., 2015, In : Quantitative Finance Letters . 3, 1, p. 1-9 9 p.

Research output: Contribution to journalArticle

Uniform convergence of sample average approximation with adaptive importance sampling

Staum, J. C., Waechter, A., Maggiar, A. & Feng, M., 2015, Unknown Publisher.

Research output: Book/ReportOther report

2014

An inexact sequential quadratic optimization algorithm for nonlinear optimization

Curtis, F. E., Johnson, T. C., Robinson, D. P. & Waechter, A., Jan 1 2014, In : SIAM Journal on Optimization. 24, 3, p. 1041-1074 34 p.

Research output: Contribution to journalArticle

9 Scopus citations
2013

On branching rules for convex mixed-integer nonlinear optimization

Bonami, P., Lee, J., Leyffer, S. & Wachter, A., Jan 1 2013, In : ACM Journal of Experimental Algorithmics. 18, 2532568.

Research output: Contribution to journalConference article

5 Scopus citations
2012

Algorithmic Differentiation and Nonlinear Optimization for an Inverse Medium Problem

Huber, J., Schenk, O., Naumann, U., Varnik, E. & Waechter, A., Jan 25 2012, Combinatorial Scientific Computing: Computational Science Series. Chapman and Hall, p. 203-231 29 p.

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

An algorithmic framework for MINLP with separable non-convexity: Algorithmic Advances and Applications

D'Ambrosio, C., Lee, J. & Wächter, A., 2012, Mixed-Integer Nonlinear Optimization: Algorithmic Advances and Applications. Lee, J. & Leyffer, S. (eds.). Springer, Vol. 154. p. 315-347 (The IMA Volumes in Mathematics and its Application)(The IMA Volumes in Mathematics and its Application).

Research output: Chapter in Book/Report/Conference proceedingChapter

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

Curtis, F. E., Huber, J., Schenk, O. & Waechter, A., Dec 1 2012, In : Mathematical Programming. 136, 1, p. 209-227 19 p.

Research output: Contribution to journalArticle

7 Scopus citations
2011

A probing algorithm for MINLP with failure prediction by SVM

Nannicini, G., Belotti, P., Lee, J., Linderoth, J., Margot, F. & Wächter, A., May 26 2011, Integration of AI and OR Techniques in Constraint Programming for Combinatorial Optimization Problems - 8th International Conference, CPAIOR 2011, Proceedings. p. 154-169 16 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 6697 LNCS).

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

3 Scopus citations

Computational lithography: Exhausting the resolution limits of 193-nm projection lithography systems

Melville, D. O. S., Rosenbluth, A. E., Waechter, A., Millstone, M., Tirapu-Azpiroz, J., Tian, K., Lai, K., Inoue, T., Sakamoto, M., Adam, K. & Tritchkov, A., Nov 2011, In : Journal of Vacuum Science and Technology B:Nanotechnology and Microelectronics. 29, 6, 06FH04.

Research output: Contribution to journalArticle

13 Scopus citations

Design specific joint optimization of masks and sources on a very large scale

Lai, K., Gabrani, M., Demaris, D., Casati, N., Torres, A., Sarkar, S., Strenski, P., Bagheri, S., Scarpazza, D., Rosenbluth, A. E., Melville, D. O., Wächter, A., Lee, J., Austel, V., Szeto-Millstone, M., Tian, K., Barahona, F., Inoue, T. & Sakamoto, M., Jun 22 2011, Optical Microlithography XXIV. Vol. 7973. 797308

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

10 Scopus citations

More Branch-and-Bound Experiments in Convex Nonlinear Integer Programming

Bonami, P., Lee, J., Leyffer, S. & Wächter, A., Oct 2011, Unknown Publisher.

Research output: Book/ReportOther report

On the Implementation of an Interior-Point Algorithm for Nonlinear Optimization with Inexact Step Computations

Curtis, F. E., Huber, J., Schenk, O. & Wächter, A., Apr 2011, Unknown Publisher.

Research output: Book/ReportOther report

2010

An interior-point algorithm for large-scale nonlinear optimization with inexact step computations

Curtis, F. E., Schenk, O. & Wächter, A., Dec 1 2010, In : SIAM Journal on Scientific Computing. 32, 6, p. 3447-3475 29 p.

Research output: Contribution to journalArticle

25 Scopus citations

Demonstrating the benefits of source-mask optimization and enabling technologies through experiment and simulations

Melville, D., Rosenbluth, A. E., Tian, K., Lai, K., Bagheri, S., Tirapu-Azpiroz, J., Meiring, J., Halle, S., McIntyre, G., Faure, T., Corliss, D., Krasnoperova, A., Zhuang, L., Strenski, P., Waechter, A., Ladanyi, L., Barahona, F., Scarpazza, D., Lee, J., Inoue, T. & 15 others, Sakamoto, M., Muta, H., Wagner, A., Burr, G., Kim, Y., Gallagher, E., Hibbs, M., Tritchkov, A., Granik, Y., Fakhry, M., Adam, K., Berger, G., Lam, M., Dave, A. & Cobb, N., Jan 1 2010, Optical Microlithography XXIII. SPIE, Vol. 7640. 764006

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

25 Scopus citations
2009

A global-optimization algorithm for mixed-integer nonlinear programs having separable non-convexity

D'Ambrosio, C., Lee, J. & Wächter, A., Nov 2 2009, Algorithms - ESA 2009 - 17th Annual European Symposium, Proceedings. p. 107-118 12 p. (Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics); vol. 5757 LNCS).

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

5 Scopus citations

A matrix-free algorithm for equality constrained optimization problems with rank-deficient jacobians

Curtis, F. E., Nocedal, J. & Wächter, A., Dec 1 2009, In : SIAM Journal on Optimization. 20, 3, p. 1224-1249 26 p.

Research output: Contribution to journalArticle

19 Scopus citations

Branching and bounds tighteningtechniques for non-convex MINLP

Belotti, P., Lee, J., Liberti, L., Margot, F. & Wächter, A., Aug 2009, In : Optimization Methods and Software. 24, 4-5, p. 597-634 38 p.

Research output: Contribution to journalArticle

309 Scopus citations

Getting Started with IPOPT in 90 minutes: Short tutorial

Waechter, A., 2009, Combinatorial Scientific Computing. 09061

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

Intensive optimization of masks and sources for 22nm lithography

Rosenbluth, A. E., Melville, D. O., Tian, K., Bagheri, S., Azpiroz, J. T., Lai, K., Waechter, A., Inoue, T., Ladanyi, L., Barahona, F., Scheinberg, K., Sakamoto, M., Muta, H., Gallagher, E., Faure, T., Hibbs, M., Tritchkov, A. & Granik, Y., May 29 2009, Optical Microlithography XXII. Vol. 7274. 727409

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

42 Scopus citations
2008

Adaptive barrier update strategies for nonlinear interior methods

Nocedal, J., Wächter, A. & Waltz, R. A., Dec 1 2008, In : SIAM Journal on Optimization. 19, 4, p. 1674-1693 20 p.

Research output: Contribution to journalArticle

46 Scopus citations

An algorithmic framework for convex mixed integer nonlinear programs

Bonami, P., Biegler, L. T., Conn, A. R., Cornuéjols, G., Grossmann, I. E., Laird, C. D., Lee, J., Lodi, A., Margot, F., Sawaya, N. & Wächter, A., May 1 2008, In : Discrete Optimization. 5, 2, p. 186-204 19 p.

Research output: Contribution to journalArticle

423 Scopus citations

Inertia-revealing preconditioning for large-scale nonconvex constrained optimization

Schenk, O., Wachter, A. & Weiser, M., Dec 1 2008, In : SIAM Journal on Scientific Computing. 31, 2, p. 939-960 22 p.

Research output: Contribution to journalArticle

31 Scopus citations
2007
118 Scopus citations

Rapid development of an open-source MlNLP solver with COIN-OR

Bonami, P., Forrest, J. J., Lee, J. & Wächter, A., 2007, In : Optima Newsletter. 75

Research output: Contribution to journalArticle

2006

Combining adjoint calculations and quasi-newton methods for automatic history matching

Conn, A., Moraes, R. J., Rodrigues, J., Waechter, A., Reis, L. & Da Silva, F. P. T., Jan 1 2006, Society of Petroleum Engineers, 68th European Association of Geoscientists and Engineers Conference and Exhibition, incorporating SPE EUROPEC 2006, EAGE 2006: Opportunities in Mature Areas. Society of Petroleum Engineers, Vol. 4. p. 2361-2373 13 p.

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

1 Scopus citations

Line search filter methods for nonlinear programming: Motivation and global convergence

Wächter, A. & Biegler, L. T., Feb 27 2006, In : SIAM Journal on Optimization. 16, 1, p. 1-31 31 p.

Research output: Contribution to journalArticle

217 Scopus citations

Line search filter methods for nonlinear programming: Local convergence

Wächter, A. & Biegler, L. T., Feb 27 2006, In : SIAM Journal on Optimization. 16, 1, p. 32-48 17 p.

Research output: Contribution to journalArticle

131 Scopus citations

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

Wächter, A. & Biegler, L. T., May 1 2006, In : Mathematical Programming. 106, 1, p. 25-57 33 p.

Research output: Contribution to journalArticle

3512 Scopus citations
2005

Large-scale nonlinear optimization in circuit tuning

Wächter, A., Visweswariah, C. & Conn, A. R., Oct 1 2005, In : Future Generation Computer Systems. 21, 8, p. 1251-1262 12 p.

Research output: Contribution to journalArticle

8 Scopus citations
2004

A primal-dual interior-point method for nonlinear programming with strong global and local convergence properties

Tits, A. L., Wächter, A., Bakhtiari, S., Urban, T. J. & Lawrence, C. T., Mar 19 2004, In : SIAM Journal on Optimization. 14, 1, p. 173-199 27 p.

Research output: Contribution to journalArticle

51 Scopus citations
2003

DAE constrained optimization

Biegler, L. T. & Wächter, A., 2003, In : SIAG/OPT Views-and-News. 14, p. 10-15

Research output: Contribution to journalArticle

Dynamic optimization of the Tennessee Eastman process using the OptControlCentre

Jockenhövel, T., Biegler, L. T. & Wächter, A., Nov 15 2003, In : Computers and Chemical Engineering. 27, 11, p. 1513-1531 19 p.

Research output: Contribution to journalArticle

68 Scopus citations

Global convergence of a trust-region SQP-filter algorithm for general nonlinear programming

Fletcher, R., Gould, N. I. M., Leyffer, S., Toint, P. L. & Wächter, A., Jan 1 2003, In : SIAM Journal on Optimization. 13, 3, p. 635-659 25 p.

Research output: Contribution to journalArticle

202 Scopus citations

SQP SAND strategies that link to existing modeling systems: Lecture Notes in Computational Sciences and Engine

Wächter, A., 2003, Large-Scale PDE-Constrained Optimization: Lecture Notes in Computational Sciences and Engine. Berlin: Springer Verlag

Research output: Chapter in Book/Report/Conference proceedingChapter

2002

Advances in simultaneous strategies for dynamic process optimization

Biegler, L. T., Cervantes, A. M. & Wächter, A., Feb 14 2002, In : Chemical Engineering Science. 57, 4, p. 575-593 19 p.

Research output: Contribution to journalArticle

317 Scopus citations
2000

Active set vs. interior point strategies for model predictive control

Bartlett, R. A., Wachter, A. & Biegler, L. T., Dec 1 2000, In : Proceedings of the American Control Conference. 6, p. 4229-4233 5 p., 877018.

Research output: Contribution to journalArticle

73 Scopus citations