Faculty Directory
Andreas Waechter

Professor of Industrial Engineering & Management Sciences

Contact

2145 Sheridan Road
Tech D235
Evanston, IL 60208-3109

Email Andreas Waechter

Website

Andreas Waechter's Homepage

Departments

Industrial Engineering and Management Sciences

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Education

Ph.D., Chemical Engineering, Carnegie Mellon University, Pittsburgh,PA

M.S. Mathematics, University of Cologne, Germany


Research Interests

Large-scale nonlinear continuous optimization; mixed-integer nonlinear optimization; software implementation of numerical algorithms; application of optimization algorithms to industrial and scientific problems; power systems; machine learning


Selected Publications

  • Luo, Xinyi; Wächter, Andreas, A QUADRATICALLY CONVERGENT SEQUENTIAL PROGRAMMING METHOD FOR SECOND-ORDER CONE PROGRAMS CAPABLE OF WARM STARTS, SIAM Journal on Optimization (2024).
  • Curtis, Frank E.; Dezfulian, Shima; Wächter, Andreas, Derivative-free bound-constrained optimization for solving structured problems with surrogate models, Optimization Methods and Software (2024).
  • Vecchi, Edoardo; Kardoš, Juraj; Lechekhab, Malik; Wächter, Andreas; Horenko, Illia; Schenk, Olaf, Structure-exploiting interior-point solver for high-dimensional entropy-sparsified regression learning, Journal of Computational Science (2024).
  • Ospina, Juan; Fobes, David M.; Bent, Russell; Wachter, Andreas, Modeling and Rapid Prototyping of Integrated Transmission-Distribution OPF Formulations with PowerModelsITD.jl, IEEE Transactions on Power Systems (2024).
  • Aravena, Ignacio; Molzahn, Daniel K.; Zhang, Shixuan; Petra, Cosmin G.; Curtis, Frank E.; Tu, Shenyinying; Wächter, Andreas; Wei, Ermin; Wong, Elizabeth; Gholami, Amin; Sun, Kaizhao; Sun, Xu Andy; Elbert, Stephen T.; Holzer, Jesse T.; Veeramany, Arun, Recent Developments in Security-Constrained AC Optimal Power Flow, Operations Research (2023).
  • Curtis, Frank E.; Molzahn, Daniel K.; Tu, Shenyinying; Wachter, Andreas; Wei, Ermin; Wong, Elizabeth, A Decomposition Algorithm with Fast Identification of Critical Contingencies for Large-Scale Security-Constrained AC-OPF, Operations Research (2023).
  • Avci, Harun; Nelson, Barry L.; Song, Eunhye; Wächter, Andreas, Using Cache or Credit for Parallel Ranking and Selection, ACM Transactions on Modeling and Computer Simulation (2023).
  • Izadinia, Niloufar; Ramyar, Elham; Alzayer, Maytham; Carr, Stephen H.; Cusatis, Gianluca; Dwivedi, Vidushi; Garcia, Daniel J.; Hettiarachchi, Missaka; Massion, Thomas; Miller, William M.; Wächter, Andreas, A versatile optimization framework for sustainable post-disaster building reconstruction, Optimization and Engineering (2023).
  • Horenko, Illia; Vecchi, Edoardo; Kardoš, Juraj; Wächter, Andreas; Schenk, Olaf; O'Kane, Terence; Gagliardini, Patrick; Gerber, Susanne, On cheap entropy-sparsified regression learning, Proceedings of the National Academy of Sciences of the United States of America (2023).
  • Ben Feng, M.; Maggiar, Alvaro; Staum, Jeremy C; Wächter, Andreas, Uniform convergence of sample average approximation with adaptive multiple importance sampling, Institute of Electrical and Electronics Engineers Inc.:1646-1657 (2019).
  • Maggiar, Alvaro; Wächter, Andreas; Dolinskaya, Irina; Staum, Jeremy C, A derivative-free trust-region algorithm for the optimization of functions smoothed via Gaussian convolution using adaptive multiple importance sampling∗ , SIAM Journal on Optimization 28(2):1478-1507 (2018).
  • Jara-Moroni, Francisco; Pang, Jong Shi; Wächter, Andreas, A study of the difference-of-convex approach for solving linear programs with complementarity constraints, Mathematical Programming 169(1):221-254 (2017).
  • Keskar, N.; Wächter, A., A limited-memory quasi-Newton algorithm for bound-constrained non-smooth optimization, Optimization Methods and Software 34(1):150-171 (2017).
  • Waechter, Andreas, Nonlinear Optimization Algorithms, SIAM:221-235 (2017).
  • Janka, Dennis; Kirches, Christian; Sager, Sebastian; Waechter, Andreas, An SR1/BFGS SQP algorithm for nonconvex nonlinear programs with block-diagonal Hessian matrix, Mathematical Programming Computation 8(4):435-459 (2016).