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Homepage of Andreas Wächter
Welcome!
I am a member of the Mathematical Sciences
Department at IBM's T.J.
Watson Research Center. Before joining IBM in 2002, I received my Ph.D
from the Department of Chemical Engineering
at Carnegie Mellon University.
My main research interest is the design, analysis, and implementation
of algorithms for large-scale nonlinear optimization, as well as their application
to engineering problems, such as process systems engineering and circuit
tuning. Our optimization code IPOPT implementing an interior point
method for large-scale nonlinear optimization is available as open source
code from COIN-OR. Recent work also includes the solution of mixed-integer nonlinear optimization problems/
Publications
A. Wächter and L. T. Biegler
On the Implementation of an Interior-Point Filter Line-Search
Algorithm for Large-Scale Nonlinear Programming
Mathematical Programming 106(1), pp. 25-57, 2006 (As Research Report RC 23149, IBM T. J. Watson
Research Center, Yorktown, USA: [ps, ps.gz, pdf])
Tables for the numercal results in the report: IPOPT [ps, pdf],
KNITRO [ps, pdf], LOQO [ps, pdf]
A. Wächter and L. T. Biegler
Line Search Filter Methods for Nonlinear Programming:
Motivation and Global Convergence
SIAM Journal on Optimization 16(1), pp. 1-31, 2005 [ps, ps.gz, pdf] (As Research Report RC 23036, IBM T. J. Watson Research Center,
Yorktown, USA: ps, ps.gz, pdf, abstract)
A. Wächter and L. T. Biegler
Line Search Filter Methods for Nonlinear Programming: Local
Convergence
SIAM Journal on Optimization 16(1), pp. 32-48, 2005 [ps, ps.gz, pdf] (As Research Report RC 23033, IBM T. J. Watson Research Center,
Yorktown, USA: ps, ps.gz, pdf, abstract)
A. Wächter, C. Visweswariah and
A. R. Conn
Large-Scale Nonlinear Optimization in Circuit Tuning,
Future Generation Computer Systems 21(8), pp. 1251-1262, 2005 [abstract with pdf] [abstract
for IBM Research Report RC 23032 with link to pdf]
A.L. Tits, A. Wächter, S. Bakhtiari, T.J. Urban, and C.T.
Lawrence
A Primal-Dual Interior-Point Method for Nonlinear Programming
with Strong Global and Local Convergence Properties
SIAM Journal on Optimization 14(1), pp. 173-199, 2003 [ps,
pdf,
abstract]
T. Jockenhövel, L. T. Biegler, and A. Wächter
Dynamic Optimization of the Tennessee Eastman Process
Using the OptControlCentre
Computers and Chemical Engineering 27 (11) pp. 1513-1531,
2003 [pdf,
abstract]
L.T. Biegler and A. Wächter
SQP SAND Strategies that Link to Existing Modeling Systems
in First CSRI Workshop on PDE-based Optimization, Lecture
Notes in Computational Sciences and Engineering, Ghattas, Heinkenschloss,
Keyes, Biegler, and van Bloemen Waanders (eds.), Springer Verlag, Berlin,
2003
L. T. Biegler and A. Wächter
DAE Constrained Optimization
SIAG/OPT Views-and-News 14(1), 2003 [pdf of the entire Views-and-News
issue]
R. Fletcher, N.I.M. Gould, S. Leyffer, Ph.L. Toint, and A. Wächter
Global Convergence of a Trust-Region SQP-Filter Algorithm
for General Nonlinear Programming
SIAM Journal on Optimization 13(3), pp. 635-659, 2002 [ps,
pdf,
abstract]
L.T. Biegler, A.M. Cervantes, and A. Wächter
Advances in Simultaneous Strategies for Dynamic Process
Optimization
Chemical Engineering Science 57 (4), pp. 575-593, 2002 [pdf,
abstract]
A. Wächter
An Interior Point Algorithm for Large-Scale Nonlinear
Optimization with Applications in Process Engineering
Phd Thesis, Carnegie Mellon University, 2002 [ps, ps.gz,
pdf]
A. Wächter and L.T. Biegler
Failure of Global Convergence for a Class of Interior
Point Methods for Nonlinear Programming
Mathematical Programming 88(3), pp. 565-574, 2000 [pdf,
abstract]
R.A. Bartlett, A. Wächter, and L.T. Biegler
Active Set vs. Interior Point Strategies for Model Predictive
Control
Proceedings of the American Control Conference, pp. 4229-4233,
Chicago, IL, June 2000
A.M. Cervantes, A. Wächter, R.H. Tütüncü,
and L.T. Biegler
A Reduced Space Interior Point Strategy for Optimization
of Differential Algebraic Systems
Computers and Chemical Engineering 24(1), pp. 39-51, 2000 [pdf,
abstract]
Technical Reports
O. Schenk, A. Wächter, M. Hagemann
Combinatorial Approaches to the Solution of Saddle-Point Problems in Large-Scale Parallel Interior-Point Optimization
Research Report RC 23824, IBM T. J. Watson Research Center, Yorktown, USA
(December 2005) [ pdf]
P. Bonami, L. T. Biegler, A. R. Conn. G. Cornu éjols , I. E. Grossmann, C. D. Laird, J. Lee, A Lodi, F. Margot, N. Sawaya, and A. Wächter
An Algorithmic Framework For Convex Mixed Integer Nonlinear Programs
Research Report RC 23771, IBM T. J. Watson Research Center, Yorktown, USA
(November 2005) [ pdf]
J. Nocedal, A. Wächter, and R. A. Waltz
Adaptive Barrier Strategies for Nonlinear Interior Methods
Research Report RC 23563, IBM T. J. Watson Research Center,
Yorktown, USA
(March 2005; revised January 2006) [ ps, ps.gz, pdf]
A. Wächter and L. T. Biegler
Global and Local Convergence of a Reduced Space Quasi-Newton
Barrier Algorithm for Large-Scale Nonlinear Programming
CAPD Technical Report B-00-06, Carnegie Mellon Univeristy
(August 2000) [ ps, ps.gz, pdf]
Contact Information
Andreas Wächter
Department of Mathematical Sciences
IBM T.J. Watson Research Center
P.O. Box 218
Yorktown Heights, NY 10598
email: andreasw at watson.ibm.com
phone: (914) 945-2061
fax: (914) 945-3434
location: 33-229
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