McCormick | Northwestern Engineering _

Andreas Wächter

Professor of Industrial Engineering and Management Sciences


Please check my Google Scholar page for an up-to-date list, or follow the links on the Research page.

Here are a few manuscripts that might not be available elsewhere:

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 [link]
Tables for the numercal results in the paper: IPOPT [pdf], KNITRO [pdf], LOQO [pdf]

A. Wächter
An Interior Point Algorithm for Large-Scale Nonlinear Optimization with Applications in Process Engineering
PhD Thesis, Carnegie Mellon University, 2002 [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 (2000) [pdf]


These are slides from some selected presentations and short courses:

Constrained Nonlinear Optimization Algorithms:
Short course at the Institute for Mathematics and its Applications at the University of Minnesota: [slides]

Numerical Nonlinear Optimization:
4-part tutorial given at the Center of Nonlinear Studies at Los Alamos Natrional Laboratories: [part1], [part2], [part3], [part4]