Andreas Wächter

activity

20152022

most citedA Second-Order Method for Convex

ℓ_{1}

-Regularized Optimization with Active Set Prediction

4 citations · 4 across the 2 of their papers we have counts for

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math.OC2019

Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation

Alejandra Peña-Ordieres, James R. Luedtke, Andreas Wächter

We introduce a new method for solving nonlinear continuous optimization problems with chance constraints. Our method is based on a reformulation of the probabilistic constraint as…

math.OC2015★ 4 cited

A Second-Order Method for Convex $ℓ_{1}$ -Regularized Optimization with Active Set Prediction

Nitish Shirish Keskar, Jorge Nocedal, Figen Oztoprak +1

We describe an active-set method for the minimization of an objective function $ϕ$ that is the sum of a smooth convex function and an $ℓ_{1}$ -regularization term. A distinctive fe…

Solving Chance-Constrained Problems via a Smooth Sample-Based Nonlinear Approximation

A Second-Order Method for Convex ℓ1​-Regularized Optimization with Active Set Prediction

A Second-Order Method for Convex $ℓ_{1}$ -Regularized Optimization with Active Set Prediction