University of Southern California Daniel J. Epstein Department of Industrial and Systems Engineering The USC Andrew and Erna Viterbi School of Engineering USC
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Richard A. Waltz
Research Assistant Professor
Industrial and Systems Engineering
 
Education
Dr. Waltz received his BS degree in Physics from the University of Notre Dame in 1996; and his PhD in the Department of Electrical and Computer Engineering from Northwestern University in 2002.
 
Experience
Dr. Waltz co-founded Ziena Optimization, Inc. in 2001. Ziena specializes in software, modeling and consulting for nonlinear optimization. Since 2003, he has served as President of Ziena. Prior to joining USC, he also served as a Research Assistant Professor in the Department of Electrical Engineering and Computer Science at Northwestern University. 
 
Research Interests
  • Development of general-purpose algorithms for large-scale nonlinear optimization problems.
  • Nonlinear optimization problems with discrete structure, including mixed integer nonlinear programming problems and mathematical programs with complementarity constraints.
  • Applications of optimization in areas such as finance, power, transportation and circuit design.
  • Numerical software and numerical linear algebra.

Recent Publications

  • An Active-Set Algorithm for Nonlinear Programming Using Parametric Linear Programming” (with R. H. Byrd). Technical Report, University of Southern California, Industrial and Systems Engineering Department, Los Angeles, CA 90089, USA, 2009. Submitted for publication.
  • “Adaptive Barrier Update Strategies for Nonlinear Interior Methods” (with J. Nocedal and A. W¨achter). SIAM Journal on Optimization, 19(4):1674-1693, 2009.
  • “Optimized Pixel Blending: A Mask Planning Method for Solid Freeform Fabrication Processes Based on Mask Pro jection” (C. Zhou, Y. Chen, and R. A. Waltz). ASME Design Automation Conference, DETC2008-49431, Brooklyn, New York, August 3-6, 2008.
  • “New Large-Scale Security Constrained Optimal Power Flow Program Using a New Interior-Point Algorithm” (K. Karoui, L. Platbrood, H. Crisciu and R. A. Waltz). Proceedings of the 5th International Conference on the European Electricity Market, Lisbon, Portugal, 28-30 May 2008.
  • “Steering Exact Penalty Methods for Optimization” (with R. H. Byrd and J. Nocedal). Optimization Methods and Software, 23(2):197-213, 2008.
  • “A Numerical Study of Active-Set and Interior-Point Methods for Bound Constrained Optimization” (with L. Hei and J. Nocedal). In Bock H. G., Kostina E. A, Phu H. X., Rannacher R., editors, Modeling, Simulation and Optimization of Complex Processes, Proceedings of the International Conference on High Performance Scientific Computing, March 6 - 10, 2006, Hanoi, Vietnam, Springer, 2008.