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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
- "KNITRO: An Integrated Package for Nonlinear Optimization" by R. H. Byrd, J. Nocedal and R.A. Waltz. In G. di Pillo and M. Roma, editors, Large-Scale Nonlinear Optimization, 35-59, 2006. Springer Verlag.
- "On the Convergence of Successive Linear-Quadratic Programming Algorithms" by R. H. Byrd, N. I. M. Gould, J. Nocedal and R. A. Waltz. SIAM Journal on Optimization, 16(2):471-489, 2006.
- "An Interior Algorithm for Nonlinear Optimization that Combines Line Search and Trust Region Steps", by R. A. Waltz, J. L. Morales, J. Nocedal and D. Orban. Mathematical Programming, Series A, 107(3):391-408, 2006.
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