Sven Leyffer

Senior Computational Mathematician
- Mathematics and Computer Science

Sven Leyffer is a senior computational mathematician whose research centers on computational optimization. He is a world leader in both the theory and the development of large-scale complementarity constraints or integer variables. The former arise when modeling competitive equilibria (e.g., in power markets), and the latter are used to model on/off decisions and long-term investment choices.

Sven has developed numerous solvers and open-source packages for solving these classes of problems, including filterSQP and filterMPEC for the solution of nonlinear optimization problems and complementarity constraints and MINOTAUR for the solution of problems with integer variables.

Sven is co-editor of Mathematical Programming and editor-in-chief of Mathematical Methods of Operations Research. He has served as the INFORMS Optimization Vice-Chair for nonlinear programming and as the Program Director of the SIAM Activity Group on Optimization and was SIAM Vice President for Programs from 2010 to 2013.

Sven joined the Mathematics and Computer Science Division in 2002, where he is now a senior computational mathematician. He is also a Senior Fellow of the University of Chicago/Argonne Computation Institute.

AWARDS, HONORS & MEMBERSHIPS

Awards:

  • SIAM Lagrange Prize in Optimization, 2006 (with Roger Fletcher and Philippe L. Toint) (awarded every three years)
  • SIAM Fellow, 2009 (inaugural year)
  • COAP Best Paper Prize, 2013.

Editorial Board Positions (current):

  • Co-Editor of Mathematical Programming A 2011–
  • Editor of SIAM Activity Group on Optimization Newsletter 2009–
  • Editor-in-Chief of Mathematical Methods of Operation Research 2008–
  • Area Editor Nonlinear Optimization of Mathematical Programming Computation 2008–2012
  • Associate Editor of Computational Optimization and Applications 2006–

Membership in Professional Societies:

  • Society for Industrial and Applied Mathematics (SIAM)
  • SIAM Activity Group on Optimization
  • SIAM Activity Group on Computational Science and Engineering
  • Mathematical Optimization Society
  • Institute for Operations Research and the Management Sciences (INFORMS)

Selected Publications

(for a complete list, see http://wiki.mcs.anl.gov/leyffer/)

  • J. Lee and S. Leyffer, Mixed-Integer Nonlinear Optimization: Algorithmic Advances and Applications. The IMA Volumes in Mathematics and Its Applications, Vol. 154, Springer Verlag, 2012.
  • R. Fletcher and S. Leyffer, Nonlinear programming without a penalty function, Mathematical Programming 91(2): 239-269, 2002.
  • P. Belotti, C. Kirches, S. Leyffer, J. Linderoth, J. Luedtke, and A. Mahajan, Mixed-integer nonlinear optimization, Acta Numerica 22:1-131, 2013 (invited survey paper).
  • K. Abhishek, S. Leyffer, and J.T. Linderoth, FilMINT: An outer-approximation-based solver for nonlinear mixed integer programs, INFORMS Journal on Computing 22:555-567, 2010.
  • C. Shen, S. Leyffer, and R. Fletcher, A nonmonotone filter method for nonlinear optimization, Computational Optimization and Applications 52(3): 583-607, 2012 (selected as best paper of COAP for the preceding year).
  • S. Leyffer, Integrating SQP and branch-and-bound for mixed integer nonlinear programming, Computational Optimization & Applications 18:295-309, 2001.
  • S. Leyffer, Complementarity constraints as nonlinear equations: Theory and numerical experience. In S. Dempe and V. Kalashnikov, eds., Optimization and Multivalued Mappings, pp. 169-208. Springer 2006.
  • S. Leyffer and T.S. Munson, Solving multi-leader-common-follower games, Optimization Methods and Software 25(4):601-623, 2010.
  • R. Fletcher, S. Leyffer, and P.L. Toint, On the global convergence of a filter-SQP algorithm, SIAM J. Optimization 13(1):44-59, 2002.
  • F. You and S. Leyffer, Mixed-integer dynamic optimization for oil-spill response planning with integration of a dynamic oil weathering model, AiChE Journal 57(12):3555-3564, 2010.