Nonlinear Optimization

Portwings: Decoding the physics of flapping flight

Abstract

In this seminar an overview will be given of the ERC AdG PortWings project and its achievements. The overview will first describe the initial goal and the context in which the project came to existence, and then will give attention to the various aspects of...
Minimization over the l(1)-ball using an active-set non-monotone projected gradient

The l(1)-ball is a nicely structured feasible set that is widely used in many fields (e.g., machine learning, statistics and signal analysis) to enforce some sparsity in the model solutions. In this paper, we devise an active-set strategy for efficiently dealing with minimization problems over the...
Derivative-free methods for mixed-integer nonsmooth constrained optimization

In this paper, mixed-integer nonsmooth constrained optimization problems are considered, where objective/constraint functions are available only as the output of a black-box zeroth-order oracle that does not provide derivative information. A new derivative-free linesearch-based algorithmic...
The role of Mathematical Optimization to enhance Transparency in Data Science

La Prof.ssa Dolores Romero Morales è visiting Professor presso il DIAG dal 1 al 31 maggio 2022.

Where: Aula Magna DIAG & online su piattaforma Meet

When: May 6, 2022 - 15:00

...
A computational study on QP problems with general linear constraints

In this paper we consider Quadratic Programming (QP) problems with general linear constraints. We show, through a computational investigation, that a careful selection of a suitable reformulation of such problems, together with the related relaxation, and an intensive application of bound...
Computing mixed strategies equilibria in presence of switching costs by the solution of nonconvex QP problems

In this paper we address game theory problems arising in the context of network security. In traditional game theory problems, given a defender and an attacker, one searches for mixed strategies which minimize a linear payoff functional. In the problems addressed in this paper an additional...
A Derivative-Free Line-Search Algorithm for Simulation-Driven Design Optimization Using Multi-Fidelity Computations
An Augmented Lagrangian Method Exploiting an Active-Set Strategy and Second-Order Information
A new branch-and-bound algorithm for standard quadratic programming problems

In this paper we propose convex and LP bounds for standard quadratic programming (StQP) problems and employ them within a branch-and-bound approach. We first compare different bounding strategies for StQPs in terms both of the quality of the bound and of the computation times. It turns out that the...
Trust-region methods for the derivative-free optimization of nonsmooth black-box functions

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