Nonlinear Optimization
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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...
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An implicit filtering algorithm for derivative-free multiobjective optimization with box constraintsThis paper is concerned with the definition of new derivative-free methods for box constrained multiobjective optimization. The method that we propose is a non-trivial extension of the well-known implicit filtering algorithm to the multiobjective case. Global convergence results are stated under...
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In this work, we deal with Truncated Newton methods for solving large scale (possibly nonconvex) unconstrained optimization problems. In particular,we consider the use of amodified Bunch and Kaufman factorization for solving the Newton equation, at each (outer) iteration of the method. The Bunch...
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Prof. Joaquim Judice visited our department of Computer, Control, and Management
Engineering Antonio Ruberti (DIAG) of Sapienza University of Rome in the week 9th-15th
June 2019.
On Monday 10th, he gave a seminar entitled “Linear Complementarity Problems: Appli-
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In this paper, we develop a new algorithmic framework to solve black-box problems with integer variables. The strategy included in the framework makes use of specific search directions (so called primitive directions) and a suitably developed nonmonotone line search, thus guaranteeing a high level...
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