Nonlinear Optimization

A multi-objective DIRECT algorithm for ship hull optimization
Improving ADMMs for solving doubly nonnegative programs through dual factorization

Alternating direction methods of multipliers (ADMMs) are popular approaches to handle large scale semidefinite programs that gained attention during the past decade. In this paper, we focus on solving doubly nonnegative programs (DNN), which are semidefinite programs where the elements of the...
An algorithmic framework based on primitive directions and nonmonotone line searches for black-box optimization problems with integer variables
An active-set algorithmic framework for non-convex optimization problems over the simplex
Joaquim Judice

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-
...
An active set feasible method for large-scale minimization problems with bound constraints
Using a factored dual in augmented Lagrangian methods for semidefinite programming

In the context of augmented Lagrangian approaches for solving semidefinite programming problems, we investigate the possibility of eliminating the positive semidefinite constraint on the dual matrix by employing a factorization. Hints on how to deal with the resulting unconstrained maximization of...
Data and performance of an active-set truncated Newton method with non-monotone line search for bound-constrained optimization
A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization
A fast active set block coordinate descent algorithm for ℓ1-regularized least squares