Luís Nunes Vicente

Comput. Optim. Appl., November, 2024

The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning.

[BibT_eX]

[DOI]

Ann. Oper. Res., August, 2024

Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing.

[BibT_eX]

[DOI]

Francesco Rinaldi

Damiano Zeffiro

SIAM J. Optim., 2024

Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations.

[BibT_eX]

[DOI]

Tommaso Giovannelli

Griffin D. Kent

Optim. Methods Softw., 2024

2023

Convergence Rates of the Stochastic Alternating Algorithm for Bi-Objective Optimization.

[BibT_eX]

[DOI]

J. Optim. Theory Appl., July, 2023

Full-low evaluation methods for derivative-free optimization.

[BibT_eX]

[DOI]

Albert S. Berahas

Oumaima Sohab

Optim. Methods Softw., March, 2023

The limitation of neural nets for approximation and optimization.

[BibT_eX]

[DOI]

Tommaso Giovannelli

Oumaima Sohab

CoRR, 2023

2022

Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach.

[BibT_eX]

[DOI]

Comput. Manag. Sci., 2022

A Stochastic Alternating Balance k-Means Algorithm for Fair Clustering.

[BibT_eX]

[DOI]

Proceedings of the Learning and Intelligent Optimization - 16th International Conference, 2022

2021

Bilevel stochastic methods for optimization and machine learning: Bilevel stochastic descent and DARTS.

[BibT_eX]

[DOI]

Tommaso Giovannelli

Griffin D. Kent

CoRR, 2021

The Sharpe predictor for fairness in machine learning.

[BibT_eX]

[DOI]

CoRR, 2021

2020

A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds.

[BibT_eX]

[DOI]

Clément W. Royer

Math. Program., 2020

2019

Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions.

[BibT_eX]

[DOI]

SIAM J. Optim., 2019

Complexity of gradient descent for multiobjective optimization.

[BibT_eX]

[DOI]

Jörg Fliege

Optim. Methods Softw., 2019

Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods.

[BibT_eX]

[DOI]

Lili Song

CoRR, 2019

Direct search based on probabilistic feasible descent for bound and linearly constrained problems.

[BibT_eX]

[DOI]

Comput. Optim. Appl., 2019

2017

An indicator for the switch from derivative-free to derivative-based optimization.

[BibT_eX]

[DOI]

N. Soualmi

Oper. Res. Lett., 2017

2016

Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case.

[BibT_eX]

[DOI]

Rohollah Garmanjani

D. Júdice

SIAM J. Optim., 2016

On the optimal order of worst case complexity of direct search.

[BibT_eX]

[DOI]

Mahdi Dodangeh

Zaikun Zhang

Optim. Lett., 2016

Worst case complexity of direct search under convexity.

[BibT_eX]

[DOI]

Mahdi Dodangeh

Math. Program., 2016

Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation.

[BibT_eX]

[DOI]

El Houcine Bergou

SIAM/ASA J. Uncertain. Quantification, 2016

2015

Direct Search Based on Probabilistic Descent.

[BibT_eX]

[DOI]

SIAM J. Optim., 2015

Globally convergent evolution strategies.

[BibT_eX]

[DOI]

Youssef Diouane

Math. Program., 2015

Globally convergent evolution strategies for constrained optimization.

[BibT_eX]

[DOI]

Youssef Diouane

Comput. Optim. Appl., 2015

2014

A Merit Function Approach for Direct Search.

[BibT_eX]

[DOI]

SIAM J. Optim., 2014

Convergence of Trust-Region Methods Based on Probabilistic Models.

[BibT_eX]

[DOI]

Afonso S. Bandeira

SIAM J. Optim., 2014

A surrogate management framework using rigorous trust-region steps.

[BibT_eX]

[DOI]

Optim. Methods Softw., 2014

Globally convergent DC trust-region methods.

[BibT_eX]

[DOI]

J. Glob. Optim., 2014

2013

Inexact solution of NLP subproblems in MINLP.

[BibT_eX]

[DOI]

M. Li

J. Glob. Optim., 2013

Worst case complexity of direct search.

[BibT_eX]

[DOI]

EURO J. Comput. Optim., 2013

On partial sparse recovery

[BibT_eX]

[DOI]

Afonso S. Bandeira

CoRR, 2013

Efficient Cardinality/Mean-Variance Portfolios.

[BibT_eX]

[DOI]

Rui Pedro Brito

Proceedings of the System Modeling and Optimization, 2013

2012

Bilevel derivative-free optimization and its application to robust optimization.

[BibT_eX]

[DOI]

Optim. Methods Softw., 2012

Analysis of direct searches for discontinuous functions.

[BibT_eX]

[DOI]

Math. Program., 2012

Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization.

[BibT_eX]

[DOI]

Afonso S. Bandeira

Math. Program., 2012

2011

Direct Multisearch for Multiobjective Optimization.

[BibT_eX]

[DOI]

J. F. Aguilar Madeira

SIAM J. Optim., 2011

Estimation of risk-neutral density surfaces.

[BibT_eX]

[DOI]

Ana Margarida Monteiro

Reha H. Tütüncü

Comput. Manag. Sci., 2011

2010

Incorporating minimum Frobenius norm models in direct search.

[BibT_eX]

[DOI]

Humberto Rocha

Comput. Optim. Appl., 2010

2009

Bilevel Programming: Introduction, History and Overview.

[BibT_eX]

[DOI]

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points.

[BibT_eX]

[DOI]

SIAM J. Optim., 2009

PSwarm: a hybrid solver for linearly constrained global derivative-free optimization.

[BibT_eX]

[DOI]

Optim. Methods Softw., 2009

Implicitly and densely discrete black-box optimization problems.

[BibT_eX]

[DOI]

Optim. Lett., 2009

Introduction to Derivative-Free Optimization.

[BibT_eX]

MPS-SIAM series on optimization 8, SIAM, ISBN: 978-0-89871-668-9, 2009

2008

Geometry of interpolation sets in derivative free optimization.

[BibT_eX]

[DOI]

Math. Program., 2008

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity.

[BibT_eX]

[DOI]

Ana Margarida Monteiro

Reha H. Tütüncü

Eur. J. Oper. Res., 2008

Local analysis of the feasible primal-dual interior-point method.

[BibT_eX]

[DOI]

R. Silva

João Soares

Comput. Optim. Appl., 2008

2007

Using Sampling and Simplex Derivatives in Pattern Search Methods.

[BibT_eX]

[DOI]

SIAM J. Optim., 2007

A particle swarm pattern search method for bound constrained global optimization.

[BibT_eX]

[DOI]

J. Glob. Optim., 2007

2005

Space Mapping for Optimal Control of Partial Differential Equations.

[BibT_eX]

[DOI]

Michael Hintermüller

SIAM J. Optim., 2005

2004

Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems.

[BibT_eX]

[DOI]

SIAM J. Optim., 2004

A globally convergent primal-dual interior-point filter method for nonlinear programming.

[BibT_eX]

[DOI]

Michael Ulbrich

Stefan Ulbrich

Math. Program., 2004

2002

Analysis of Inexact Trust-Region SQP Algorithms.

[BibT_eX]

[DOI]

Matthias Heinkenschloss

SIAM J. Optim., 2002

Local analysis of a new multipliers method.

[BibT_eX]

[DOI]

Eur. J. Oper. Res., 2002

Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming.

[BibT_eX]

[DOI]

Stephen J. Wright

Comput. Optim. Appl., 2002

Numerical Behavior of a Stabilized SQP Method for Degenerate NLP Problems.

[BibT_eX]

[DOI]

El-Sayed M. E. Mostafa

Stephen J. Wright

Proceedings of the Global Optimization and Constraint Satisfaction, 2002

2001

Pattern Search Methods for Use-Provided Points.

[BibT_eX]

[DOI]

Proceedings of the Computational Science - ICCS 2001, 2001

2000

Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming.

[BibT_eX]

[DOI]

Comput. Optim. Appl., 2000

1999

An interface optimization and application for the numerical solution of optimal control problems.

[BibT_eX]

[DOI]

Matthias Heinkenschloss

ACM Trans. Math. Softw., 1999

Two-Step Algorithms for Nonlinear Optimization with Structured Applications.

[BibT_eX]

[DOI]

Chandu Visweswariah

SIAM J. Optim., 1999

Characterization of the smoothness and curvature of a marginal function for a trust-region problem.

[BibT_eX]

[DOI]

David A. Andrews

Math. Program., 1999

1997

On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization.

[BibT_eX]

[DOI]

John E. Dennis

SIAM J. Optim., 1997

1994

Algorithm 728; FORTRAN subroutines for generating quadratic bilevel programming test problems.

[BibT_eX]

[DOI]

ACM Trans. Math. Softw., 1994

Generating quadratic bilevel programming test problems.

[BibT_eX]

[DOI]

ACM Trans. Math. Softw., 1994

Bilevel and multilevel programming: A bibliography review.

[BibT_eX]

[DOI]

J. Glob. Optim., 1994

On the solution and complexity of a generalized linear complementarity problem.

[BibT_eX]

[DOI]

Joaquim João Júdice

J. Glob. Optim., 1994

1993

Generating Linear and Linear-Quadratic Bilevel Programming Problems.

[BibT_eX]

[DOI]

SIAM J. Sci. Comput., 1993

A new technique for generating quadratic programming test problems.

[BibT_eX]

[DOI]

Joaquim Júdice

Math. Program., 1993

1992

Generation of disjointly constrained bilinear programming test problems.

[BibT_eX]

[DOI]