5 citations · 5 across the 9 of their papers we have counts for
10 papers
Direct-search methods in the year 2025: Theoretical guarantees and algorithmic paradigms
K. J. Dzahini, F. Rinaldi, C. W. Royer +1
Optimizing a function without using derivatives is a challenging paradigm, that precludes from using classical algorithms from nonlinear optimization, and may thus seem intractable…
Inexact Direct-Search Methods for Bilevel Optimization Problems
Youssef Diouane, Vyacheslav Kungurtsev, Francesco Rinaldi +1
In this work, we introduce new direct search schemes for the solution of bilevel optimization (BO) problems. Our methods rely on a fixed accuracy black box oracle for the lower-lev…
Projection free methods on product domains
Immanuel Bomze, Francesco Rinaldi, Damiano Zeffiro
Projection-free block-coordinate methods avoid high computational cost per iteration and at the same time exploit the particular problem structure of product domains. Frank-Wolfe-l…
Retraction based Direct Search Methods for Derivative Free Riemannian Optimization
Vyacheslav Kungurtsev, Francesco Rinaldi, Damiano Zeffiro
Direct search methods represent a robust and reliable class of algorithms for solving black-box optimization problems. In this paper, we explore the application of those strategies…
Stochastic trust-region and direct-search methods: A weak tail bound condition and reduced sample sizing
Francesco Rinaldi, Luis Nunes Vicente, Damiano Zeffiro
Using tail bounds, we introduce a new probabilistic condition for function estimation in stochastic derivative-free optimization which leads to a reduction in the number of samples…
Frank-Wolfe and friends: a journey into projection-free first-order optimization methods
Immanuel. M. Bomze, Francesco Rinaldi, Damiano Zeffiro
Invented some 65 years ago in a seminal paper by Marguerite Straus-Frank and Philip Wolfe, the Frank-Wolfe method recently enjoys a remarkable revival, fuelled by the need of fast…