3 papers
math.OC2021
An Improved Penalty Algorithm using Model Order Reduction for MIPDECO problems with partial observations
Dominik Garmatter, Margherita Porcelli, Francesco Rinaldi +1
This work addresses optimal control problems governed by a linear time-dependent partial differential equation (PDE) as well as integer constraints on the control. Moreover, partia…
math.OC2020
Exploiting problem structure in derivative free optimization
Margherita Porcelli, Philippe L. Toint
A structured version of derivative-free random pattern search optimization algorithms is introduced which is able to exploit coordinate partially separable structure (typically ass…
math.NA2019
A relaxed interior point method for low-rank semidefinite programming problems with applications to matrix completion
Stefania Bellavia, Jacek Gondzio, Margherita Porcelli
A new relaxed variant of interior point method for low-rank semidefinite programming problems is proposed in this paper. The method is a step outside of the usual interior point fr…