14 citations · 20 across the 11 of their papers we have counts for
3 papers · 1 filter
Efficient globalization of heavy-ball type methods for unconstrained optimization based on curve searches
Federica Donnini, Matteo Lapucci, Pierluigi Mansueto
In this work, we deal with unconstrained nonlinear optimization problems. Specifically, we are interested in methods carrying out updates possibly along directions not of descent,…
Projection-based curve pattern search for black-box optimization over smooth convex sets
Xiaoxi Jia, Matteo Lapucci, Pierluigi Mansueto
In this paper, we deal with the problem of optimizing a black-box smooth function over a full-dimensional smooth convex set. We study sets of feasible curves that allow to properly…
On the Computation of the Efficient Frontier in Advanced Sparse Portfolio Optimization
Arturo Annunziata, Matteo Lapucci, Pieluigi Mansueto +1
In this work, we deal with the problem of computing a comprehensive front of efficient solutions in multi-objective portfolio optimization problems in presence of sparsity constrai…