3 papers
math.OC2025
A linesearch-based derivative-free method for noisy black-box problems
Alberto De Santis, Giampaolo Liuzzi, Stefano Lucidi
In this work we consider unconstrained optimization problems. The objective function is known through a zeroth order stochastic oracle that gives an estimate of the true objective…
math.OC2025
Worst-case complexity analysis of derivative-free methods for multi-objective optimization
Giampaolo Liuzzi, Stefano Lucidi
In this work, we are concerned with the worst case complexity analysis of "a posteriori" methods for unconstrained multi-objective optimization problems where objective function va…
math.OC2025
Nonlinear Derivative-free Constrained Optimization with a Penalty-Interior Point Method and Direct Search
Andrea Brilli, Ana L. Custódio, Giampaolo Liuzzi +1
In this work, we propose the joint use of a mixed penalty-interior point method and direct search, for addressing nonlinearly constrained derivative-free optimization problems. A m…