32 citations · 75 across the 11 of their papers we have counts for
11 papers
Objective-Function Free Multi-Objective Optimization: Rate of Convergence and Performance of an Adagrad-like algorithm
Marianna De Santis, Gabriele Eichfelder, Margherita Porcelli
We propose an Adagrad-like algorithm for multi-objective unconstrained optimization that relies on the computation of a common descent direction only. Unlike classical local algori…
Worst-Case Complexity of High-Order Algorithms for Pareto-Front Reconstruction
Andrea Cristofari, Marianna De Santis, Stefano Lucidi +1
In this paper, we are concerned with a worst-case complexity analysis of a-posteriori algorithms for unconstrained multiobjective optimization. Specifically, we propose an algorith…
Relax and penalize: a new bilevel approach to mixed-binary hyperparameter optimization
Sara Venturini, Marianna de Santis, Jordan Patracone +3
In recent years, bilevel approaches have become very popular to efficiently estimate high-dimensional hyperparameters of machine learning models. However, to date, binary parameter…
Minimization over the l1-ball using an active-set non-monotone projected gradient
Andrea Cristofari, Marianna De Santis, Stefano Lucidi +1
The l1-ball is a nicely structured feasible set that is widely used in many fields (e.g., machine learning, statistics and signal analysis) to enforce some sparsity in the model so…
Dealing with inequality constraints in large-scale semidefinite relaxations for graph coloring and maximum clique problems
Federico Battista, Marianna De Santis
Semidefinite programs (SDPs) can be solved in polynomial time by interior point methods. However, when the dimension of the problem gets large, interior point methods become imprac…
Using a Factored Dual in Augmented Lagrangian Methods for Semidefinite Programming
Marianna De Santis, Franz Rendl, Angelika Wiegele
In the context of augmented Lagrangian approaches for solving semidefinite programming problems, we investigate the possibility of eliminating the positive semidefinite constraint…
An Active-Set Algorithmic Framework for Non-Convex Optimization Problems over the Simplex
Andrea Cristofari, Marianna De Santis, Stefano Lucidi +1
In this paper, we describe a new active-set algorithmic framework for minimizing a non-convex function over the unit simplex. At each iteration, the method makes use of a rule for…
A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization
Andrea Cristofari, Marianna De Santis, Stefano Lucidi +1
In this paper, we describe a two-stage method for solving optimization problems with bound constraints. It combines the active-set estimate described in [Facchinei and Lucidi, 1995…
A Feasible Active Set Method with Reoptimization for Convex Quadratic Mixed-Integer Programming
Christoph Buchheim, Marianna De Santis, Stefano Lucidi +2
We propose a feasible active set method for convex quadratic programming problems with non-negativity constraints. This method is specifically designed to be embedded into a branch…
A Frank-Wolfe Based Branch-and-Bound Algorithm for Mean-Risk Optimization
Christoph Buchheim, Marianna De Santis, Francesco Rinaldi +1
We present an exact algorithm for mean-risk optimization subject to a budget constraint, where decision variables may be continuous or integer. The risk is measured by the covarian…
A Fast Active Set Block Coordinate Descent Algorithm for -regularized least squares
Marianna De Santis, Stefano Lucidi, Francesco Rinaldi
The problem of finding sparse solutions to underdetermined systems of linear equations arises in several applications (e.g. signal and image processing, compressive sensing, statis…