activity
20242026
collaborators

6 papers

math.OC2026

Pareto sensitivity, most-changing sub-fronts, and knee solutions

Tommaso Giovannelli, Marcos Medeiros Raimundo, Luis Nunes Vicente

When dealing with a multi-objective optimization problem, obtaining a comprehensive representation of the set of Pareto optimal solutions can be computationally expensive. However,…

math.OC2026

Stochastic set-valued optimization and its application to robust learning

Tommaso Giovannelli, Jingfu Tan, Luis Nunes Vicente

In this paper, we develop a stochastic set-valued optimization (SVO) framework tailored for robust machine learning. In the SVO setting, each decision variable is mapped to a set o…

math.OC2025

Sequential test sampling for stochastic derivative-free optimization

Anjie Ding, Francesco Rinaldi, Luis Nunes Vicente

In many derivative-free optimization algorithms, a sufficient decrease condition decides whether to accept a trial step in each iteration. This condition typically requires that th…

math.OC2025

A stochastic gradient method for trilevel optimization

Tommaso Giovannelli, Griffin Dean Kent, Luis Nunes Vicente

With the success that the field of bilevel optimization has seen in recent years, similar methodologies have started being applied to solving more difficult applications that arise…

math.OC2024

Full-Low Evaluation Methods For Bound and Linearly Constrained Derivative-Free Optimization

Clément W. Royer, Oumaima Sohab, Luis Nunes Vicente

Derivative-free optimization (DFO) consists in finding the best value of an objective function without relying on derivatives. To tackle such problems, one may build approximate de…

stat.AP2024

Why is soccer so popular: Understanding underdog achievement and randomness in team ball sports

Luis Nunes Vicente, Thaksheel Alleck, Tommaso Giovannelli +2

In this paper, we examine team ball sports to investigate how the likelihood of weaker teams winning against stronger ones, referred to as underdog achievement, is influenced by in…