activity
20142026
most citedA Fast Active Set Block Coordinate Descent Algorithm for -regularized least squares

32 citations · 87 across the 30 of their papers we have counts for

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Showing 2020Show all

5 papers · 1 filter

math.OC2020

Avoiding bad steps in Frank Wolfe variants

Francesco Rinaldi, Damiano Zeffiro

The analysis of Frank Wolfe (FW) variants is often complicated by the presence of different kinds of "good" and "bad" steps. In this article we aim to simplify the convergence anal…

math.OC2020★ 5 cited

A unifying framework for the analysis of projection-free first-order methods under a sufficient slope condition

Francesco Rinaldi, Damiano Zeffiro

The analysis of projection-free first order methods is often complicated by the presence of different kinds of "good" and "bad" steps. In this article, we propose a unifying framew…

math.OC2020

A derivative-free method for structured optimization problems

Andrea Cristofari, Francesco Rinaldi

Structured optimization problems are ubiquitous in fields like data science and engineering. The goal in structured optimization is using a prescribed set of points, called atoms,…

math.OC2020

Solving non-monotone equilibrium problems via a DIRECT-type approach

Stefano Lucidi, Mauro Passacantando, Francesco Rinaldi

A global optimization approach for solving non-monotone equilibrium problems (EPs) is proposed. The class of (regularized) gap functions is used to reformulate any EP as a constrai…

math.OC2020

Zero Order Stochastic Weakly Convex Composite Optimization

V. Kungurtsev, F. Rinaldi

In this paper we consider stochastic weakly convex composite problems, however without the existence of a stochastic subgradient oracle. We present a derivative free algorithm that…