Andrea Cristofari

An Active-Set Algorithmic Framework for Non-Convex Optimization Problems over the Simplex

  • Andrea Cristofari
  • Marianna De Santis
  • Stefano Lucidi
  • Francesco Rinaldi
    • Categories Nonlinear Optimization

    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 identifying active variables (i.e., variables that are zero at a stationary point) and specific directions (that we name active-set gradient related directions) satisfying a new … Read more

    A Two-Stage Active-Set Algorithm for Bound-Constrained Optimization

  • Andrea Cristofari
  • Marianna De Santis
  • Stefano Lucidi
  • Francesco Rinaldi
    • Categories Bound-constrained Optimization

    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] with a modification of the non-monotone line search framework recently proposed in [De Santis et al., 2012]. In the first stage, the algorithm exploits a property of the active-set … Read more