Worst-case Complexity Bounds of Directional Direct-search Methods for Multiobjective Optimization

Direct Multisearch is a well-established class of algorithms, suited for multiobjective derivative-free optimization. In this work, we analyze the worst-case complexity of this class of methods in its most general formulation for unconstrained optimization. Considering nonconvex smooth functions, we show that to drive a given criticality measure below a specific positive threshold, Direct Multisearch takes … Read more

On an Elliptical Trust-Region Procedure for Ill-Posed Nonlinear Least-Squares Problems

In this paper we address the stable numerical solution of ill-posed nonlinear least-squares problems with small residual. We propose an elliptical trust-region reformulation of a Levenberg-Marquardt procedure. Thanks to an appropriate choice of the trust-region radius, the proposed procedure guarantees an automatic choice of the free regularization parameters that, together with a suitable stopping criterion, … Read more

A Levenberg-Marquardt method for large nonlinear least-squares problems with dynamic accuracy in functions and gradients

In this paper we consider large scale nonlinear least-squares problems for which function and gradient are evaluated with dynamic accuracy and propose a Levenberg-Marquardt method for solving such problems. More precisely, we consider the case in which the exact function to optimize is not available or its evaluation is computationally demanding, but ap- proximations of … Read more

Sequential Linear Programming and Particle Swarm Optimization for the optimization of energy districts

In this paper we deal with the optimization of energy resources management of industrial districts, with the aim of minimizing the customer energy expenses. In a district the number of possible energy system combinations is really large, and a manual design approach might lead to a suboptimal solution. For this reason we designed a software … Read more

On an adaptive regularization for ill-posed nonlinear systems and its trust-region implementation

In this paper we address the stable numerical solution of nonlinear ill-posed systems by a trust-region method. We show that an appropriate choice of the trust-region radius gives rise to a procedure that has the potential to approach a solution of the unperturbed system. This regularizing property is shown theoretically and validated numerically. Citation Dipartimento … Read more