Andrea Brilli
Postdoctoral researcher in Operations Research
I am a postdoctoral researcher at the Department of Computer, Control, and Management Engineering (DIAG) at Sapienza University of Rome. My research focuses on derivative-free optimization, nonsmooth optimization, and multi-objective optimization.
I completed my PhD in Operations Research, developing novel algorithms for optimization problems where gradient information is unavailable or unreliable. My work combines theoretical analysis with practical algorithm development and implementation.
I am currently working toward designing a general directional derivative-free algorithmic framework that leverages the advantages of direct search and line-search methods while mitigating their inherent limitations. There might be news soon!
Research Interests
- Derivative-free optimization methods
- Nonsmooth constrained optimization
- Multi-objective optimization
- Numerical algorithms and convergence analysis
Teaching
I teach courses in mathematical programming and optimization methods at the university level.
My Projects
log-ds
A Matlab implementation of derivative-free direct search methods. The algorithm is able to address general nonconvex constrained optimization problems with a penalty-interior point method, addressing non-relaxable constraints if necessary. The performance is enhance by quadratic models and simplex gradients. The implementation is undergoing a cleaning stage for an official release, but a pre-release is available if anyone is curious. For anyone interested in testing the algorithm, send me an e-mail and we can set things up together!
log-dfl
A Python implementation of a derivative-free line-search method for general nonconvex constrained optimization problems. As for log-ds, send me an e-mail for any support!