Lorenzo Lampariello

Publication Activity (10 Years)

Years Active: 2011-2023
Publications (10 Years): 15

Top Topics

Portfolio Optimization

Convex Optimization

Lipschitz Continuity

Top Venues

IEEE Trans. Signal Process.

Publications

Francesco Cesarone, Lorenzo Lampariello, Davide Merolla, Jacopo M. Ricci, Simone Sagratella, Valerio Giuseppe Sasso
A bilevel approach to ESG multi-portfolio selection. Comput. Manag. Sci. 20 (1) (2023)
Giancarlo Bigi, Lorenzo Lampariello, Simone Sagratella, Valerio Giuseppe Sasso
Approximate variational inequalities and equilibria. Comput. Manag. Sci. 20 (1) (2023)
Francisco Facchinei, Vyacheslav Kungurtsev, Lorenzo Lampariello, Gesualdo Scutari
Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case. Optim. Methods Softw. 37 (4) (2022)
Lorenzo Lampariello, Gianluca Priori, Simone Sagratella
On the solution of monotone nested variational inequalities. Math. Methods Oper. Res. 96 (3) (2022)
Francisco Facchinei, Vyacheslav Kungurtsev, Lorenzo Lampariello, Gesualdo Scutari
Ghost Penalties in Nonconvex Constrained Optimization: Diminishing Stepsizes and Iteration Complexity. Math. Oper. Res. 46 (2) (2021)
Lorenzo Lampariello, Christoph Neumann, Jacopo M. Ricci, Simone Sagratella, Oliver Stein
Equilibrium selection for multi-portfolio optimization. Eur. J. Oper. Res. 295 (1) (2021)
Lorenzo Lampariello, Simone Sagratella
Numerically tractable optimistic bilevel problems. Comput. Optim. Appl. 76 (2) (2020)
Lorenzo Lampariello, Christoph Neumann, Jacopo M. Ricci, Simone Sagratella, Oliver Stein
An explicit Tikhonov algorithm for nested variational inequalities. Comput. Optim. Appl. 77 (2) (2020)
Lorenzo Lampariello, Simone Sagratella, Oliver Stein
The Standard Pessimistic Bilevel Problem. SIAM J. Optim. 29 (2) (2019)
Francisco Facchinei, Lorenzo Lampariello, Gesualdo Scutari
Feasible methods for nonconvex nonsmooth problems with applications in green communications. Math. Program. 164 (1-2) (2017)
Lorenzo Lampariello, Simone Sagratella
A Bridge Between Bilevel Programs and Nash Games. J. Optim. Theory Appl. 174 (2) (2017)
Gesualdo Scutari, Francisco Facchinei, Lorenzo Lampariello, Stefania Sardellitti, Peiran Song
Parallel and Distributed Methods for Constrained Nonconvex Optimization-Part II: Applications in Communications and Machine Learning. IEEE Trans. Signal Process. 65 (8) (2017)
Gesualdo Scutari, Francisco Facchinei, Lorenzo Lampariello
Parallel and Distributed Methods for Constrained Nonconvex Optimization - Part I: Theory. IEEE Trans. Signal Process. 65 (8) (2017)
Peiran Song, Gesualdo Scutari, Francisco Facchinei, Lorenzo Lampariello
D3M: Distributed multi-cell multigroup multicasting. ICASSP (2016)
Gesualdo Scutari, Francisco Facchinei, Lorenzo Lampariello, Peiran Song, Stefania Sardellitti
Parallel and Distributed Methods for Nonconvex Optimization-Part II: Applications. CoRR (2016)
Francisco Facchinei, Jong-Shi Pang, Gesualdo Scutari, Lorenzo Lampariello
VI-constrained hemivariational inequalities: distributed algorithms and power control in ad-hoc networks. Math. Program. 145 (1-2) (2014)
Gesualdo Scutari, Francisco Facchinei, Lorenzo Lampariello, Peiran Song
Parallel and distributed methods for nonconvex optimization. ICASSP (2014)
Gesualdo Scutari, Francisco Facchinei, Lorenzo Lampariello, Peiran Song
Distributed Methods for Constrained Nonconvex Multi-Agent Optimization-Part I: Theory. CoRR (2014)
Gesualdo Scutari, Francisco Facchinei, Jong-Shi Pang, Lorenzo Lampariello
Equilibrium selection in power control games on the interference channel. INFOCOM (2012)
Francisco Facchinei, Lorenzo Lampariello
Partial penalization for the solution of generalized Nash equilibrium problems. J. Glob. Optim. 50 (1) (2011)