MARGHERITA PORCELLI Curriculum Vitae and track record

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1 MARGHERITA PORCELLI Curriculum Vitae and track record Dipartimento di Matematica Università di Bologna Piazza di Porta San Donato 5, Bologna Tel: mail: Personal details Born in Florence, Italy, April 10, Italian Citizenship. Research interests Numerical optimization. Constrained and unconstrained nonlinear leastsquares problems. Preconditioning techniques for linear systems. Regularization techniques. Applications to image restoration and structural optimization problems. Matlab and Fortran software development. Employment history January 15, February 28, 2010 Postdoctoral Research Assistant at Department of Mathematics, University of Namur, Namur, Belgium. Funded by AIRBUS (Toulouse, France). April 1, February 29, 2012 Postdoctoral Research Assistant at Department of Mathematics, University of Namur, Namur, Belgium. Funded by Walloon Region and LMS Samtech (Liége, Belgium, lmsintl.com). March 1, August 31, 2013 CNR Researcher (fixed-term, 3rd level) at Istituto di Scienza e Tecnologie dell Informazione A. Faedo, CNR, Pisa, Italy. Member of the Mechanics of Materials and Structures Laboratory (MMS Lab). Funded by Region of Tuscany. September 1, Postdoctoral Research Assistant (Assegnista di Ricerca L. 240/2010) at Department of Mathematics, University of Bologna, Bologna. Affiliations Unione Matematica Italiana (UMI) Gruppo Nazionale per il Calcolo Scientifico (INdAM-GNCS) , Società Italiana per la Matematica Applicata e Industriale (SIMAI). 1

2 Namur Center for Complex Systems (NAXYS) unamur.be/en/sci/naxys CNR Research Associate at Istituto di Scienza e Tecnologie dell Informazione A. Faedo, National Research Council, Pisa Society for Industrial and Applied Mathematics (SIAM). Educational background Ph.D. in Mathematics at the University of Florence (Italy) granted on February 25, Supervisor Prof. Benedetta Morini (University of Florence), Thesis entitled Trustregion quadratic methods for bound-constrained nonlinear least-squares and nonlinear feasibility problems. Master s Degree in Applied Mathematics at the University of Florence (Italy) granted on October 12, Advisor Prof. Benedetta Morini (University of Florence), Thesis entitled Un nuovo metodo trust-region per sistemi non lineari rettangolari con vincoli semplici (A new trust-region method for nonsquare systems of nonlinear equations with simple bounds). Final grade 110/110 Summa cum Laude. Bachelor s Degree in Mathematics at the University of Florence (Italy) granted on September 28, Advisor Prof. Alessandra Papini (University of Florence), Thesis entitled Metodo di Newton per equazioni algebriche di Riccati (Newton method for Riccati s equations). Final grade 110/110 Summa cum Laude. Fellowships January 1, December 31, 2009 PhD fellowship (XXII cycle), Università degli Studi di Firenze Grant for visiting abroad funded by INdAM-GNCS. Visiting occurred at University of Namur, February-April Invited talks at conferences (in brackets the inviting person) 1. Trust-region methods for rectangular systems of nonlinear equations, Sparse Days Meeting at CERFACS - CERFACS 20th Anniversary Meeting, October 10 12, 2007, Tolosa (Francia) (Prof. S. Gratton, CERFACS, Tulouse, France). 2. Trust-region methods for bound-constrained rectangular nonlinear systems, 14th Mathematical Programming Meeting, March 20 21, 2008, Han-sur-Lesse (Belgium) (Prof. Ph.L. Toint, UNamur, Namur, Belgium). 3. Testing iterative methods for large nonlinear least-squares problems, IX Convegno SIMAI, September 15 19, 2008, Roma (Prof. M. Gasparo, Università degli Studi di Firenze). 4. Solving large nonlinear least-squares problems by subspace trust-region methods, 20th International Symposium of Mathematical Programming (ISMP), August 23 28, 2009, Chicago (USA) (Prof. W. Hager, University of Florida, USA). 2

3 5. Trust-region quadratic methods for bound-constrained nonlinear least-squares and nonlinear feasibility problems, 16th Mathematical Programming Meeting, March 11 12, 2010, Blankenberge, Belgium (Prof. Ph.L. Toint UNamur, Namur, Belgium). 6. Subspace Minimization Methods for Solving Nonlinear Least-Squares Problems, X Congresso SIMAI, June 21 25, 2010, Cagliari (Prof. S. Bellavia, Università degli Studi di Firenze). 7. A Newton-like method for large bound-constrained linear least-squares problems with applications to image restoration, 8th International Conference of Numerical Analysis and Applied Mathematics (ICNAAM), September 19 25, 2010, Rodhes, Greece (Prof. D. Bertaccini, Università di Roma Tor Vergata ). 8. Updating rules for the regularization parameter in the Adaptive Cubic Overestimation method, SIAM Conference on Optimization, May 16 19, 2011, Darmstadt (Germany) (Prof. J. Nocedal, Northwestern University, Chicago, USA). 9. Innovative multilevel techniques for structural optimization, XI Congresso SIMAI, June 25 29, 2012, Torino (Dott.ssa V. De Simone, Seconda Università degli Studi di Napoli). 10. New updates of incomplete LU factorizations and applications to large nonlinear systems, Algebra Lineare Numerica e Applicazioni a Roma Tor Vergata, January 29 31, 2013, Roma (Prof. D. di Serafino, Seconda Università degli Studi di Napoli) 11. New preconditioner updates in Newton-Krylov methods for nonlinear systems, 11th EU- ROPT Workshop on Advances in Continuous Optimization June 26 28, 2013, Firenze (Proff. G Fasano Università Ca Foscari Venezia e M. Roma Sapieza - Università di Roma). Contributed talks at Conferences 1. Metodi numerici per sistemi di equazioni e disequazioni non lineari, XVIII Congresso UMI, September 24 29, 2007, Bari. 2. Solving nonlinear systems of equalities and inequalities, Convegno GNCS 2009, February 3 5, 2009, Montecatini Terme. 3. A trust-region Gauss-Newton method for systems of equalities and inequalities: properties and implementation, 7th EUROPT09 Workshop Advances in Continuous Optimization, July 3 4, 2009, Remagen (Germany). 4. A new trust-region Gauss-Newton method for nonlinear feasibility problems and boundconstrained nonlinear least-squares, The International Conference on Continuous Optimization (ICCOPT), July 26 29, 2010, Santiago (Chile). 5. A Multilevel Augmented Lagrangian approach for structural optimization, Optimization 2011, July 25 27, 2011, Lisbon (Portugal). 6. Regole di aggiornamento del parametro di penalità nei metodi di ottimizzazione con modelli regolarizzati, XIX Congresso UMI, September 12 17, 2011, Bologna. 3

4 Invited seminars (in brackets the inviting person) 1. An Interior Point method for constrained image restoration, Department of Mathematics, Chinese University of Hong Kong (CUHK), March 5, 2007, Hong Kong (Prof. R.H. Chan, CUHK, Hong Kong). 2. A Multilevel Augmented Lagrangian approach for structural optimization, ERGO, School of Mathematics, October 18, 2011, Edinburgh (UK) (Prof. C. Cartis, School of Mathematics, Edinburgh, UK). 3. Aircraft fuselage sizing with multilevel optimization, Technische Universität Ilmenau, Ilmenau (Germany), October 8, 2013 (Prof. G. Eichfelder, TU Ilmenau). Seminars in PhD programs 1. Metodi di ottimizzazione numerica nella progettazione strutturale, Industrial Engineering PhD Program, Università degli Studi di Firenze, November 18, 2011, Firenze. 2. Metodi numerici innovativi per problemi di ricostruzione di immagine, Industrial Engineering PhD Program, Università degli Studi di Firenze, October 3, 2013, Firenze. Other seminars 1. Numerical methods for bound constrained regularized Least-Squares problems and applications, Dipartimento di Energetica S.Stecco, December 4, 2007, Firenze. 2. Trust-region methods for bound-constrained nonsquare nonlinear systems: new perspectives, Department of Mathematics, University of Namur, February 12, 2008, Namur (Belgium). 3. Méthodes d optimisation non linéaire multi-niveaux pour la résolution de problèmes d optimisation d une structure aéronautique, Department of Mathematics, University of Namur, November 3, 2011, Namur (Belgium). 4. Analisi numerica di problemi di ingegneria strutturale, Department of Mathematics, Università di Pisa, March 13, 2013, Pisa. 5. Metodi di ottimizzazione e algebra lineare per problemi ai minimi quadrati non lineari, Department of Mathematics, Università di Bologna, September 19, 2013, Bologna. Others conferences, workshops and schools attended Workshop Il metodo degli elementi finiti: fondamenti e applicazioni avanzate in ingegneria ( The finite elements method: foundations and advanced engineering applications ), at the Laboratory for Modeling and Scientific Computing (MOX) in Faculty of Technology, Milan, Italy. 4

5 Numerical Analysis day on Innovative Numerical Methods in Engineering Applications, September 18, 2006, Università di Bologna, CIRAM, Bologna. Scuola C.I.M.E. Nonlinear Optimization, July 1 7, 2007, Cetraro. 2nd IMA Conference on Numerical Linear Algebra and Optimisation, September 13 15, 2010, Birmingham, UK. A meeting around the complex systems at the University of Namur, NaXys (Namur Center for Complex Systems) kick-off meeting, November 15, 2010, Namur (Belgium). OPTEC Workshop on Large Scale Convex Quadratic Programming - Algorithms, Software, and Applications, November 25 26, 2011, Leuven (Belgium). 17th Mathematical Programming Meeting, 7 8 April 2011, La Roche-en-Ardenne (Belgium). Scuola di Calcolo Scientifico con MATLAB (SCSM 2012), Calcolo Parallelo con MATLAB e introduzione ai principali Toolbox, July 30 August 3, 2012, Palermo. Numerics in Image and Surface Processing, January 30-31, 2014, Università di Bologna, CIRAM, Bologna. Principal Investigator of research projects April February 2012 LARGO project: Méthodes de résolution de problémes doptimisation de grande taille pour les structures en matériaux composites, University of Namur, funded by the Walloon Region (Belgium) and LMS Samtech (Lige, Belgium). First Program - convention number September Automatic identification of algorithmic parameters (Identificazione automatica dei parametri algoritmici ottimali), Progetto Giovani Ricercatori INdAM-GNCS Participation to research projects Numerical solution of nonlinear systems of equalities and inequalities (Risoluzione numerica di sistemi di equazioni e disequazioni non lineari), University of Florence (Progetto di Ricerca di Ateneo). Person in charge: Prof. M. Macconi, Università degli Studi di Firenze Numerical optimization methods and applications (Metodi di ottimizzazione numerica e applicazioni), Università degli Studi di Firenze (Progetto di Ricerca di Ateneo) Person in charge: Prof. M. Macconi, Università degli Studi di Firenze. PRIN 2007 Development and analysis of mathematical models and numerical methods for partial differential equations with applications to environmental and industrial problems, Principal Investigator: Prof. E. Toro, Università di Trento. 5

6 March August 2013 NOSA-ITACA project Tools for the modelling and assessment of the structural behaviour of ancient constructions: the NOSA-ITACA code (PAR FAS Regione Toscana Linea di Azione 1.1.a ). Person in charge: C. Padovani, Istituto di Scienza e Tecnologie dell Informazione A. Faedo, CNR, Pisa (nosaitaca.it). January December 2013 Exploiting structure methods for KKT linear systems (Strategie risolutive per sistemi lineari di tipo KKT con uso di informazioni strutturali). Progetto INdAM-GNCS Principal Investigator: Prof. B. Morini, Università degli Studi di Firenze. Visiting March 2007 Department of Mathematics, Chinese University di Hong Kong Prof. Raymond H.F. Chan. February-April 2008 Department of Mathematics, University of Namur, Prof. Philippe L. Toint. October 2011 School of Mathematics, Edinburgh (UK) Prof. Coralia Cartis. October 2011 Rutherford Appleton Laboratory, Chilton, Didcot, Oxfordshire (UK) Prof. Nick I.M. Gould. October 2013 Technische Universität Ilmenau, Ilmenau (Germany) Prof. Gabriele Eichfelder with a research contract from October 5 to November 2, International collaborations Prof. R.H.F. Chan, Department of Mathematics, Chinese University of Hong Kong, Hong Kong. Prof. Ph.L. Toint, Department of Mathematics, University of Namur, Belgium. Prof. N.I.M. Gould, Computational Science and Engineering Department, Rutherford Appleton Laboratory, UK. Prof. G. Eichfelder, Technische Universität Ilmenau, Ilmenau, Germany. Scientific refereeing activity Referee for 11 international journals: Annali dell Università di Ferrara, Applied Numerical Mathematics, Computational and Applied Mathematics, Computational Optimization and Applications, Computers & Operations Research, European Journal of Operational Research, International Journal of Computer Mathematics, Journal of Global Optimization, Journal of Optimization Theory and Applications, Optimization Methods and Software, SIAM Journal on Optimization. 6

7 Conference and seminar organization July 2011 Organizer of the session Advances in nonlinear optimization at the conference Optimization 2011, Lisbon (Portugal), invited by Prof. Luís Nunez Vicente (Universidade de Coimbra, Coimbra, Portogallo). March -June 2013 Organizer of a stream of seminars on Numerical Analysis in collaboration with Dr. Federico Poloni (University of Pisa), at Department of Mathematics, Università di Pisa, Pisa, Italy. (dm.unipi.it) Teaching duties Teaching assistant (attività didattica integrative ai sensi del D.M. n. 242/1998 e del D.R. n. 587/99) for Numerical Analysis courses at the School of Technology, Università degli Studi di Florence: A.Y. 2005/2006: Corso di Laurea in Ingegneria Elettronica, Calcolo Numerico. A.Y. 2005/2006: Corso di Laurea in Ingegneria dei Trasporti, Calcolo Numerico. A.Y. 2006/2007: Corso di Laurea in Ingegneria Civile, Calcolo Numerico e delle Probabilità. A.Y. 2012/2013: Corso di Laurea Magistrale in Ingegneria per la Tutela dell Ambiente e del Territorio, Metodi Numerici per l Ingegneria A e B. A.Y. 2012/2013: Corso di Laurea Magistrale in Ingegneria Civile, Analisi Numerica e Programmazione. Teaching assistant (attività di tutorato per attività di laboratorio) for the following course at the School of Science, Università di Bologna: A.Y. 2013/2014: Corso di Laurea Triennale in Matematica, Calcolo Numerico. June - July 2012 Scientific proponent and supervisor of the training program Numerical methods for the modal analysis of structures carried-out by Jean-Baptiste Latre, Masters student from the INP-ENSEEIHT (Toulouse, France). The training period (6 weeks) took place at ISTI-CNR. February - March 2014 Scientific proponent and supervisor of the training program Derivative-free optimization in the design of the Lorentz flowmeter carried-out by Dzulia Terzijska PhD student from the TU-Ilmenau (Ilmenau, Germany). The training period (5 weeks) took place at Department of Mathematics, University of Bologna. September present collaboration in the supervision of the PhD student Mattia Tani, Department of Mathematics, University of Bologna. Educational activity Museum operator at the museum Il Giardino di Archimede, un museo per la matematica (Archimede s garden: a museum for mathematics), Firenze web.math.unifi.it/archimede. July 2013 National Italian license as certified teacher in high schools in Mathematics (by Tirocinio Formativo Attivo, classe di concorso A047). 7

8 Research outcomes Papers without the presence as co-author of the PhD Supervisor (Professor B. Morini) are highlighted by the symbol *. All authors contributed equally to all reported publications. Published papers [1] M. Macconi, B. Morini, M. Porcelli, Trust-region quadratic methods for nonlinear systems of mixed equalities and inequalities, Applied Numerical Mathematics, 59:5 (2009), pp [2] M. Macconi, B. Morini, M. Porcelli, A Gauss-Newton method for solving boundconstrained underdetermined nonlinear systems, Optimization Methods and Software, 24:2 (2009), pp [3] B. Morini, M. Porcelli, R.H. Chan, A Reduced Newton method for constrained linear leastsquares problems, Journal of Computational and Applied Mathematics, 233:9 (2010), pp [4] R.H. Chan, B. Morini, M. Porcelli, Affine scaling methods for image deblurring problems, American Institute of Physics Conference Proceedings 1281, 2 (2010), pp [5] *M. Porcelli, Metodi trust-region a convergenza quadratica per problemi ai minimi quadrati non lineari con vincoli semplici e problemi di ammissibilità non lineari, La Matematica nella Società e nella Cultura, Rivista dell Unione Matematica Italiana, Serie I, Vol IV, Aprile 2011, pp [6] B. Morini, M. Porcelli, TRESNEI, a Matlab trust-region solver for systems of nonlinear equalities and inequalities, Computational Optimization and Applications, 51:1 (2012), pp [7] *N.I.M. Gould, M. Porcelli, Ph.L. Toint, Updating the regularization parameter in the adaptive cubic regularization algorithm, Computational Optimization and Applications, 53:1 (2012), pp [8] *M. Porcelli, On the convergence of an inexact Gauss-Newton trust-region method for nonlinear least-squares problems with simple bounds, Optimization Letters, 7:3 (2013), pp [9] S. Bellavia, B. Morini, M. Porcelli, New techniques to update incomplete ILU factorizations with application to large nonlinear systems, Optimization Methods and Software, 29:2 (2014), pp

9 Accepted invited survey paper [10] *S. Bellavia, M. Porcelli, Preconditioning issues in the numerical solution of nonlinear equations and nonlinear least-squares, Pesquisa Operacional, (2014) to appear. Accepted papers [11] *M. Porcelli, F. Rinaldi, A variable fixing version of the two-block nonlinear constrained Gauss-Seidel algorithm for l 1 -regularized least-squares, Computational Optimization and Applications, (2014) DOI: /s [12] *M. Porcelli, V. Binante, M. Girardi, C. Padovani, G. Pasquinelli, A solution procedure for constrained eigenvalue problems and its application within the structural finite-element code NOSA-ITACA, CALCOLO, (2014) to appear. Other publications [13] B. Colson, M. Porcelli, Ph.L. Toint, Aircraft fuselage sizing with multilevel optimization, 2013-TR-19, ISTI-CNR e naxys , Dept of Mathematics, UNamur, Namur (B). [14] V. Binante, M. Girardi, C. Padovani, G. Pasquinelli, M. Porcelli, NOSA-ITACA documentation, 2013-TR-050, ISTI-CNR. Posters [15] V. Binante, M. Girardi, M. Lucchesi, C. Padovani, G. Pasquinelli, D. Pellegrini, M. Porcelli, Progetto NOSA-ITACA- caso studio: il Voltone, piazza della Repubblica, Livorno. Poster in: Salone dell Arte e del Resaturo di Firenze. Firenze, 8-10 November [16] M. Porcelli, V. Binante, M. Girardi, C. Padovani, G. Pasquinelli, D. Pellegrini, On the numerical solution of constrained eigenvalue problems in structural engineering. Poster in: Recent Advances on Optimization. Toulouse (France) July PhD Thesis [17] M. Porcelli, Trust-region quadratic methods for bound-constrained nonlinear least-squares and nonlinear feasibility problems, Università degli Studi di Firenze, Developed software [18] TRESNEI (Trust-REgion Solver for Nonlinear Equalities and Inequalities). Matlab code designed to handle nonlinear systems of equalities and inequalities formulated using a standard modeling employed in many applications and used in CUTE (Constrained and Unconstrained Testing Environment for numerical optimization) developed by N.I.M. Gould (RAL), D. Orban (Ecole Polytechnique) and Ph. L. Toint (UNamur). TRESNEI is available at tresnei.de.unifi.it (2009). 9

10 [19] L2RT (Regularized least l2-norm minimization problem). Fortran 95 package for solving approximately a regularized least l2-norm minimization problem. The code is included in GALAHAD, library of packages for the solution of optimization problems developed by N.I.M. Gould (RAL), D. Orban (Ecole Polytechnique) and Ph. L. Toint (UNamur). L2RT is available at galahad.rl.ac.uk (2011). [20] AL-RMTR (Augmented Lagrangian Recursive Multilevel Trust-Region). Fortran 90 package delivered to LMS Samtech ( together with a User Guide to interface Al-RMTR with software platforms available at LMS Samtech for aeronautical design. The code is the implementation of a multilevel trust-region algorithm for optimization problems with nonlinear and bound constraints. [21] MODAL for the modal analysis of elastic structures. MODAL is a Fortran 90 module embedded in the NOSA-ITACA code, a freeware finite element software developed by ISTI-CNR for the static and dynamic analysis of masonry buildings of historical interest MODAL is based on the ARPACK package developed by R.B. Lehoucq, D.C. Sorensen and C. Yang at Rice University from The NOSA-ITACA code provides a tool for private and public bodies operating in the field of the conservation and safeguarding of the cultural heritage with application to the protection of the national architectural heritage subjected to seismic risk. Bologna, March 13,