Former Wolves boss Julen Lopetegui is being linked with AC Milan.
The Spaniard is being mentioned as a replacement for Stefano Pioli next season.
La Gazzetta dello Sport reports that Thursday's exit from the Europa League has convinced the club's management to seek a new head coach.
Lopetegui has emerged as a favourite for the post.
The Spaniard is favoured ahead of other candidates such as Paulo Fonseca, Christophe Galtier and Marcelo Gallardo.