Faculty

• Luis Nunes Vicente

  lnv@mat.uc.pt

• Research Area

  Optimization, Computational Mathematics

• Institution

  University of Coimbra

• PhD

  Institution: Rice University, USA
  Year: 1996

• Main research publications

  • Analysis of direct searches for discontinuous functions (with A. L. Custódio) , Mathematical Programming 133 (2012)
  • Global convergence of general derivative-free trust-region algorithms to first and second order critical points (with A. R. Conn and K. Scheinberg) , SIAM Journal on Optimization 20 (2009)
  • Introduction to Derivative-Free Optimization (with A. R. Conn and K. Scheinberg) , SIAM/MPS Series on Optimization , SIAM, 2009
    ISBN: 978-0-898716-68
  • A globally convergent primal-dual interior-point filter method for nonlinear programming (with M. Ulbrich and S. Ulbrich) , Mathematical Programming 14 (2004)
  • Trust-region interior-point SQP algorithms for a class of nonlinear programming problems (with J. E. Dennis and M. Heinkenschloss) , SIAM Journal on Control and Optimization 36 (1998)

• PhD Students

  • Mahdi Dodangeh Worst Case Complexity of Direct Search under Convexity 2014
  • Youssef Diouane Globally Convergent Evolution Strategies with Application to an Earth Imaging Problem in Geophysics co-supervision with Serge Gratton, 2014
  • Min Li Inexactness in Decomposition Methods for MINLP 2013
  • Clément W. Royer co-supervision with Serge Gratton, ongoing
  • Rohollah Garmanjani Smoothing and Worst Case Complexity for Direct-Search Methods in Non-Smooth Optimization 2012
  • Ana Margarida Monteiro Estimating Risk-Neutral Probability Density Functions from Options Prices 2008
  • Ana Luísa Custódio Applications of Simplex Derivatives to Direct Search Methods 2007
  • Renata Silva Analysis and Implementation of Filter Primal-Dual Interior-Point Methods for Non-Linear Programming 2007
  • Catarina P. Avelino On Augmented Lagrangian Multiplier Methods 2004

• Adittional information

  Luis Nunes Vicente is a Professor of Mathematics at the University of Coimbra, Portugal. He obtained his PhD from Rice University, TX in 1996 under a Fulbright scholarship and was among the three finalists of the 94-96 A. W. Tucker Prize of the Mathematical Optimization Society.
  
  He held visiting positions at the IBM T.J. Watson Research Center and the IMA/University of Minnesota in 2002/2003 and at the Courant Institute of Mathematical Sciences/NYU and CERFACS in 2009/2010. He has been visiting Chercheur Senior of the Fondation de Coopération Sciences et Technologies pour l'Aéronautique et l'Espace (Réseau Thématique de Recherche Avancée) since 2010.
  
  His research interests include the development and analysis of numerical methods for large-scale nonlinear programming, sparse optimization, PDE constrained optimization problems, and derivative-free optimization problems, and applications in computational sciences, engineering, and finance. His research has been supported by the European Union, the European Space Agency, the Portuguese Foundation for Science and Technology (FCT), and the Portuguese Agency for Innovation (AdI).
  
  L. N. Vicente is a co-author of the book Introduction to Derivative-Free Optimization, MPS-SIAM Series on Optimization, SIAM, Philadelphia, 2009.
  
  He is a member of several editorial boards including SIAM Journal on Optimization, EURO Journal on Computational Optimization, and Optimization Methods and Software. He is currently Editor-in-Chief of Portugaliae Mathematica, the Portuguese Mathematical research journal published by the European Mathematical Society.
  
  He has given a number of plenary lectures in reputed society/serial conferences (13th French-German Conf. Optim., VII Brazilian Workshop on Continuous Optim., 8th EUROPT, ICCOPT III, Journées de l'Optimisation - Montréal, 5th Sino-Japanese Optim. Meeting, 43rd Annual Conf. of Italian OR Society, 3rd EUCCO, 26th IFIP TC 7 / 2013).
  
  He has participated in several boards, councils, and prize committees (Mathematical Optimization Society Council, various SIAM Activity Group on Optimization committees, Direction of UT Austin | Portugal Program, CIM-Portugal Scientific Council, various FCT scholarship/grant panels).

Research and Events