Luís Nunes Vicente

Departamento de Matemática
Faculdade de Ciências e Tecnologia
Universidade de Coimbra
3001-501 Coimbra, Portugal

Office: 5:12
Phone: 351 239 791171
Fax: 351 239 820 489
E-mail: lnv{at}mat.uc.pt

Welcome to my page.

See my Google Scholar Profile.

See my Vitae in pdf format or a Short Bio. See also CV de 2 páginas em Português.

There is more information as one scrolls down ... papers, DFO book ...


May 29, 2016: A great day is approaching, that of the beginning of the Workshop on Nonlinear Optimization Algorithms and Industrial Applications, June 2-4, 2016, The Fields Institute, Toronto, celebrating the 70th birthday of Professor Andrew R. Conn (University of Waterloo) then Dr. Andrew R. Conn (IBM T.J. Watson Research Center). The organizers have put up an excellent program. As they say in the webpage

"The workshop will celebrate the 70th birthday of Andrew R. Conn, who, arguably more than anyone, has made major contributions both to the theory of algorithms for nonlinear optimization and application of algorithms through high performance software tools to solve industrial optimization problems of critical importance."

In addition to all of this, Andy has always contributed generously to the Optimization/OR community, impacting the life of so many researchers and practionioners. Thanks Andy and ... congratulations!

... click here for all news ...

March 19, 2015: In the paper Direct search based on probabilistic descent (see papers), there is a new proof technique for establishing global rates and worst case complexity bounds for randomized algorithms for which the new iterate depends on some object (directions, models) and the quality of the object is favorable with a certain probability. The technique is based on counting the number of iterations for which the quality is favorable and examining the probabilistic behavior of this number.

March 19, 2015: I'm starting a miniature blog here... I hope I'll have something interesting to say once in a while...


Research Summary
My 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.

Biography
I obtained my Ph.D. in Computational and Applied Mathematics from Rice University in 1996. I 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. I have been in the faculty of the Department of Mathematics of the University of Coimbra since 1996.


Publications and Talks
Research, Students, and Software

A list of former research students.

Software available:
  • Direct multisearch for multiobjective optimization: dms
  • (Large-scale) nonlinear programming/optimization: ipfilter
  • Global derivative-free optimization: PSwarm
  • Direct search: sid-psm
PI of the research grants:
Editorial Activity
Meetings
Teaching


Most Cited/Selected Papers

Links

Other Stuff