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}

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 ...

July 21, 2016: Very, very sad news, unfortunately:
NA Digest Wednesday, July 18, 2016 Volume 16: Issue 27
"It is with great sadness that we report the death of Roger Fletcher, an Emeritus Professor and Senior Research Fellow at the University of Dundee. Roger was in the first rank of numerical analysts, working mainly in linear algebra and optimization. He is particularly known for his wide ranging work in optimization, where he made many highly original and fundamentally important contributions, and numerous methods bear his name. In addition to the development of methods, Roger also produced several computer programs based on his work which are widely used today. He collaborated widely, and supervised many students and research fellows who went on to make their own major contributions.

The quality of his work was recognised by various honours. He was awarded the Dantzig Prize in 1997 and the Lagrange Prize in 2006, both by the Mathematical Optimization Society; he was elected a Fellow of the Royal Society of Edinburgh in 1988, a Fellow of the Royal Society of London in 2003, a SIAM Fellow in 2009 and was awarded a Royal Medal by the Royal Society of Edinburgh in 2011.

Away from Mathematics, he was an enthusiastic swimmer, an accomplished bridge player, and enjoyed walking in the Scottish hills. It was during a walk from his holiday accommodation near Dornie on the west coast of Scotland that Roger went missing, but the details of what caused his death are still unclear.

Roger was a good friend to many, and splendid company at all times. He leaves a wife Mary, and two daughters Jane and Sarah. He will be greatly missed.

David Griffiths and Alistair Watson"

... 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.

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

Most Cited/Selected Papers


Other Stuff