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 793069
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 ...

February 1, 2016: In his talk mentioned below, Steve drew our attention to a paper by David Donoho (Stanford University) titled 50 Years of Data Science based on a presentation by Professor Donoho at the John W. Tukey 100th Birthday Celebration (Princeton University). I have read Version 1.00, dated Sept. 18, 2015. This manuscript is informative for a wide range of researchers and practitioners dealing with data, whether they do Statistics or Machine Learning or whether they are mathematicians or computer scientists. It is certainly a must for all academic department chairs and deans interested in launching academic programs in Data Science.

January 18, 2016: Last week, it was held in Toulouse a workshop on Optimization and Data Assimilation, CERFACS, January 13-15, 2016, organized by Serge Gratton and Ehouarn Simon, within the CIMI semester on High Performance Linear and Nonlinear Methods for Large Scale Applications. There were great review talks by Yurii Nesterov and Steve Wright on Optimization for Data Science problems!

... 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