Welcome to my page.

Research Summary
My research interests include the development and analysis of numerical methods for large-scale nonlinear programming, 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. I have been in the faculty of the Department of Mathematics of the University of Coimbra since 1996.

See my Vitae in pdf format or a Short Bio.

• See the book: Introduction to Derivative-Free Optimization, A. R. Conn, K. Scheinberg, and L. N. Vicente, MPS-SIAM Series on Optimization, SIAM, Philadelphia, 2009.
  
  
• See my papers and books. A list of selected papers is given below.
  
  
• My lecture notes are available in portuguese. Some of my talks are also publicly available.

• (Large-scale) nonlinear programming/optimization: ipfilter
• Global derivative-free optimization: PSwarm
• Direct search: sid-psm
• PDE constrained-optimization: TRICE

• Versatility of Filtering Techniques in Non-Linear Programming Optimization
  funded by the European Space Agency (ESA)
• Non-Linear Programming (NLP) Solver for Space Trajectory Optimization
  funded by the European Space Agency (ESA)
• Computational Mathematical Finance funded by FCT
  
  
• See past research grants.

• SIAM Journal on Optimization (Associate Editor, 2009-)
  
  
• Portugaliae Mathematica (EMS) (Editor, 2007-)
• Journal of Global Optimization (Associate Editor, 2007-)
  
  
• See the whole editorial activity.

• Calculus of Variations and its Applications From Engineering to Economy, FCT-UNL, September 8-10, 2008
• Follow-up Workshop on Optimization in Finance, CIM, Coimbra, October 26-27, 2007
• Mathematics: Analysis, Modeling, Optimization and Simulation (MAMOS), The University of Texas at Austin, October 15-26, 2007
• Optimization 2007, University of Porto, July 22-25, 2007
  
  
• See also other meetings organized before.

• I am on sabbatical during the academic year of 2009/10!
  
  
• See also a list of courses taught and the lecture notes (all in portuguese).