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 ...

June 29, 2018: ISMP 2018 is just a fews days away! The International Symposia on Mathematical Programming are the flagship conferences of our dear Mathematical Optimization Society, and the 2018 edition is the 23rd one. ISMPs are held every three years and have been growing recently in size, one reason being the current popularity of Optimization in the Machine Learning community.

June 11, 2018: The 6th IMA Conference on Numerical Linear Algebra and Optimization will soon be held at the University of Birmingham during July 27-29, 2018. This conference series puts together numerical linear algebraists and optimizers following the combination that led to the development of the most efficient methods for numericallly solving optimization problems. The Institute for Mathematics and its Applications has been around since 1964 (!) --- and its impact in promoting and supporting Applied Mathematics (journals, prizes, conferences, teaching, dissemination) has been so significant, not only in the UK but around the world.

May 25, 2018: Lehigh University has officially announced it: New ISE Department Chair. Here is what I have to say:

I have been interested in Optimization all my research life, from various viewpoints: Theory and algorithms, software development, and industrial applications. I am thus eager to chair a Department of Industrial and Systems Engineering where Optimization and Operations Research play such a crucial role.

Lehigh's ISE Department is one of the most prestigious in the US, and has enjoyed a strong reputation from the early days of Industrial Engineering through its recent strength in Optimization developed under the leadership of Professor Tamás Terlaky. I am proud to get on board with this fantastic venture, and to further contribute to the development of ISE at Lehigh.

There were so many people who made this possible but let me point Katya Scheinberg, Jorge Nocedal, Tamás Terlaky, and the Dean of Engineering Stephen P. DeWeerth. I extend my gratitute to all ISE Faculty (Ted Ralphs and Frank Curtis in particular), to Associate Dean Svetlana Tatic-Lucic, to the Provost and Dean Offices, and to the colleagues who wrote the recommendation letters. I cannot forget how kind so many faculty and staff members of Lehigh have been in these last 6 months.

Let me finish by thanking the University of Coimbra, its School of Sciences and Technology, and the Department of Mathematics for nearly 30 years of enduring support.

... 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 Continuous Optimization, Computational Science and Engineering, and Machine Learning and Data Science.

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, at the Courant Institute of Mathematical Sciences/NYU and CERFACS in 2009/2010, and at the CAAM Department of Rice University in 2016/2017. 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