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 ...


November 4, 2016: Today Clément W. Royer has very successfully defended his PhD thesis titled Derivative-Free Optimization Methods based on Probabilistic and Deterministic Properties: Complexity Analysis and Numerical Relevance at the Université Toulouse 3 Paul Sabatier in the Domaine Mathématiques (Mathématiques Appliquées).

The committee was formed by Jean-Baptiste Hiriart-Urruty (chair), Samir Adly and Amir Beck (rapporteurs), Jean-Baptiste Caillau, Anne Gazaix, and by Serge Gratton and myself as supervisors.

Clément defended very well, not only during his 45-minute presentation, but also when replying to the committee members' questions. Two chapters of his thesis are papers published in SIAM J. on Optimation and Optimization, and two or three others will be submitted soon (all co-authored with Serge, myself, and some with our dear and instrumental collaborator Zaikun Zhang, now in Hong Kong). We are all of course extremely happy for this outstanding achievement unanimously reaffirmed by a committee of the highest quality.

... 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