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}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 ...


April 22, 2016: Giulio Galvan and Martina Sereni have very successfully defended their MS theses respectively titled Optimization methods for recurrent neural networks training and Feature selection using LASSO sparse optimization methods at the Department of Information Engineering of the Università degli Studi di Firenze, under a co-supervision of Professor Marco Sciandrone and myself. Their theses committee counted also with Professor Fabio Schoen. Congratulations to both!

The whole MS defense procedure was much different from the Portuguese. Eleven students defended in the same afternoon, giving their 15-20 min. presentations consecutively, with only a couple of questions after each. An overall committee was chaired by the head of the department. The committee meeting was incredibly fast: the chair suggested the final grades and mentions based on previous course grades, quality of the presentations, and advisers assessments in certain cases. Outside there was a crowd of relatives and friends of the candidates. The overall committee stood by the chair while he was announcing the final scores and then a loud applause was heard and the party began!

... 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