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 ...

January 1, 2018: Two new PhD students started their theses work under my supervision in September 2017: Ali Moghanni and Lili Song. Ali is looking at probabilistic direct search for black-box problems and at the application of Optimization in mobile sensing. Lili is studying new second-order methods having in mind problems arising from Deep Learning.

December 9, 2017: The Vienna Graduate School on Computational Optimization is great example of PhD training in Optimization in Europe. It seems able to attract very good students and provide them an intensive training with course instructors from Austria and abroad.

... 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:
  • Scientific Coordinator of the Optimization Section of MobiWise: From Mobile Sensing to Mobility Advising, funded by FCT.

  • See past research grants.
Editorial Activity
  • Numerical Optimization 2017/18, Objected-Oriented Programming (using C++) 2017/18, Computational Mathematics (Optimization section; PhD Program)

  • See a list of courses taught and the lecture notes (all in Portuguese).

Most Cited/Selected Papers


Other Stuff