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 ...

April 25, 2017: Another paper has now been released:

S. Gratton, N. Soualmi, and L. N. Vicente, An indicator for the switch from derivative-free to derivative-based optimization, under minor review in Operations Research Letters PDF

April 21, 2017: A new paper is out:

S. Gratton, C. W. Royer, and L. N. Vicente, A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds, preprint 17-21, Dept. Mathematics, Univ. Coimbra PDF

... 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.

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

Most Cited/Selected Papers


Other Stuff