Welcome to my page.

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.
See my Google Scholar Profile.

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.

See my Vitae in pdf format or a Short Bio.

• See the book: Introduction to Derivative-Free Optimization, A. R. Conn, K. Scheinberg, and L. N. Vicente, MPS-SIAM Series on Optimization, SIAM, Philadelphia, 2009. (See the book webpage.)
  
  
• See my papers, books, and Google Scholar Profile. A list of selected papers is given below.
  
  
• My lecture notes are available in Portuguese. Some of my talks are also publicly available.

• Direct multisearch for multiobjective optimization: dms
• (Large-scale) nonlinear programming/optimization: ipfilter
• Global derivative-free optimization: PSwarm
• Direct search: sid-psm
• PDE constrained-optimization: TRICE

• Sparse and Smoothing Methods for Nonlinear Optimization of Complex Models funded by FCT
• mobiOS - Mobility Operating System (UC participation) funded by AdI / QREN
  
  
• See past research grants.

• Computational Management Science (Associate Editor, 2005-)
• EURO Journal on Computational Optimization (Editor, 2012-)
• Optimization Methods and Software (Associate Editor, 2010-)
• Portugaliae Mathematica (EMS) (Editor, 2007-2012, Editor-in-Chief, 2013-)
• SIAM Journal on Optimization (Associate Editor, 2009-)
  
  
• See past editorial activity.

• ICCOPT 2013, Lisbon, July 27 - August 1, 2013
• 21st International Symposium on Mathematical Programming (ISMP), Berlin, August 19-24, 2012
• 3rd Conference on Optimization Methods and Software, Chania, Greece, May 13-17, 2012
  
  
• See other meetings organized before.

• Numerical Optimization 2012/13, Optimization in Finance 2012/13, Mathematics of Finance 2012/13
  
  
• See also a list of courses taught and the lecture notes (all in Portuguese).