September 9, 2017: Optimization 2017 has just ended past Friday. Optimizations are a success enterprise, and the 2017 edition was as good as any previous one. This time there was a one-day workshop to (quite deservedly) celebrate the 60th anniversary of Professor Luís Gouveia. The new PC Chair (Luís Gouveia) has announced in the closing session that the next edition will happen in 2020 and that it will be organized by Agostinho Agra as OC Chair.

August 24, 2017: I am back to Univ. Coimbra after a one-year sabbatical abroad as visiting professor (one month at Sapienza/Rome and ten months at Rice/Houston). I am extremely grateful to the fantastic hospitality, in particular to my hosts Professors Stefano Lucidi and Matthias Heinkenschloss.

July 3, 2017: It will start in one week the conference FoCM 2017 - Foundations of Computational Mathematics, Barcelona, July 10-19, 2017. The Workshop on Continuous Optimization will take place during the last three days (July 17-19).

June 18, 2017: Early registration in Optimization 2017 is approaching fast!

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

March 3, 2017: Yesterday, for my students, I wrote a schematic summary of global rates and worst case complexity (WCC) bounds for the main techniques in smooth continuous optimization. Click here for a picture of my office board.

February 17, 2017: Two new papers are out:

S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang, Direct search based on probabilistic feasible descent for bound and linearly constrained problems, preprint 17-10, Dept. Mathematics, Univ. Coimbra PDF

S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang, Complexity and global rates of trust-region methods based on probabilistic models, preprint 17-09, Dept. Mathematics, Univ. Coimbra PDF

January 24, 2017: 2017 MACHINE LEARNING @ RICE What a great one-day meeting!

January 10, 2017: There is a new survey paper on Derivative-Free Optimization: A. L. Custódio, K. Scheinberg, and L. N. Vicente, Methodologies and software for derivative-free optimization, Chapter 37 of Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M. F. Anjos, and S. Ahmed (editors), MOS-SIAM Book Series on Optimization, SIAM, Philadelphia, 2017. Click here for the PDF file.

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.

October 3, 2016: It is being a privilege to participate at the Colloquium of the Department of Computational and Applied Mathematics of Rice University and at the Scientific Computing Seminars of the Department of Mathematics of the University of Houston.

August 15, 2016: I am on sabbatical leave from the University of Coimbra during the academic year 2016/2017. I visited Sapienza -- Università di Roma for one month this Summer. I am visiting Rice University from August 2016 to May/June 2017.

July 21, 2016: Very, very sad news, unfortunately:
NA Digest Wednesday, July 18, 2016 Volume 16: Issue 27
"It is with great sadness that we report the death of Roger Fletcher, an Emeritus Professor and Senior Research Fellow at the University of Dundee. Roger was in the first rank of numerical analysts, working mainly in linear algebra and optimization. He is particularly known for his wide ranging work in optimization, where he made many highly original and fundamentally important contributions, and numerous methods bear his name. In addition to the development of methods, Roger also produced several computer programs based on his work which are widely used today. He collaborated widely, and supervised many students and research fellows who went on to make their own major contributions.

The quality of his work was recognised by various honours. He was awarded the Dantzig Prize in 1997 and the Lagrange Prize in 2006, both by the Mathematical Optimization Society; he was elected a Fellow of the Royal Society of Edinburgh in 1988, a Fellow of the Royal Society of London in 2003, a SIAM Fellow in 2009 and was awarded a Royal Medal by the Royal Society of Edinburgh in 2011.

Away from Mathematics, he was an enthusiastic swimmer, an accomplished bridge player, and enjoyed walking in the Scottish hills. It was during a walk from his holiday accommodation near Dornie on the west coast of Scotland that Roger went missing, but the details of what caused his death are still unclear.

Roger was a good friend to many, and splendid company at all times. He leaves a wife Mary, and two daughters Jane and Sarah. He will be greatly missed.

David Griffiths and Alistair Watson"

May 29, 2016: A great day is approaching, that of the beginning of the Workshop on Nonlinear Optimization Algorithms and Industrial Applications, June 2-4, 2016, The Fields Institute, Toronto, celebrating the 70th birthday of Professor Andrew R. Conn (University of Waterloo) then Dr. Andrew R. Conn (IBM T.J. Watson Research Center). The organizers have put up an excellent program. As they say in the webpage

"The workshop will celebrate the 70th birthday of Andrew R. Conn, who, arguably more than anyone, has made major contributions both to the theory of algorithms for nonlinear optimization and application of algorithms through high performance software tools to solve industrial optimization problems of critical importance."

In addition to all of this, Andy has always contributed generously to the Optimization/OR community, impacting the life of so many researchers and practionioners. Thanks Andy and ... congratulations!

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!

March 11, 2016: Yesterday, it was held at the IFP School, in Paris, the PhD defense of Benoît Pauwels. It was a pleasure to be participate in the committee (chaired by Professor Grégoire Allaire). Benoît and his PhD advisers (Professors Frédéric Delbos and Serge Gratton) can indeed be congratulated. The thesis is titled Optimisation sans dérivées sous incertitudes à des simulateurs coûteux. Well done!

February 1, 2016: In his talk mentioned below, Steve drew our attention to a paper by David Donoho (Stanford University) titled 50 Years of Data Science based on a presentation by Professor Donoho at the John W. Tukey 100th Birthday Celebration (Princeton University). I have read Version 1.00, dated Sept. 18, 2015. This manuscript is informative for a wide range of researchers and practitioners dealing with data, whether they do Statistics or Machine Learning or whether they are mathematicians or computer scientists. It is certainly a must for all academic department chairs and deans interested in launching academic programs in Data Science.

January 18, 2016: Last week, it was held in Toulouse a workshop on Optimization and Data Assimilation, CERFACS, January 13-15, 2016, organized by Serge Gratton and Ehouarn Simon, within the CIMI semester on High Performance Linear and Nonlinear Methods for Large Scale Applications. There were great review talks by Yurii Nesterov and Steve Wright on Optimization for Data Science problems!

December 9, 2015: Diogo Júdice has successfully defended his PhD thesis yesterday, here at the University of Coimbra. The committee unanimously granted him the highest grade (distinção and louvor). His thesis contains the results of the paper R. Garmanjani, D. Júdice, and L. N. Vicente, Trust-region methods without using derivatives: Worst case complexity and the non-smooth case, preprint 15-03, Dept. Mathematics, Univ. Coimbra, but it has also a worst case complexity analysis of trust-region methods without derivatives for the determination of second-order stationary points.

September 24, 2015: Two Italian master students have arrived in Coimbra last week. Their names are Giulio Galvan and Martina Sereni, and both have a BS on Information Technology from the Università degli Studi di Firenze. Professor Marco Sciandrone and I will co-advise their theses. They are staying here for 3 months as ERASMUS students and then will defend their theses in Firenze. Giulio will work on learning of recurrent artificial neural networks. Martina will address nonlinear feature selection/ranking problems and nonlinear LASSO type algorithms.

August 3, 2015: I am on vacation... from academic bureaucracy! I am reading "Évariste", a historical novel based on the life of Évariste Galois (par François-Henri Désérable, chez Gallimard, 2015).

July 26, 2015: In the seventies/eighties, papers on algorithms for nonlinear optimization would start by "local convergence", and in the eighties/nineties by "global convergence". At that time, there was a huge excitement about polynomial complexity of interior-point methods. I still remember well Professor Richard Tapia saying once in class that such a polynomial complexity was a qualified form of global convergence (indeed the starting point was arbitrary).

In the nonlinear nonconvex case, algorithms based on Newton or quasi-Newton were purely analyzed from a local, global, and global-to-local view points, which made sense. Even so, twenty or thirty years ago, optimizers were already developing WCC bounds/global rates for nonlinear optimization algorithms but mostly for first-order methods and typically under convexity and smoothness.

With the appearance of the information processing applications (most notably compressed sensing and machine learning), first-order methods become (and still are) very popular.

From here to start developing WCC bounds/global rates for other algorithms (not necessarily first-order ones) was a quick step. The global rates are indeed a tool of interest in the nonlinear case, capable of providing information when the classical global convergence or local analysis do not. It helped, for instance, understanding better cubic regularization methods. In the derivative-free case, as the methods are "zero-order", one can only hope to derive rates of a global nature.

Now papers on algorithms for nonlinear optimization start by "worst case complexity" or "global rate"...

July 17, 2015: Yet another conference, MOPTA - Modeling and Optimization: Theory and Applications 2015, to be held at Lehigh University. Looking forward...

July 12, 2015: The 22nd International Symposium on Mathematical Programming will start very soon...

July 9, 2015: The issue of vi brings me to this post, the last conference attended, and what a conference! Dr. Iain Duff has been organizing the Sparse Days at CERFACS for two decades. Three editions of the series were held in Saint-Girons, close to the Pyrénées. A large number the most prominent researchers in Numerical Linear Algebra attended the very last one of these, the Sparse Days in St Girons III. Interacting with them, within the scientific program and over fantastic dinners, was indeed quite an experience!
At the dinner table, on the last day of the conference, there were Professors Mario Arioli, Jack Dongarra, Gérard Meurant, Cleve Moler, Michael Saunders, Dan Sorensen, among others, and I realized that many of these legends use vi on a daily basis as I do...

July 9, 2015: Zaikun (Zhang) read my post below and suggested me to include mutt (linux mail reader). Yes, I do use mutt, mainly because I can then edit with vi!

June 16, 2015: Some folks have been asking why don't I start a 'real blog' instead? Well, writing using a university server has plenty of advantages. First, I avoid writing stuff that embarrasses myself, or upsets my department chair or dean. Then, I edit html using vi... What would the world be without stuff like vi or emacs, TeX, scripting, fortran, C++ ... ?

May 27, 2015: Next week I am giving a seminar talk at the Séminaire Pluridisciplinaire d'Optimisation de Toulouse (SPOT) / Multidisciplinary Optimization Seminar in Toulouse (SPOT). Toulouse is one of the best places to do Optimization in the world!

May 6, 2015: Former MS student Afonso Bandeira will join the Courant Institute of Mathematical Sciences of NYU as an Assistant Professor in the Department of Mathematics, with a joint appointment in the NYU Center for Data Science. As this will only happen in the Summer of 2016, Afonso will spend the next academic year in the Department of Mathematics of MIT as an Instructor of Applied Mathematics. Congratulations Afonso! His PhD thesis will be defended later this month in the PACM of Princeton University.
It is a pleasure to remember that a few years ago Afonso won the INFORMS Optimization Society Student Paper Prize of 2013 for the paper A. S. Bandeira, K. Scheinberg, and L. N. Vicente, Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization, Mathematical Programming, 134 (2012) 223-257, corresponding to the master thesis defended in July 2010 in the Department of Mathematics of the University of Coimbra.

April 28, 2015: The Council of the Mathematical Optimization Society (MOS) approved the nomination made by MOS Chair William J. Cook, and as a result I am the new Chair of the Executive Committee of the society. I look forward to helping Bill and the society!

April 23, 2015: Very, very sad news, unfortunately:
NA Digest Wednesday, April 22, 2015 Volume 15: Issue 16
From: Arieh Iserles
Date: April 19, 2015
Subject: MJD Powell
"I am very sad to let the NA-net community know that M.J.D. Powell passed away this morning, 19th April 2015.
Many of the NA community would have known Mike Powell as one of the giants of the Golden Age of numerical analysis and the pioneer of optimization. Indeed, he has been honoured for his achievements, not least by being elected a Fellow of the Royal Society and a Foreign Member of (American) National Academy of Sciences and of Australian Academy of Sciences, but also by the inaugural Dantzig Prize of Mathematical Programming Society, Naylor and Senior Whitehead Prizes of London Mathematical Society, Gold Medal of Institute for Mathematics and its Applications... The list goes on and on. For his many friends, though, he was not just a brilliant mathematician but also a lovely person of total integrity and honesty, a role model in mathematics, a dear friend and a teacher to many. He will be sorely missed."

April 22, 2015: According to Google, my webpage is clearly not mobile-friendly. It has failed pretty badly in the Mobile-Friendly Test...

April 15, 2015: Luís Daniel Abreu is giving a talk in Coimbra next Wednesday, April 22 (16:30, Room 5.5 of the Math. Dept.) titled Harmonic Analysis for the Natural Sciences. It will be a pleasure to listen to his talk. Daniel was our colleague here at the faculty of the Math. Department and teamed up with us in several research grants. Daniel moved to Vienna a couple of years ago. Early this year, he became a Research Associate at the Acoustics Research Institute of the Austrian Academy of Sciences.

April 8, 2015: Youssef Diouanne successfully defended his PhD thesis in October 2014 at the Institut National Polytechnique de Toulouse (École ENSEEIHT). Serge Gratton and I supervised his dissertation, titled Globally Convergent Evolution Strategies with Application to an Earth Imaging Problem in Geophysics. After a short postdoc at CERFACS with Serge, Youssef was offered and accepted an academic tenure track position at the Institut Supérieur de l'Aéronautique et de l'Espace (ISAE) at Toulouse. Il s'agit d'un poste d'enseignant-chercheur en mathématiques appliquées, spécialité optimisation numérique. Congratulations Youssef!

April 1, 2015: The Second Seville Workshop on MINLP has counted with more than seventy participants! The meeting was (partially) funded by the EU Action/Project COST TD1207, titled "Mathematical Optimization in the Decision Support Systems for Efficient and Robust Energy Networks". The existence and success of this project is mainly due to Professor Andrea Lodi (Univ. Bologna) who has been its leader (PI) from the beginning. Andrea has told us that he accepted a professorship position at the École Polytechnique de Montréal. Europe lost another fine scientist. Montréal got another great Mathematical Optimizer!

March 24, 2015: Next week, it will be held in Seville, Spain, the Second Seville Workshop on MINLP. Not all speakers are from Europe or will directly address Mixed Integer Nonlinear Programming in their talks (as it is my case), but the program does show the current European excellence in MINLP.

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...

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