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April 9, 2024:
Two new papers are out, co-authored with undergraduate students: |
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November 21, 2023: A new paper is out: T. Giovannelli, O. Sohab, and L. N. Vicente, The limitation of neural nets for approximation and optimization, ISE Technical Report 23T-027, Lehigh University PDF |
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October 1, 2023: A new paper is out: C. W. Royer, O. Sohab, and L. N. Vicente, Full-low evaluation methods for bound and linearly constrained derivative-free optimization, ISE Technical Report 23T-025, Lehigh University PDF |
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September 12, 2023: Lehigh University is ranked #14 in the latest version of the Wall Street Journal College rankings: 2024 Best Colleges in the U.S.. |
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July 29, 2023: To incentivize in-person regional/sectional meetings, we are sharing SIAM SIAG on Optimization membership numbers broken down per section and country. In our last business meeting at SIOPT 2023, we discussed the possibility of encouraging local workshops and meetings, so as to promote collaborations, support early career researchers, and further strengthen our community. Please feel free to reach out to us if you have any questions. |
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June 15, 2023: A revision of the paper A weak tail-bound probabilistic condition for function estimation in stochastic derivative-free optimization is available under a new title Stochastic trust-region and direct-search methods: A weak tail bound condition and reduced sample sizing PDF. The new tail condition allows us to select the stepsize power used for sufficient decrease in such a way to reduce the number of samples needed per iteration when compared to previous works. The analysis of stochastic algorithms is simpler under the new condition. Stochastic trust-region methods are proved globally convergent in the non-smooth case. Check it out! |
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May 31, 2023: Click here for the slides of the Business Meeting, SIAG on Optimization, 2023 SIAM Conference on Optimization, May 31, 2023. |
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April 16, 2023: It is already available the program for the 2023 SIAM Conference on Optimization, May 31 - June 3, Seattle, Washington, USA. The SIAG on Optimization has new officers elected for 2023-2025! |
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February 11, 2023: A new paper is out: T. Giovannelli, G. Kent, and L. N. Vicente, Bilevel optimization with a multi-objective lower-level problem: Risk-neutral and risk-averse formulations, ISE Technical Report 23T-013, Lehigh University PDF |
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October 7, 2022: A new paper is out: T. Giovannelli and L. N. Vicente, An integrated assignment, routing, and speed model for roadway mobility and transportation with environmental, efficiency, and service goals, ISE Technical Report 22T-013, Lehigh University PDF |
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July 22, 2022: ICCOPT 2022 is starting tomorrow! Go Lehigh ISE! |
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April 22, 2022: Suyun Liu successfully defended her PhD thesis titled Stochastic Multi-Objective Optimization and Its Application to Fairness in Machine Learning at Lehigh University, Department of Industrial and Systems Engineering. The defense took place April 19, 2022, via Zoom. Suyun will start her new job as data scientist at Amazon in July. Congratulations Suyun! |
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March 20, 2022: A new paper is out: S. Liu and L. N. Vicente, Convergence rates of the stochastic alternating algorithm for bi-objective optimization, ISE Technical Report 22T-004, Lehigh University PDF |
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February 23, 2022: A new paper is out: F. Rinaldi, L. N. Vicente, and D. Zeffiro, A weak tail-bound probabilistic condition for function estimation in stochastic derivative-free optimization, ISE Technical Report 22T-002, Lehigh University PDF |
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January 11, 2022: Lili Song successfully defended her PhD thesis titled Modeling Hessian-Vector Products in Nonlinear Optimization: New Hessian-Free Methods at the University of Coimbra, in Applied Mathematics. The defense took place January 4, 2022, via Zoom. Congratulations Lili! |
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November 24, 2021: Suyun Liu: Working toward bias-free machines. Well deserved highlight! |
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November 10, 2021: A new PhD student started thesis work under my supervision in September 2021: Griffin Kent. Welcome Griffin! |
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October 7, 2021: Tommaso Giovannelli is a postdoctoral researcher working in our group since June 1, 2021. Welcome Tommaso! |
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October 1, 2021: A new paper is out: T. Giovannelli, G. Kent, and L. N. Vicente, Bilevel stochastic methods for optimization and machine learning: Bilevel stochastic descent and DARTS, ISE Technical Report 21T-025, Lehigh University PDF |
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August 11, 2021: A new paper is out: S. Liu and L. N. Vicente, The Sharpe predictor for fairness in machine learning, ISE Technical Report 21T-012, Lehigh University PDF |
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July 27, 2021: A new paper is out: A. S. Berahas, O. Sohab, and L. N. Vicente, Full-low evaluation methods for derivative-free optimization, ISE Technical Report 21T-016, Lehigh University PDF |
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June 1, 2021: A new paper is out: S. Liu and L. N. Vicente, A stochastic alternating balance k-means algorithm for fair clustering, ISE Technical Report 21T-012, Lehigh University PDF |
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May 21, 2021:
2021 MOPTA Conference and AIMMS-MOPTA Optimization Modeling Competition
will be held at Lehigh University, August 2-4, 2021.
The list of conference plenary speakers is absolutely outstanding!
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December 12, 2020: A new PhD student started thesis work under my supervision in September 2020: Oumaima Sohab. Welcome Oumaima! |
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November 11, 2020:
The paper S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang, Direct search based on probabilistic feasible descent for bound and linearly constrained problems, Computational Optimization and Applications, 72 (2019) 525-559
was granted the
2019 Computational Optimization and Applications Best Paper Award.
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October 30, 2020: A new paper is out: B. Ramos, D. Pinho, D. Martins, A. I. F. Vaz, and L. N. Vicente, Optimal 3D printing of complex objects in a 5-axis printer, ISE Technical Report 20T-024, Lehigh University PDF |
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October 10, 2020: ICCOPT 2022 will be at Lehigh! The Department of Industrial and Systems Engineering of Lehigh University is extremely proud to host the Seventh International Conference on Continuous Optimization of the Mathematical Optimization Society. The Organizing Committee (co-chaired by Daniel R. Robinson and Frank E. Curtis) and the ISE Department will do their very best to make it a memorable event! |
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September 27, 2020: Two documents of possible interest: A Note on Three Roles of a Department Chair and An Engineering Department in a Research University. |
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August 3, 2020: A new paper is out: S. Liu and L. N. Vicente, Accuracy and fairness trade-offs in machine learning: A stochastic multi-objective approach, ISE Technical Report 20T-016, Lehigh University PDF |
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April 21, 2020: Suyun and I prepared a review talk on the basics of deterministic MOO: A Review of Multi-Objective Optimization: Theory and Algorithms. |
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March 4, 2020:
I am sharing the slides of a talk I have been giving recently (IMPA Brazil, Math Lehigh, IE UPitt, and ISE UMinn):
Stochastic Optimization of Multiple Objectives and Supervised Machine Learning.
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December 22, 2019: A new paper is out. There is a new method to model Newton directions when using Hessian-vector products that seems quite promising! Check out the details: L. Song and L. N. Vicente, Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods, ISE Technical Report 19T-031, Lehigh University PDF |
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November 8, 2019: A new PhD student started thesis work under my supervision in September 2018: Suyun Liu. The work has started more than a year ago but the announcement was forgot... Suyun has been working on stochastic multi-objective optimization and fairness in machine learning. Soon we will start new projects in conflicting robotic learning and green logistics for mobility and transportation. Welcome Suyun! |
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July 9, 2019: A new paper is out: S. Liu and L. N. Vicente, The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning, ISE Technical Report 19T-011, Lehigh University PDF |
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April 22, 2019: A new paper is out: G. Liuzzi, F. Rinaldi, S. Lucidi, and L. N. Vicente, Trust-region methods for the derivative-free optimization of nonsmooth black-box functions, ISE Technical Report 19T-003, Lehigh University PDF |
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March 14, 2019: MATLAB's pareto search Algorithm for multiobjective optimization without derivatives is based on our direct multisearch approach:
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January 19, 2019: I am releasing the Concise Lecture Notes on Optimization Methods for Machine Learning and Data Science. These lecture notes are publicly available but their use for teaching or even research purposes requires citing:
If appropriate, the corresponding source references given at the end of these notes should be cited instead. These lecture notes are displayed in the form of slides for teaching convenience. |
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January 19, 2019: I'm re-starting the miniblog here, keeping the complete version here. I hope I'll continue to have something interesting to say once in a while... |
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July 23, 2018: This year edition of MOPTA is a special one. It is combined with an NSF-TRIPODS sponsored three day summer school for doctoral students and the NSF-DIMACS sponsored workshop on Optimization in Machine Learning. A great event, not to be missed! |
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June 29, 2018: ISMP 2018 is just a fews days away! The International Symposia on Mathematical Programming are the flagship conferences of our dear Mathematical Optimization Society, and the 2018 edition is the 23rd one. ISMPs are held every three years and have been growing recently in size, one reason being the current popularity of Optimization in the Machine Learning community. |
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June 11, 2018: The 6th IMA Conference on Numerical Linear Algebra and Optimization will soon be held at the University of Birmingham during July 27-29, 2018. This conference series puts together numerical linear algebraists and optimizers following the combination that led to the development of the most efficient methods for numerically solving optimization problems. The Institute for Mathematics and its Applications has been around since 1964 (!) --- and its impact in promoting and supporting Applied Mathematics (journals, prizes, conferences, teaching, dissemination) has been so significant, not only in the UK but around the world. |
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May 25, 2018:
Lehigh University has officially announced it:
New ISE Department Chair. Here is what I have to say:
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May 16, 2018:
Another paper has now been released: |
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April 17, 2018: A new paper is out: J. Fliege, A. I. F. Vaz, and L. N. Vicente, Complexity of gradient descent for multiobjective optimization, preprint 18-12, Dept. Mathematics, Univ. Coimbra PDF |
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April 4, 2018: Extremely happy to report that former MS student Afonso S. Bandeira (Courant, NYU) was awarded a fellowship from the Alfred P. Sloan Foundation. No doubt that Afonso (MS from Coimbra and PhD from Princeton) is among those "whose achievements mark them as among the very best scientific minds working today". Congratulations Afonso! |
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March 3, 2018: An advertisement to Les Journées SMAI-MODE, the French Days on Optimization and Decision Science, the biennial meeting of the special interest group (MODE) of the French Society for Industrial and Applied Mathematics (SMAI). The event will take place from March 28 to March 30, 2018, near Grenoble, France. |
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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. [Note: Ali has changed adviser in March 2018 due to my departure to Lehigh, and is now working with Professor Marta Pascoal.] |
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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. |
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September 28, 2017: Looking very much forward to the Workshop I: Optimization and Optimal Control for Complex Energy and Property Landscapes, October 2-6, 2017, part of the Long Program Complex High-Dimensional Energy Landscapes, Institute for Pure & Applied Mathematics (IPAM), an NSF Math Institute at UCLA. |
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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. |
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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. |
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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). |
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June 18, 2017: Early registration in Optimization 2017 is approaching fast! |
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April 25, 2017:
Another paper has now been released: |
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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 |
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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. |
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February 17, 2017:
Two new papers are out: |
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January 24, 2017: 2017 MACHINE LEARNING @ RICE What a great one-day meeting! |
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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. |
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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).
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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. |
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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. |
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July 21, 2016:
Very, very sad news, unfortunately: |
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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
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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! |
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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! |
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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. |
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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! |
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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. |
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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. |
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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). |
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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).
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July 17, 2015: Yet another conference, MOPTA - Modeling and Optimization: Theory and Applications 2015, to be held at Lehigh University. Looking forward... |
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July 12, 2015: The 22nd International Symposium on Mathematical Programming will start very soon... |
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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! |
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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! |
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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++ ... ? |
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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! |
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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. |
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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! |
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April 23, 2015:
Very, very sad news, unfortunately: |
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April 22, 2015: According to Google, my webpage is clearly not mobile-friendly. It has failed pretty badly in the Mobile-Friendly Test... |
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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. |
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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! |
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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! |
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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. |
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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. |
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March 19, 2015: I'm starting a miniature blog here... I hope I'll have something interesting to say once in a while... |
Return to the page of Luis Nunes Vicente.
