• Luis Nunes Vicente

  • Research Area

    Optimization, Computational Mathematics

  • Institution

    University of Coimbra

  • PhD

    Institution: Rice University, USA
    Year: 1996

  • Main research publications

    • Analysis of direct searches for discontinuous functions (with A. L. Custódio) ", Mathematical Programming 133 (2012)
    • Global convergence of general derivative-free trust-region algorithms to first and second order critical points (with A. R. Conn and K. Scheinberg) ", SIAM Journal on Optimization 20 (2009)
    • Introduction to Derivative-Free Optimization (with A. R. Conn and K. Scheinberg) , SIAM/MPS Series on Optimization , SIAM, 2009
      ISBN: 978-0-898716-68
    • A globally convergent primal-dual interior-point filter method for nonlinear programming (with M. Ulbrich and S. Ulbrich) ", Mathematical Programming 14 (2004)
    • Trust-region interior-point SQP algorithms for a class of nonlinear programming problems (with J. E. Dennis and M. Heinkenschloss) ", SIAM Journal on Control and Optimization 36 (1998)
  • PhD Students

    • Worst Case Complexity of Direct Search under Convexity 2014
    • Globally Convergent Evolution Strategies with Application to an Earth Imaging Problem in Geophysics co-supervision with Serge Gratton, 2014
    • Inexactness in Decomposition Methods for MINLP 2013
    • co-supervision with Serge Gratton, ongoing
    • Smoothing and Worst Case Complexity for Direct-Search Methods in Non-Smooth Optimization 2012
    • Estimating Risk-Neutral Probability Density Functions from Options Prices 2008
    • Applications of Simplex Derivatives to Direct Search Methods 2007
    • Analysis and Implementation of Filter Primal-Dual Interior-Point Methods for Non-Linear Programming 2007
    • On Augmented Lagrangian Multiplier Methods 2004
  • Adittional information

    Luis Nunes Vicente is a Professor of Mathematics at the University of Coimbra, Portugal. He obtained his PhD from Rice University, TX in 1996 under a Fulbright scholarship and was among the three finalists of the 94-96 A. W. Tucker Prize of the Mathematical Optimization Society.

    He 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. He has been visiting Chercheur Senior of the Fondation de Coopération Sciences et Technologies pour l'Aéronautique et l'Espace (Réseau Thématique de Recherche Avancée) since 2010.

    His 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. His research has been supported by the European Union, the European Space Agency, the Portuguese Foundation for Science and Technology (FCT), and the Portuguese Agency for Innovation (AdI).

    L. N. Vicente is a co-author of the book Introduction to Derivative-Free Optimization, MPS-SIAM Series on Optimization, SIAM, Philadelphia, 2009.

    He is a member of several editorial boards including SIAM Journal on Optimization, EURO Journal on Computational Optimization, and Optimization Methods and Software. He is currently Editor-in-Chief of Portugaliae Mathematica, the Portuguese Mathematical research journal published by the European Mathematical Society.

    He has given a number of plenary lectures in reputed society/serial conferences (13th French-German Conf. Optim., VII Brazilian Workshop on Continuous Optim., 8th EUROPT, ICCOPT III, Journées de l'Optimisation - Montréal, 5th Sino-Japanese Optim. Meeting, 43rd Annual Conf. of Italian OR Society, 3rd EUCCO, 26th IFIP TC 7 / 2013).

    He has participated in several boards, councils, and prize committees (Mathematical Optimization Society Council, various SIAM Activity Group on Optimization committees, Direction of UT Austin | Portugal Program, CIM-Portugal Scientific Council, various FCT scholarship/grant panels).

Research and Events


  • PhD Defense
    Khadijeh Alibabaei - On the profinite topology on groups and tameness of pseudo-varieties of groups
    15h00m - Room FC1 029, Dep. Mathematics, Univ. Porto
    March 1, 2018
  • Research Seminar Program (RSP)
    2017/18 second session
    Room 2.5, DMat UC
    March 9, 2018
  • PhD Defense
    Muhammad Ali Khan - Statistical instability in chaotic dynamics
    Room 031, Dep. Mathematics, Univ. Porto
    March 9, 2018
  • PhD Defense
    Anderson Feitoza Leitão Maia - Sharp regularity for the inhomogeneous porous medium equation
    14:30 - Sala dos Capelos, Univ. Coimbra
    March 21, 2018
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Defended Theses

  • Forward-backward stochastic differential equations and applications
      Rui Manuel Tavares Pinto de Sá Pereira (January 2018)
      Evelina Shamarova
      Margarida Brito
  • Pseudomonads and descent
      Fernando Lucatelli Nunes (January 2018)
      Maria Manuel Clementino
  • Descent theory of (T,V)-categories: global-descent and étale-descent
      Pier Giorgio Basile (September 2017)
      Maria Manuel Clementino
More Theses