Luís Nunes Vicente

According to our database, Luís Nunes Vicente authored at least 65 papers between 1992 and 2023.

Collaborative distances:

• Dijkstra number of three.
• Erdős number of three.

2023

Convergence Rates of the Stochastic Alternating Algorithm for Bi-Objective Optimization.

Suyun Liu, Luís Nunes Vicente

J. Optim. Theory Appl., July, 2023

Full-low evaluation methods for derivative-free optimization.

Albert S. Berahas, Oumaima Sohab, Luís Nunes Vicente

Optim. Methods Softw., March, 2023

The limitation of neural nets for approximation and optimization.

Tommaso Giovannelli, Oumaima Sohab, Luís Nunes Vicente

CoRR, 2023

2022

Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach.

Suyun Liu, Luís Nunes Vicente

Comput. Manag. Sci., 2022

A Stochastic Alternating Balance k-Means Algorithm for Fair Clustering.

Suyun Liu, Luís Nunes Vicente

Proceedings of the Learning and Intelligent Optimization - 16th International Conference, 2022

2021

Bilevel stochastic methods for optimization and machine learning: Bilevel stochastic descent and DARTS.

Tommaso Giovannelli, Griffin Kent, Luís Nunes Vicente

CoRR, 2021

The Sharpe predictor for fairness in machine learning.

Suyun Liu, Luís Nunes Vicente

CoRR, 2021

2020

A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds.

Serge Gratton, Clément W. Royer, Luís Nunes Vicente

Math. Program., 2020

2019

Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions.

Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi, Luís Nunes Vicente

SIAM J. Optim., 2019

Complexity of gradient descent for multiobjective optimization.

Jörg Fliege, A. Ismael F. Vaz, Luís Nunes Vicente

Optim. Methods Softw., 2019

Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods.

Lili Song, Luís Nunes Vicente

CoRR, 2019

The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning.

Suyun Liu, Luís Nunes Vicente

CoRR, 2019

Direct search based on probabilistic feasible descent for bound and linearly constrained problems.

Serge Gratton, Clément W. Royer, Luís Nunes Vicente, Zaikun Zhang

Comput. Optim. Appl., 2019

2017

An indicator for the switch from derivative-free to derivative-based optimization.

Serge Gratton, N. Soualmi, Luís Nunes Vicente

Oper. Res. Lett., 2017

2016

Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case.

Rohollah Garmanjani, D. Júdice, Luís Nunes Vicente

SIAM J. Optim., 2016

On the optimal order of worst case complexity of direct search.

Mahdi Dodangeh, Luís Nunes Vicente, Zaikun Zhang

Optim. Lett., 2016

Worst case complexity of direct search under convexity.

Mahdi Dodangeh, Luís Nunes Vicente

Math. Program., 2016

Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation.

El Houcine Bergou, Serge Gratton, Luís Nunes Vicente

SIAM/ASA J. Uncertain. Quantification, 2016

2015

Direct Search Based on Probabilistic Descent.

Serge Gratton, Clément W. Royer, Luís Nunes Vicente, Zaikun Zhang

SIAM J. Optim., 2015

Globally convergent evolution strategies.

Youssef Diouane, Serge Gratton, Luís Nunes Vicente

Math. Program., 2015

Globally convergent evolution strategies for constrained optimization.

Youssef Diouane, Serge Gratton, Luís Nunes Vicente

Comput. Optim. Appl., 2015

2014

A Merit Function Approach for Direct Search.

Serge Gratton, Luís Nunes Vicente

SIAM J. Optim., 2014

Convergence of Trust-Region Methods Based on Probabilistic Models.

Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente

SIAM J. Optim., 2014

A surrogate management framework using rigorous trust-region steps.

Serge Gratton, Luís Nunes Vicente

Optim. Methods Softw., 2014

Globally convergent DC trust-region methods.

Hoai An Le Thi, Ngai Van Huynh, Tao Pham Dinh, A. Ismael F. Vaz, Luís Nunes Vicente

J. Glob. Optim., 2014

2013

Inexact solution of NLP subproblems in MINLP.

M. Li, Luís Nunes Vicente

J. Glob. Optim., 2013

Worst case complexity of direct search.

Luís Nunes Vicente

EURO J. Comput. Optim., 2013

On partial sparse recovery

Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente

CoRR, 2013

Efficient Cardinality/Mean-Variance Portfolios.

Rui Pedro Brito, Luís Nunes Vicente

Proceedings of the System Modeling and Optimization, 2013

2012

Bilevel derivative-free optimization and its application to robust optimization.

Andrew R. Conn, Luís Nunes Vicente

Optim. Methods Softw., 2012

Analysis of direct searches for discontinuous functions.

Luís Nunes Vicente, Ana Luísa Custódio

Math. Program., 2012

Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization.

Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente

Math. Program., 2012

2011

Direct Multisearch for Multiobjective Optimization.

Ana Luísa Custódio, J. F. Aguilar Madeira, A. Ismael F. Vaz, Luís Nunes Vicente

SIAM J. Optim., 2011

Estimation of risk-neutral density surfaces.

Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente

Comput. Manag. Sci., 2011

2010

Incorporating minimum Frobenius norm models in direct search.

Ana Luísa Custódio, Humberto Rocha, Luís Nunes Vicente

Comput. Optim. Appl., 2010

2009

Bilevel Programming: Introduction, History and Overview.

Luís Nunes Vicente

Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points.

Andrew R. Conn, Katya Scheinberg, Luís Nunes Vicente

SIAM J. Optim., 2009

PSwarm: a hybrid solver for linearly constrained global derivative-free optimization.

A. Ismael F. Vaz, Luís Nunes Vicente

Optim. Methods Softw., 2009

Implicitly and densely discrete black-box optimization problems.

Luís Nunes Vicente

Optim. Lett., 2009

Introduction to Derivative-Free Optimization.

Andrew R. Conn, Katya Scheinberg, Luís Nunes Vicente

MPS-SIAM series on optimization 8, SIAM, ISBN: 978-0-89871-668-9, 2009

2008

Geometry of interpolation sets in derivative free optimization.

Andrew R. Conn, Katya Scheinberg, Luís Nunes Vicente

Math. Program., 2008

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity.

Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente

Eur. J. Oper. Res., 2008

Local analysis of the feasible primal-dual interior-point method.

R. Silva, João Soares, Luís Nunes Vicente

Comput. Optim. Appl., 2008

2007

Using Sampling and Simplex Derivatives in Pattern Search Methods.

Ana Luísa Custódio, Luís Nunes Vicente

SIAM J. Optim., 2007

A particle swarm pattern search method for bound constrained global optimization.

A. Ismael F. Vaz, Luís Nunes Vicente

J. Glob. Optim., 2007

2005

Space Mapping for Optimal Control of Partial Differential Equations.

Michael Hintermüller, Luís Nunes Vicente

SIAM J. Optim., 2005

2004

Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems.

Pedro Alberto, Fernando Nogueira, Humberto Rocha, Luís Nunes Vicente

SIAM J. Optim., 2004

A globally convergent primal-dual interior-point filter method for nonlinear programming.

Michael Ulbrich, Stefan Ulbrich, Luís Nunes Vicente

Math. Program., 2004

2002

Analysis of Inexact Trust-Region SQP Algorithms.

Matthias Heinkenschloss, Luís Nunes Vicente

SIAM J. Optim., 2002

Local analysis of a new multipliers method.

Luís Nunes Vicente

Eur. J. Oper. Res., 2002

Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming.

Luís Nunes Vicente, Stephen J. Wright

Comput. Optim. Appl., 2002

Numerical Behavior of a Stabilized SQP Method for Degenerate NLP Problems.

El-Sayed M. E. Mostafa, Luís Nunes Vicente, Stephen J. Wright

Proceedings of the Global Optimization and Constraint Satisfaction, 2002

2001

Pattern Search Methods for Use-Provided Points.

Pedro Alberto, Fernando Nogueira, Humberto Rocha, Luís Nunes Vicente

Proceedings of the Computational Science - ICCS 2001, 2001

2000

Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming.

Luís Nunes Vicente

Comput. Optim. Appl., 2000

1999

An interface optimization and application for the numerical solution of optimal control problems.

Matthias Heinkenschloss, Luís Nunes Vicente

ACM Trans. Math. Softw., 1999

Two-Step Algorithms for Nonlinear Optimization with Structured Applications.

Andrew R. Conn, Luís Nunes Vicente, Chandu Visweswariah

SIAM J. Optim., 1999

Characterization of the smoothness and curvature of a marginal function for a trust-region problem.

David A. Andrews, Luís Nunes Vicente

Math. Program., 1999

1997

On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization.

John E. Dennis, Luís Nunes Vicente

SIAM J. Optim., 1997

1994

Algorithm 728; FORTRAN subroutines for generating quadratic bilevel programming test problems.

Paul H. Calamai, Luís Nunes Vicente

ACM Trans. Math. Softw., 1994

Generating quadratic bilevel programming test problems.

Paul H. Calamai, Luís Nunes Vicente

ACM Trans. Math. Softw., 1994

Bilevel and multilevel programming: A bibliography review.

Luís Nunes Vicente, Paul H. Calamai

J. Glob. Optim., 1994

On the solution and complexity of a generalized linear complementarity problem.

Joaquim João Júdice, Luís Nunes Vicente

J. Glob. Optim., 1994

1993

Generating Linear and Linear-Quadratic Bilevel Programming Problems.

Paul H. Calamai, Luís Nunes Vicente

SIAM J. Sci. Comput., 1993

A new technique for generating quadratic programming test problems.

Paul H. Calamai, Luís Nunes Vicente, Joaquim Júdice

Math. Program., 1993

1992

Generation of disjointly constrained bilinear programming test problems.

Luís Nunes Vicente, Paul H. Calamai, Joaquim João Júdice

Comput. Optim. Appl., 1992