Luís Nunes Vicente

According to our database1, Luís Nunes Vicente authored at least 59 papers between 1992 and 2020.

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PhD thesis 


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A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds.
Math. Program., 2020

Accuracy and Fairness Trade-offs in Machine Learning: A Stochastic Multi-Objective Approach.
CoRR, 2020

Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions.
SIAM J. Optim., 2019

Complexity of gradient descent for multiobjective optimization.
Optim. Methods Softw., 2019

Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods.
CoRR, 2019

The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning.
CoRR, 2019

Direct search based on probabilistic feasible descent for bound and linearly constrained problems.
Comput. Optim. Appl., 2019

An indicator for the switch from derivative-free to derivative-based optimization.
Oper. Res. Lett., 2017

Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case.
SIAM J. Optim., 2016

On the optimal order of worst case complexity of direct search.
Optim. Lett., 2016

Worst case complexity of direct search under convexity.
Math. Program., 2016

Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation.
SIAM/ASA J. Uncertain. Quantification, 2016

Direct Search Based on Probabilistic Descent.
SIAM J. Optim., 2015

Globally convergent evolution strategies.
Math. Program., 2015

Globally convergent evolution strategies for constrained optimization.
Comput. Optim. Appl., 2015

A Merit Function Approach for Direct Search.
SIAM J. Optim., 2014

Convergence of Trust-Region Methods Based on Probabilistic Models.
SIAM J. Optim., 2014

A surrogate management framework using rigorous trust-region steps.
Optim. Methods Softw., 2014

Globally convergent DC trust-region methods.
J. Glob. Optim., 2014

Inexact solution of NLP subproblems in MINLP.
J. Glob. Optim., 2013

Worst case complexity of direct search.
EURO J. Comput. Optim., 2013

On partial sparse recovery
CoRR, 2013

Efficient Cardinality/Mean-Variance Portfolios.
Proceedings of the System Modeling and Optimization, 2013

Bilevel derivative-free optimization and its application to robust optimization.
Optim. Methods Softw., 2012

Analysis of direct searches for discontinuous functions.
Math. Program., 2012

Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization.
Math. Program., 2012

Direct Multisearch for Multiobjective Optimization.
SIAM J. Optim., 2011

Estimation of risk-neutral density surfaces.
Comput. Manag. Sci., 2011

Incorporating minimum Frobenius norm models in direct search.
Comput. Optim. Appl., 2010

Bilevel Programming: Introduction, History and Overview.
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.
SIAM J. Optim., 2009

PSwarm: a hybrid solver for linearly constrained global derivative-free optimization.
Optim. Methods Softw., 2009

Implicitly and densely discrete black-box optimization problems.
Optim. Lett., 2009

Introduction to Derivative-Free Optimization.
MPS-SIAM series on optimization 8, SIAM, ISBN: 978-0-89871-668-9, 2009

Geometry of interpolation sets in derivative free optimization.
Math. Program., 2008

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity.
Eur. J. Oper. Res., 2008

Local analysis of the feasible primal-dual interior-point method.
Comput. Optim. Appl., 2008

Using Sampling and Simplex Derivatives in Pattern Search Methods.
SIAM J. Optim., 2007

A particle swarm pattern search method for bound constrained global optimization.
J. Glob. Optim., 2007

Space Mapping for Optimal Control of Partial Differential Equations.
SIAM J. Optim., 2005

Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems.
SIAM J. Optim., 2004

A globally convergent primal-dual interior-point filter method for nonlinear programming.
Math. Program., 2004

Analysis of Inexact Trust-Region SQP Algorithms.
SIAM J. Optim., 2002

Local analysis of a new multipliers method.
Eur. J. Oper. Res., 2002

Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming.
Comput. Optim. Appl., 2002

Numerical Behavior of a Stabilized SQP Method for Degenerate NLP Problems.
Proceedings of the Global Optimization and Constraint Satisfaction, 2002

Pattern Search Methods for Use-Provided Points.
Proceedings of the Computational Science - ICCS 2001, 2001

Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming.
Comput. Optim. Appl., 2000

An interface optimization and application for the numerical solution of optimal control problems.
ACM Trans. Math. Softw., 1999

Two-Step Algorithms for Nonlinear Optimization with Structured Applications.
SIAM J. Optim., 1999

Characterization of the smoothness and curvature of a marginal function for a trust-region problem.
Math. Program., 1999

On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization.
SIAM J. Optim., 1997

Algorithm 728; FORTRAN subroutines for generating quadratic bilevel programming test problems.
ACM Trans. Math. Softw., 1994

Generating quadratic bilevel programming test problems.
ACM Trans. Math. Softw., 1994

Bilevel and multilevel programming: A bibliography review.
J. Glob. Optim., 1994

On the solution and complexity of a generalized linear complementarity problem.
J. Glob. Optim., 1994

Generating Linear and Linear-Quadratic Bilevel Programming Problems.
SIAM J. Sci. Comput., 1993

A new technique for generating quadratic programming test problems.
Math. Program., 1993

Generation of disjointly constrained bilinear programming test problems.
Comput. Optim. Appl., 1992