Generation of disjointly constrained bilinear programming test problems. - Luís Nunes Vicente; Paul H. Calamai; Joaquim João Júdice (Comput. Optim. Appl., 1992)

A new technique for generating quadratic programming test problems. - Paul H. Calamai; Luís Nunes Vicente; Joaquim Júdice (Math. Program., 1993)

Generating Linear and Linear-Quadratic Bilevel Programming Problems. - Paul H. Calamai; Luís Nunes Vicente (SIAM J. Sci. Comput., 1993)

On the solution and complexity of a generalized linear complementarity problem. - Joaquim João Júdice; Luís Nunes Vicente (J. Glob. Optim., 1994)

Bilevel and multilevel programming: A bibliography review. - Luís Nunes Vicente; Paul H. Calamai (J. Glob. Optim., 1994)

Generating quadratic bilevel programming test problems. - Paul H. Calamai; Luís Nunes Vicente (ACM Trans. Math. Softw., 1994)

Algorithm 728; FORTRAN subroutines for generating quadratic bilevel programming test problems. - Paul H. Calamai; Luís Nunes Vicente (ACM Trans. Math. Softw., 1994)

On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization. - John E. Dennis; Luís Nunes Vicente (SIAM J. Optim., 1997)

Characterization of the smoothness and curvature of a marginal function for a trust-region problem. - David A. Andrews; Luís Nunes Vicente (Math. Program., 1999)

Two-Step Algorithms for Nonlinear Optimization with Structured Applications. - Andrew R. Conn; Luís Nunes Vicente; Chandu Visweswariah (SIAM J. Optim., 1999)

An interface optimization and application for the numerical solution of optimal control problems. - Matthias Heinkenschloss; Luís Nunes Vicente (ACM Trans. Math. Softw., 1999)

Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming. - Luís Nunes Vicente (Comput. Optim. Appl., 2000)

Pattern Search Methods for Use-Provided Points. - Pedro Alberto; Fernando Nogueira; Humberto Rocha; Luís Nunes Vicente (International Conference on Computational Science (2), 2001)

Numerical Behavior of a Stabilized SQP Method for Degenerate NLP Problems. - El-Sayed M. E. Mostafa; Luís Nunes Vicente; Stephen J. Wright 001 (COCOS, 2002)

Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming. - Luís Nunes Vicente; Stephen J. Wright 001 (Comput. Optim. Appl., 2002)

Local analysis of a new multipliers method. - Luís Nunes Vicente (Eur. J. Oper. Res., 2002)

Analysis of Inexact Trust-Region SQP Algorithms. - Matthias Heinkenschloss; Luís Nunes Vicente (SIAM J. Optim., 2002)

A globally convergent primal-dual interior-point filter method for nonlinear programming. - Michael Ulbrich; Stefan Ulbrich; Luís Nunes Vicente (Math. Program., 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)

Space Mapping for Optimal Control of Partial Differential Equations. - Michael Hintermüller; Luís Nunes Vicente (SIAM J. Optim., 2005)

A particle swarm pattern search method for bound constrained global optimization. - A. Ismael F. Vaz; Luís Nunes Vicente (J. Glob. Optim., 2007)

Using Sampling and Simplex Derivatives in Pattern Search Methods. - Ana Luísa Custódio; Luís Nunes Vicente (SIAM J. Optim., 2007)

Local analysis of the feasible primal-dual interior-point method. - R. Silva; João Soares; Luís Nunes Vicente (Comput. Optim. Appl., 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)

Geometry of interpolation sets in derivative free optimization. - Andrew R. Conn; Katya Scheinberg; Luís Nunes Vicente (Math. Program., 2008)

Introduction to Derivative-Free Optimization. - Andrew R. Conn; Katya Scheinberg; Luís Nunes Vicente (SIAM, 2009)

Implicitly and densely discrete black-box optimization problems. - Luís Nunes Vicente (Optim. Lett., 2009)

PSwarm: a hybrid solver for linearly constrained global derivative-free optimization. - A. Ismael F. Vaz; Luís Nunes Vicente (Optim. Methods Softw., 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)

Bilevel Programming: Introduction, History and Overview. - Luís Nunes Vicente (Encyclopedia of Optimization, 2009)

Incorporating minimum Frobenius norm models in direct search. - Ana Luísa Custódio; Humberto Rocha; Luís Nunes Vicente (Comput. Optim. Appl., 2010)

Estimation of risk-neutral density surfaces. - Ana Margarida Monteiro; Reha H. Tütüncü; Luís Nunes Vicente (Comput. Manag. Sci., 2011)

Direct Multisearch for Multiobjective Optimization. - Ana Luísa Custódio; Jose Firmino Aguilar Madeira; A. Ismael F. Vaz; Luís Nunes Vicente (SIAM J. Optim., 2011)

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)

Analysis of direct searches for discontinuous functions. - Luís Nunes Vicente; Ana Luísa Custódio (Math. Program., 2012)

Bilevel derivative-free optimization and its application to robust optimization. - Andrew R. Conn; Luís Nunes Vicente (Optim. Methods Softw., 2012)

Efficient Cardinality/Mean-Variance Portfolios. - Rui Pedro Brito; Luís Nunes Vicente (System Modelling and Optimization, 2013)

On partial sparse recovery - Afonso S. Bandeira; Katya Scheinberg; Luís Nunes Vicente (CoRR, 2013)

Worst case complexity of direct search. - Luís Nunes Vicente (EURO J. Comput. Optim., 2013)

Inexact solution of NLP subproblems in MINLP. - M. Li; Luís Nunes Vicente (J. Glob. Optim., 2013)

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)

A surrogate management framework using rigorous trust-region steps. - Serge Gratton; Luís Nunes Vicente (Optim. Methods Softw., 2014)

Convergence of Trust-Region Methods Based on Probabilistic Models. - Afonso S. Bandeira; Katya Scheinberg; Luís Nunes Vicente (SIAM J. Optim., 2014)

A Merit Function Approach for Direct Search. - Serge Gratton; Luís Nunes Vicente (SIAM J. Optim., 2014)

Globally convergent evolution strategies for constrained optimization. - Youssef Diouane; Serge Gratton; Luís Nunes Vicente (Comput. Optim. Appl., 2015)

Globally convergent evolution strategies. - Youssef Diouane; Serge Gratton; Luís Nunes Vicente (Math. Program., 2015)

Direct Search Based on Probabilistic Descent. - Serge Gratton; Clément W. Royer; Luís Nunes Vicente; Zaikun Zhang (SIAM J. Optim., 2015)

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)

Worst case complexity of direct search under convexity. - Mahdi Dodangeh; Luís Nunes Vicente (Math. Program., 2016)

On the optimal order of worst case complexity of direct search. - Mahdi Dodangeh; Luís Nunes Vicente; Zaikun Zhang (Optim. Lett., 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)

An indicator for the switch from derivative-free to derivative-based optimization. - Serge Gratton; N. Soualmi; Luís Nunes Vicente (Oper. Res. Lett., 2017)

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)

Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods. - Lili Song; Luís Nunes Vicente (CoRR, 2019)

Complexity of gradient descent for multiobjective optimization. - Jörg Fliege; A. Ismael F. Vaz; Luís Nunes Vicente (Optim. Methods Softw., 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)

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)

The Sharpe predictor for fairness in machine learning. - Suyun Liu; Luís Nunes Vicente (CoRR, 2021)

Bilevel stochastic methods for optimization and machine learning: Bilevel stochastic descent and DARTS. - Tommaso Giovannelli; Griffin D. Kent; Luís Nunes Vicente (CoRR, 2021)

A Stochastic Alternating Balance k-Means Algorithm for Fair Clustering. - Suyun Liu; Luís Nunes Vicente (LION, 2022)

Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach. - Suyun Liu; Luís Nunes Vicente (Comput. Manag. Sci., 2022)

The limitation of neural nets for approximation and optimization. - Tommaso Giovannelli; Oumaima Sohab; Luís Nunes Vicente (CoRR, 2023)

Full-low evaluation methods for derivative-free optimization. - Albert S. Berahas; Oumaima Sohab; Luís Nunes Vicente (Optim. Methods Softw., 2023)

Convergence Rates of the Stochastic Alternating Algorithm for Bi-Objective Optimization. - Suyun Liu; Luís Nunes Vicente (J. Optim. Theory Appl., 2023)

Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations. - Tommaso Giovannelli; Griffin D. Kent; Luís Nunes Vicente (Optim. Methods Softw., 2024)

Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing. - Francesco Rinaldi; Luís Nunes Vicente; Damiano Zeffiro (SIAM J. Optim., 2024)

The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning. - Suyun Liu; Luís Nunes Vicente (Ann. Oper. Res., 2024)

Full-low evaluation methods for bound and linearly constrained derivative-free optimization. - Clément W. Royer; Oumaima Sohab; Luís Nunes Vicente (Comput. Optim. Appl., 2024)

A stochastic gradient method for trilevel optimization. - Tommaso Giovannelli; Griffin D. Kent; Luís Nunes Vicente (CoRR, 2025)

Inexact bilevel stochastic gradient methods for constrained and unconstrained lower-level problems. - Tommaso Giovannelli; Griffin D. Kent; Luís Nunes Vicente (J. Glob. Optim., 2025)