Luís Nunes Vicente

Publication Activity (10 Years)

Years Active: 1992-2024
Publications (10 Years): 26

Top Topics

Unconstrained Optimization

Top Venues

Optim. Methods Softw.

Publications

Francesco Rinaldi, Luís Nunes Vicente, Damiano Zeffiro
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing. SIAM J. Optim. 34 (2) (2024)
Suyun Liu, Luís Nunes Vicente
The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning. Ann. Oper. Res. 339 (3) (2024)
Suyun Liu, Luís Nunes Vicente
Convergence Rates of the Stochastic Alternating Algorithm for Bi-Objective Optimization. J. Optim. Theory Appl. 198 (1) (2023)
Tommaso Giovannelli, Oumaima Sohab, Luís Nunes Vicente
The limitation of neural nets for approximation and optimization. CoRR (2023)
Albert S. Berahas, Oumaima Sohab, Luís Nunes Vicente
Full-low evaluation methods for derivative-free optimization. Optim. Methods Softw. 38 (2) (2023)
Suyun Liu, Luís Nunes Vicente
A Stochastic Alternating Balance k-Means Algorithm for Fair Clustering. LION (2022)
Suyun Liu, Luís Nunes Vicente
Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach. Comput. Manag. Sci. 19 (3) (2022)
Suyun Liu, Luís Nunes Vicente
Convergence rates of the stochastic alternating algorithm for bi-objective optimization. CoRR (2022)
Suyun Liu, Luís Nunes Vicente
A Stochastic Alternating Balance k-Means Algorithm for Fair Clustering. CoRR (2021)
Tommaso Giovannelli, Griffin Kent, Luís Nunes Vicente
Bilevel stochastic methods for optimization and machine learning: Bilevel stochastic descent and DARTS. CoRR (2021)
Suyun Liu, Luís Nunes Vicente
The Sharpe predictor for fairness in machine learning. CoRR (2021)
Suyun Liu, Luís Nunes Vicente
Accuracy and Fairness Trade-offs in Machine Learning: A Stochastic Multi-Objective Approach. CoRR (2020)
Serge Gratton, Clément W. Royer, Luís Nunes Vicente
A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds. Math. Program. 179 (1) (2020)
Lili Song, Luís Nunes Vicente
Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods. CoRR (2019)
Jörg Fliege, A. Ismael F. Vaz, Luís Nunes Vicente
Complexity of gradient descent for multiobjective optimization. Optim. Methods Softw. 34 (5) (2019)
Suyun Liu, Luís Nunes Vicente
The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning. CoRR (2019)
Serge Gratton, Clément W. Royer, Luís Nunes Vicente, Zaikun Zhang
Direct search based on probabilistic feasible descent for bound and linearly constrained problems. Comput. Optim. Appl. 72 (3) (2019)
Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi, Luís Nunes Vicente
Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions. SIAM J. Optim. 29 (4) (2019)
Serge Gratton, N. Soualmi, Luís Nunes Vicente
An indicator for the switch from derivative-free to derivative-based optimization. Oper. Res. Lett. 45 (4) (2017)
Mahdi Dodangeh, Luís Nunes Vicente, Zaikun Zhang
On the optimal order of worst case complexity of direct search. Optim. Lett. 10 (4) (2016)
El Houcine Bergou, Serge Gratton, Luís Nunes Vicente
Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation. SIAM/ASA J. Uncertain. Quantification 4 (1) (2016)
Rohollah Garmanjani, D. Júdice, Luís Nunes Vicente
Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case. SIAM J. Optim. 26 (4) (2016)
Mahdi Dodangeh, Luís Nunes Vicente
Worst case complexity of direct search under convexity. Math. Program. 155 (1-2) (2016)
Serge Gratton, Clément W. Royer, Luís Nunes Vicente, Zaikun Zhang
Direct Search Based on Probabilistic Descent. SIAM J. Optim. 25 (3) (2015)
Youssef Diouane, Serge Gratton, Luís Nunes Vicente
Globally convergent evolution strategies. Math. Program. 152 (1-2) (2015)
Youssef Diouane, Serge Gratton, Luís Nunes Vicente
Globally convergent evolution strategies for constrained optimization. Comput. Optim. Appl. 62 (2) (2015)
Serge Gratton, Luís Nunes Vicente
A surrogate management framework using rigorous trust-region steps. Optim. Methods Softw. 29 (1) (2014)
Hoai An Le Thi, Ngai Van Huynh, Tao Pham Dinh, A. Ismael F. Vaz, Luís Nunes Vicente
Globally convergent DC trust-region methods. J. Glob. Optim. 59 (2-3) (2014)
Serge Gratton, Luís Nunes Vicente
A Merit Function Approach for Direct Search. SIAM J. Optim. 24 (4) (2014)
Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente
Convergence of Trust-Region Methods Based on Probabilistic Models. SIAM J. Optim. 24 (3) (2014)
Luís Nunes Vicente
Worst case complexity of direct search. EURO J. Comput. Optim. 1 (1-2) (2013)
Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente
On partial sparse recovery CoRR (2013)
M. Li, Luís Nunes Vicente
Inexact solution of NLP subproblems in MINLP. J. Glob. Optim. 55 (4) (2013)
Rui Pedro Brito, Luís Nunes Vicente
Efficient Cardinality/Mean-Variance Portfolios. System Modelling and Optimization (2013)
Luís Nunes Vicente, Ana Luísa Custódio
Analysis of direct searches for discontinuous functions. Math. Program. 133 (1-2) (2012)
Andrew R. Conn, Luís Nunes Vicente
Bilevel derivative-free optimization and its application to robust optimization. Optim. Methods Softw. 27 (3) (2012)
Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente
Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization. Math. Program. 134 (1) (2012)
Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
Estimation of risk-neutral density surfaces. Comput. Manag. Sci. 8 (4) (2011)
Ana Luísa Custódio, J. F. Aguilar Madeira, A. Ismael F. Vaz, Luís Nunes Vicente
Direct Multisearch for Multiobjective Optimization. SIAM J. Optim. 21 (3) (2011)
Ana Luísa Custódio, Humberto Rocha, Luís Nunes Vicente
Incorporating minimum Frobenius norm models in direct search. Comput. Optim. Appl. 46 (2) (2010)
Andrew R. Conn, Katya Scheinberg, Luís Nunes Vicente
Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points. SIAM J. Optim. 20 (1) (2009)
Luís Nunes Vicente
Implicitly and densely discrete black-box optimization problems. Optim. Lett. 3 (3) (2009)
A. Ismael F. Vaz, Luís Nunes Vicente
PSwarm: a hybrid solver for linearly constrained global derivative-free optimization. Optim. Methods Softw. 24 (4-5) (2009)
R. Silva, João Soares, Luís Nunes Vicente
Local analysis of the feasible primal-dual interior-point method. Comput. Optim. Appl. 40 (1) (2008)
Andrew R. Conn, Katya Scheinberg, Luís Nunes Vicente
Geometry of interpolation sets in derivative free optimization. Math. Program. 111 (1-2) (2008)
Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity. Eur. J. Oper. Res. 187 (2) (2008)
A. Ismael F. Vaz, Luís Nunes Vicente
A particle swarm pattern search method for bound constrained global optimization. J. Glob. Optim. 39 (2) (2007)
Ana Luísa Custódio, Luís Nunes Vicente
Using Sampling and Simplex Derivatives in Pattern Search Methods. SIAM J. Optim. 18 (2) (2007)
Michael Hintermüller, Luís Nunes Vicente
Space Mapping for Optimal Control of Partial Differential Equations. SIAM J. Optim. 15 (4) (2005)
Michael Ulbrich, Stefan Ulbrich, Luís Nunes Vicente
A globally convergent primal-dual interior-point filter method for nonlinear programming. Math. Program. 100 (2) (2004)
Pedro Alberto, Fernando Nogueira, Humberto Rocha, Luís Nunes Vicente
Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems. SIAM J. Optim. 14 (4) (2004)
Matthias Heinkenschloss, Luís Nunes Vicente
Analysis of Inexact Trust-Region SQP Algorithms. SIAM J. Optim. 12 (2) (2002)
Luís Nunes Vicente
Local analysis of a new multipliers method. Eur. J. Oper. Res. 143 (2) (2002)
El-Sayed M. E. Mostafa, Luís Nunes Vicente, Stephen J. Wright
Numerical Behavior of a Stabilized SQP Method for Degenerate NLP Problems. COCOS (2002)
Luís Nunes Vicente, Stephen J. Wright
Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming. Comput. Optim. Appl. 22 (3) (2002)
Pedro Alberto, Fernando Nogueira, Humberto Rocha, Luís Nunes Vicente
Pattern Search Methods for Use-Provided Points. International Conference on Computational Science (2) (2001)
Luís Nunes Vicente
Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming. Comput. Optim. Appl. 17 (1) (2000)
Andrew R. Conn, Luís Nunes Vicente, Chandu Visweswariah
Two-Step Algorithms for Nonlinear Optimization with Structured Applications. SIAM J. Optim. 9 (4) (1999)
Matthias Heinkenschloss, Luís Nunes Vicente
An interface optimization and application for the numerical solution of optimal control problems. ACM Trans. Math. Softw. 25 (2) (1999)
David A. Andrews, Luís Nunes Vicente
Characterization of the smoothness and curvature of a marginal function for a trust-region problem. Math. Program. 84 (1) (1999)
John E. Dennis, Luís Nunes Vicente
On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization. SIAM J. Optim. 7 (4) (1997)
Paul H. Calamai, Luís Nunes Vicente
Generating quadratic bilevel programming test problems. ACM Trans. Math. Softw. 20 (1) (1994)
Joaquim João Júdice, Luís Nunes Vicente
On the solution and complexity of a generalized linear complementarity problem. J. Glob. Optim. 4 (4) (1994)
Paul H. Calamai, Luís Nunes Vicente
Algorithm 728; FORTRAN subroutines for generating quadratic bilevel programming test problems. ACM Trans. Math. Softw. 20 (1) (1994)
Luís Nunes Vicente, Paul H. Calamai
Bilevel and multilevel programming: A bibliography review. J. Glob. Optim. 5 (3) (1994)
Paul H. Calamai, Luís Nunes Vicente
Generating Linear and Linear-Quadratic Bilevel Programming Problems. SIAM J. Sci. Comput. 14 (4) (1993)
Paul H. Calamai, Luís Nunes Vicente, Joaquim Júdice
A new technique for generating quadratic programming test problems. Math. Program. 61 (1993)
Luís Nunes Vicente, Paul H. Calamai, Joaquim João Júdice
Generation of disjointly constrained bilinear programming test problems. Comput. Optim. Appl. 1 (3) (1992)