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Contact
Department of Industrial and Systems Engineering
Lehigh University
Harold S. Mohler Laboratory, Room 421a
200 West Packer Avenue, Bethlehem, PA 18015-1582
Phone: +1 610-758-4050
Email: lnv{at}lehigh.edu
Web: http//www.lehigh.edu/lnv

January 19, 2019: I am releasing the Concise Lecture Notes on Optimization Methods for Machine Learning and Data Science. These lecture notes are publicly available but their use for teaching or even research purposes requires citing:

  • L. N. Vicente, S. Gratton, and R. Garmanjani, Concise Lecture Notes on Optimization Methods for Machine Learning and Data Science, ISE Department, Lehigh University, January 2019.

If appropriate, the corresponding source references given at the end of these notes should be cited instead. These lecture notes are displayed in the form of slides for teaching convenience.

January 19, 2019: I’m re-starting the miniblog here, keeping the complete version here. I hope I’ll continue to have something interesting to say once in a while…


Biographical Sketch


Luis Nunes Vicente is the Timothy J. Wilmott ’80 Endowed Faculty Professor and Chair of Lehigh University’s Department of Industrial and Systems Engineering (ISE), effective August 1, 2018, after a career as a faculty member in the Department of Mathematics of the University of Coimbra. His research interests include Continuous Optimization, Computational Science and Engineering, and Machine Learning and Data Science.

He obtained his PhD from Rice University in 1996, under a Fulbright scholarship, receiving from Rice the Ralph Budd Thesis Award. He was one of the three finalists of the 94-96 A. W. Tucker Prize of the Mathematical Optimization Society (MOS).

In 2015, he was awarded the Lagrange Prize of SIAM (Society for Industrial and Applied Mathematics) and MOS for the co-authorship of the book “Introduction to Derivative-Free Optimization, MPS-SIAM Series on Optimization, SIAM, Philadelphia, 2009”.

He held visiting positions at the IBM T.J. Watson Research Center and the IMA/University of Minnesota in 2002/2003, at the Courant Institute of Mathematical Sciences/NYU and the Université Paul Verlaine of Metz in 2009/2010, and at Roma/Sapienza and Rice University in 2016/2017. He was visiting Chercheur Sénior of the Fondation de Coopération Sciences et Technologies pour l’Aéronautique et l’Espace (Réseau Thématique de Recherche Avancée) at CERFACS and Institut National Polytechnique, Toulouse, during 2010-2015.

He has served on numerous editorial boards, including SIAM Journal on Optimization (2009-2017), EURO Journal on Computational Optimization, and Optimization Methods and Software (2010-2018). He was Editor-in-Chief of Portugaliae Mathematica (published by the European Mathematical Society) during 2013-2018. 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, Journées Annuelles 2014 CNRS Optimisation, 15th MOPTA, Journées SMAI-MODE 2018, 6th IMA Conference on NLA and Optimization, ISMP 2018 – keynote).

Most Cited/Selected Papers

  • A. L. Custódio, J. F. A. Madeira, A. I. F. Vaz, and L. N. Vicente, Direct multisearch for multiobjective optimization, SIAM Journal on Optimization, 21 (2011) 1109-1140
  • A. R. Conn, K. Scheinberg, and L. N. Vicente, Global convergence of general derivative-free trust-region algorithms to first and second order critical points, SIAM Journal on Optimization, 20 (2009) 387-415
  • A. R. Conn, K. Scheinberg, and L. N. Vicente, Geometry of interpolation sets in derivative free optimization, Mathematical Programming, 111 (2008) 141-172
  • A. I. F. Vaz and L. N. Vicente, A particle swarm pattern search method for bound constrained global optimization, Journal of Global Optimization, 39 (2007) 197-219
  • M. Ulbrich, S. Ulbrich, and L. N. Vicente, A globally convergent primal-dual interior-point filter method for nonlinear programming, Mathematical Programming, 100 (2004) 379-410
  • M. Heinkenschloss and L. N. Vicente, Analysis of inexact trust-region SQP algorithms, SIAM Journal on Optimization, 12 (2001) 283-302
  • J. E. Dennis, M. Heinkenschloss, and L. N. Vicente, Trust-region interior-point SQP algorithms for a class of nonlinear programming problems, SIAM Journal on Control and Optimization, 36 (1998) 1750-1794
  • L. N. Vicente and P. H. Calamai, Bilevel and multilevel programming: a bibliography review, Journal of Global Optimization, 5 (1994) 291-306
  • L. N. Vicente, G. Savard, and J. J. Júdice, Descent approaches for quadratic bilevel programming, Journal of Optimization Theory and Applications, 81 (1994) 379-399


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