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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 Office Phone: +1 610-758-4050 Webpage: http://www.lehigh.edu/lnv Contact: lnv{at}lehigh.edu |
March 3, 2025: Check out my March 3, 2025 seminar Pareto sensitivity, most-changing sub-fronts, and knee solutions at the EURO Online Seminar Series on Operational Research and Machine Learning.
February 8, 2025: Trang H. Tran is a postdoctoral researcher working in our group since February 1, 2025. Welcome Trang!
January 28, 2025: A new paper is out: T. Giovannelli, M. M. Raimundo, and L. N. Vicente, Pareto sensitivity, most-changing sub-fronts, and knee solutions, ISE Technical Report 25T-001, Lehigh University PDF
December 1, 2024: A new PhD student started thesis work under my supervision in November 2024: Ken Wu. Welcome Ken!
September 5, 2024: Lehigh ISE is holding Modeling and Optimization: Theory and Applications (MOPTA) 2025 Conference, in Ponta Delgada, Azores, Portugal during June 17-20, 2025. We will be celebrating the 70th Birthday of Professor Tamás Terlaky, who founded MOPTA 25 years ago. There will be a Tamas-70 Session and Dinner on June 18, 2025.
September 5, 2024: The Portuguese American Optimization Workshop (PAOW), a satellite event of MOPTA 2025, will take place in Horta, Azores, Portugal during June 13-15, 2025. PAOW is primarily focused on continuous optimization and its applications to machine learning.
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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). 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 is a SIAM Fellow (Class of 2024). He was elected chair of the SIAM Activity Group on Optimization for 2023-2025 and President of the Association of Chairs of Operations Research Departments (ACORD) at INFORMS for 2024-2025. He has been chairing Lehigh ISE since August 2018.
Additional scholarship information:
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, Optimization Methods and Software (2010-2018), and Mathematical Programming. 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, 32nd Brazilian Mathematics Colloquium, 21st ECMI 2021).
Most Cited/Selected Papers
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A. S. Bandeira, K. Scheinberg, and L. N. Vicente,
Convergence of trust-region methods based on probabilistic models,
SIAM Journal on Optimization, 24 (2014) 1238-1264
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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