Welcome!
Contact
Department of Industrial and Systems Engineering Lehigh University Harold S. Mohler Laboratory, Room 421a 200 West Packer Avenue, Bethlehem, PA 180151582 Phone: +1 6107584050 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 restarting 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 9496 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 coauthorship of the book “Introduction to DerivativeFree Optimization, MPSSIAM 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 20102015.
He has served on numerous editorial boards, including SIAM Journal on Optimization (20092017), EURO Journal on Computational Optimization, and Optimization Methods and Software (20102018). He was EditorinChief of Portugaliae Mathematica (published by the European Mathematical Society) during 20132018. He has given a number of plenary lectures in reputed society/serial conferences (13th FrenchGerman Conf. Optim., VII Brazilian Workshop on Continuous Optim., 8th EUROPT, ICCOPT III, Journées de l’Optimisation – Montréal, 5th SinoJapanese Optim. Meeting, 43rd Annual Conf. of Italian OR Society, 3rd EUCCO, 26th IFIP TC 7 / 2013, Journées Annuelles 2014 CNRS Optimisation, 15th MOPTA, Journées SMAIMODE 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) 11091140
 A. R. Conn, K. Scheinberg, and L. N. Vicente,
Global convergence of general
derivativefree trustregion algorithms to first and second order
critical points, SIAM Journal on Optimization, 20 (2009) 387415
 A. R. Conn, K. Scheinberg, and L. N. Vicente,
Geometry of interpolation sets in derivative free optimization,
Mathematical Programming, 111 (2008) 141172
 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) 197219
 M. Ulbrich, S. Ulbrich, and L. N. Vicente,
A globally convergent primaldual interiorpoint filter method
for nonlinear programming, Mathematical
Programming, 100 (2004) 379410
 M. Heinkenschloss and L. N. Vicente,
Analysis of inexact trustregion SQP algorithms,
SIAM Journal on Optimization, 12 (2001) 283302
 J. E. Dennis, M. Heinkenschloss, and L. N. Vicente,
Trustregion interiorpoint SQP algorithms for a class of
nonlinear programming problems,
SIAM Journal on Control and Optimization, 36 (1998) 17501794
 L. N. Vicente and P. H. Calamai,
Bilevel and multilevel programming: a bibliography review,
Journal of Global Optimization, 5 (1994) 291306
 L. N. Vicente, G. Savard, and J. J. Júdice, Descent approaches for quadratic bilevel programming, Journal of Optimization Theory and Applications, 81 (1994) 379399