Papers
Recent reports:

T. Giovannelli, G. Kent, and L. N. Vicente,
Bilevel optimization with a multiobjective lowerlevel problem:
Riskneutral and riskaverse formulations,
ISE Technical Report 23T013, Lehigh University
PDF

F. Rinaldi, L. N. Vicente, and D. Zeffiro,
Stochastic trustregion and directsearch methods: A
weak tail bound condition and reduced sample sizing,
PDF

T. Giovannelli, G. Kent, and L. N. Vicente,
Inexact bilevel stochastic gradient methods for constrained and
unconstrained lowerlevel problems,
ISE Technical Report 21T025, Lehigh University
PDF
Papers published: (the pdf files do not necessarily correspond to the versions published)

S. Liu and L. N. Vicente,
Convergence rates of the stochastic alternating algorithm for
biobjective optimization,
to appear in Journal of Optimization Theory and Applications
PDF

T. Giovannelli and L. N. Vicente,
An integrated assignment, routing, and speed model
for roadway mobility and transportation
with environmental, efficiency, and service goals,
to appear in Transportation Research Part C: Emerging Technologies
PDF

S. Liu and L. N. Vicente,
The stochastic multigradient algorithm for multiobjective optimization and its application to supervised machine learning,
to appear in Annals of Operations Research
PDF

A. S. Berahas, O. Sohab, and L. N. Vicente,
Fulllow evaluation methods for derivativefree optimization,
Optimization Methods and Software, 38 (2023) 386411
PDF

S. Liu and L. N. Vicente,
A stochastic alternating balance kmeans algorithm for fair clustering,
Lecture Notes in Computer Science, Learning and Intelligent Optimization,
ed. by D. E. Simos et al., vol. 13691, pp. 7792, Springer, Cham, Switzerland, 2022
PDF

S. Liu and L. N. Vicente,
Accuracy and fairness tradeoffs in machine learning: A stochastic multiobjective approach,
Computational Management Science, 19 (2022) 513537
PDF

B. Ramos, D. Pinho, D. Martins, A. I. F. Vaz, and L. N. Vicente,
Optimal 3D printing of complex objects in a 5axis printer,
Optimization and Engineering, 23 (2022) 10851116
PDF

L. Song and L. N. Vicente,
Modeling Hessianvector products in nonlinear optimization: New Hessianfree methods,
IMA Journal of Numerical Analysis, 42 (2022) 17661788
PDF

S. Gratton, C. W. Royer, and L. N. Vicente,
A decoupled first/secondorder steps technique for nonconvex nonlinear unconstrained
optimization with improved complexity bounds,
Mathematical Programming, 179 (2020) 195222
PDF

G. Liuzzi, S. Lucidi, F. Rinaldi, and L. N. Vicente,
Trustregion methods for the derivativefree optimization of nonsmooth blackbox functions,
SIAM Journal on Optimization, 29 (2019) 30123035
PDF

J. Fliege, A. I. F. Vaz, and L. N. Vicente,
Complexity of gradient descent for multiobjective optimization, Optimization Methods and Software, 34 (2019) 949959
PDF

S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang,
Direct search based on probabilistic feasible descent for bound and linearly constrained problems, Computational Optimization and Applications, 72 (2019) 525559
PDF

S. Pereira, A. I. F. Vaz, and L. N. Vicente,
On the optimal object orientation in additive manufacturing,
The International Journal of Advanced Manufacturing Technology, 98 (2018) 16851694
PDF

S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang,
Complexity and global rates of trustregion methods based on probabilistic models,
IMA Journal of Numerical Analysis, 38 (2018) 15791597
PDF

S. Gratton, N. Soualmi, and L. N. Vicente,
An indicator for the switch from derivativefree to derivativebased optimization,
Operations Research Letters, 45 (2017) 353361
PDF

F. Ceccarelli, M. Sciandrone, C. Perricone, G. Galvan, F. Morelli,
L. N. Vicente, I. Leccese, L. Massaro, E. Cipriano, F. R. Spinelli,
C. Alessandri, G. Valesini, and F. Conti,
Prediction of chronic damage in systemic lupus erythematosus by using machine learning models,
PLoS ONE 12(3), March 2017
PDF

A. L. Custódio, K. Scheinberg, and L. N. Vicente,
Methodologies and software for derivativefree optimization,
Chapter 37 of Advances and Trends in Optimization with Engineering Applications,
T. Terlaky, M. F. Anjos, and S. Ahmed (editors), MOSSIAM Book Series on Optimization,
SIAM, Philadelphia, 2017
PDF

R. Garmanjani, D. Júdice, and L. N. Vicente,
Trustregion methods without using derivatives: Worst case complexity and the
nonsmooth case, SIAM Journal on Optimization, 26 (2016) 19872011
PDF

E. Bergou, S. Gratton, and L. N. Vicente,
LevenbergMarquardt methods
based on probabilistic gradient models and inexact subproblem solution,
with application to data assimilation,
SIAM/ASA Journal on Uncertainty Quantification, 4 (2016) 924951
PDF

M. Dodangeh, L. N. Vicente, and Z. Zhang,
On the optimal order of worst case complexity of direct search,
Optimization Letters, 10 (2016) 699708
PDF

S. Gratton, C. W. Royer, and L. N. Vicente,
A secondorder globally convergent directsearch method and its worstcase complexity,
Optimization, 65 (2016) 11051128
PDF

Y. Diouane, S. Gratton, X. Vasseur, L. N. Vicente, and H. Calandra,
A parallel evolution strategy for an earth imaging problem in geophysics,
Optimization and Engineering, 17 (2016), 326
PDF

M. Dodangeh and L. N. Vicente,
Worst case complexity of direct search under convexity,
Mathematical Programming, 155 (2016) 307332
PDF

S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang,
Direct search based on probabilistic descent,
SIAM Journal on Optimization, 25 (2015) 15151541
PDF

Y. Diouane, S. Gratton, and L. N. Vicente,
Globally convergent evolution strategies for constrained optimization,
Computational Optimization and Applications, 62 (2015) 323346
PDF

Y. Diouane, S. Gratton, and L. N. Vicente,
Globally convergent evolution strategies,
Mathematical Programming, 152 (2015) 467490
PDF

S. Gratton and L. N. Vicente,
A merit function approach for direct search,
SIAM Journal on Optimization, 24 (2014) 19801998
PDF

A. S. Bandeira, K. Scheinberg, and L. N. Vicente,
Convergence of trustregion methods based on probabilistic models,
SIAM Journal on Optimization, 24 (2014) 12381264
PDF

R. P. Brito and L. N. Vicente,
Efficient cardinality/meanvariance portfolios,
in System Modeling and Optimization,
Springer series IFIP Advances in Information and Communication Technology,
edited by C. Pötzsche, C. Heuberger, B. Kaltenbacher, and F. Rendl, 2014
PDF

Le Thi Hoai An, Huynh Van Ngai, Pham Dinh Tao, A. I. F. Vaz, and L. N. Vicente,
Globally convergent DC trustregion methods,
Journal of Global Optimization, 59 (2014) 209225
PDF

S. Gratton and L. N. Vicente,
A surrogate management framework using rigorous trustregion steps,
Optimization Methods and Software, 29 (2014) 1023
PDF

R. Garmanjani and L. N. Vicente,
Smoothing and worstcase complexity
for directsearch methods in nonsmooth optimization,
IMA Journal of Numerical Analysis, 33 (2013) 10081028
PDF

L. N. Vicente,
Worst case complexity of direct search,
EURO Journal on Computational Optimization, 1 (2013) 143153
PDF

M. Li and L. N. Vicente,
Inexact solution of NLP subproblems in MINLP,
Journal of Global Optimization, 55 (2013) 877899
PDF

J. M. Fernandes, A. I. F. Vaz, and L. N. Vicente,
Modeling binary stars: age, helium abundance, and convection parameters,
Monthly Notices of the Royal Astronomical Society, 425 (2012) 31043111
PDF

A. S. Bandeira, K. Scheinberg, and L. N. Vicente,
Computation of sparse low degree interpolating polynomials
and their application to derivativefree optimization,
Mathematical Programming, 134 (2012) 223257
PDF

L. N. Vicente and A. L. Custódio,
Analysis of direct searches for discontinuous functions,
Mathematical Programming, 133 (2012) 299325
PDF

Le Thi Hoai An, A. I. F. Vaz, and L. N. Vicente,
Optimizing radial basis functions by D.C. programming and
its use in direct search for global derivativefree optimization,
TOP, 20 (2012) 190214
PDF

A. R. Conn and L. N. Vicente,
Bilevel derivativefree optimization and its application to
robust optimization,
Optimization Methods and Software, 27 (2012) 561577
PDF

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
PDF
(there is an errata for the published version)
 A. M. Monteiro, R. H. Tütüncü, and L. N. Vicente,
Estimation of riskneutral density surfaces,
Computational Management Science, 8 (2011) 387414
PDF
 J. M. Fernandes, A. I. F. Vaz, and L. N. Vicente,
Modelling nearby FGK Population I stars:
A new form of estimating stellar parameters using an
optimization approach,
Astronomy & Astrophysics, 532 (2011) A20A29
PDF
 A. L. Custódio, H. Rocha, and L. N. Vicente,
Incorporating minimum Frobenius norm models in direct search,
Computational Optimization and Applications, 46 (2010) 265278
PDF
The data profiles for the solvers NMSMAX and SIDPSM
on the stochastic noisy test problems are slightly different
from the true ones. Those corrected profiles can be found
here (tau=10^3
and
tau=10^7)
and do not affect any of the conclusions of the paper.
 A. I. F. Vaz and L. N. Vicente,
PSwarm: A hybrid solver for linearly constrained global
derivativefree optimization,
Optimization Methods and Software, 24 (2009) 669685
PDF
 L. N. Vicente,
Implicitly and densely discrete blackbox optimization problems,
Optimization Letters, 3 (2009) 475482
PDF
 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
PDF
 A. R. Conn, K. Scheinberg, and L. N. Vicente,
Geometry of sample sets in derivativefree optimization:
Polynomial regression and underdetermined interpolation,
IMA Journal of Numerical Analysis, 28 (2008) 721748
PDF
 A. L. Custódio, J. E. Dennis Jr., and L. N. Vicente,
Using simplex gradients of nonsmooth functions in direct search methods,
IMA Journal of Numerical Analysis, 28 (2008) 770784
PDF
 R. Silva, J. Soares, and L. N. Vicente,
Local analysis of the feasible primaldual
interiorpoint method,
Computational Optimization and Applications, 40 (2008) 4157.
PDF
 A. M. Monteiro, R. H. Tütüncü, and L. N. Vicente,
Recovering riskneutral probability density functions from
options prices using cubic splines and ensuring nonnegativity,
European Journal of Operational Research, 187 (2008) 525542.
PDF
 A. R. Conn, K. Scheinberg, and L. N. Vicente,
Geometry of interpolation sets in derivative free optimization,
Mathematical Programming, 111 (2008) 141172
PDF
 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
PDF
 A. L. Custódio and L. N. Vicente,
Using sampling and simplex derivatives in pattern search methods,
SIAM Journal on Optimization, 18 (2007) 537555
PDF
 J. Fliege and L. N. Vicente,
Multicriteria approach to bilevel optimization,
Journal of Optimization Theory and Applications, 131 (2006) 209225
PDF
 M. Hintermüller and L. N. Vicente,
Space mapping for optimal control of partial differential equations,
SIAM Journal on Optimization, 15 (2005) 10021025
PDF
 P. Alberto, F. Nogueira, H. Rocha, and L. N. Vicente,
Pattern search methods for userprovided points:
Application to molecular geometry problems,
SIAM Journal on Optimization, 14 (2004) 12161236
PDF
 M. Ulbrich, S. Ulbrich, and L. N. Vicente,
A globally convergent primaldual interiorpoint filter method
for nonlinear programming, Mathematical
Programming, 100 (2004) 379410
PDF
 C. Audet, J. E. Dennis, and L. N. Vicente,
Editorial,
Special Issue on Optimization and Engineering,
Optimization and Engineering, 5 (2004) 99100
PDF
 L. N. Vicente,
Space mapping: models, sensitivities, and trustregions methods,
Optimization and Engineering, 4 (2003) 159175
PDF
 C. P. Avelino and L. N. Vicente,
Updating the multipliers associated with inequality constraints
in an augmented Lagrangian multiplier method,
Journal of Optimization Theory and Applications, 119 (2003) 215233
PDF
 E. M. E. Mostafa, L. N. Vicente, and S. J. Wright,
Numerical behavior of a stabilized SQP method for degenerate NLP
problems,
Lecture Notes in Computer Science,
Global Optimization and Constraint Satisfaction,
ed. by C. Bliek, C. Jermann, and A. Neumaier,
vol. 2861, pp. 123141,
SpringerVerlag, Berlin, 2003
PDF
 L. N. Vicente and S. J. Wright,
Local convergence of a primaldual method for degenerate nonlinear programming,
Computational Optimization and Applications, 22 (2002) 311328
PDF
 L. N. Vicente,
Local analysis of a new multipliers method,
European Journal of Operational Research, 143 (2002) 432451
(Feature Issue: Interior Point Methods)
PDF
 M. Heinkenschloss and L. N. Vicente,
Analysis of inexact trustregion SQP algorithms,
SIAM Journal on Optimization, 12 (2001) 283302
PDF
 P. Alberto, F. Nogueira, H. Rocha, and L. N. Vicente,
Pattern search methods for userprovided points,
Lecture Notes in Computer Science,
Computacional Science – ICCS 2001,
ed. by V. N. Alexandrov et al,
vol. 2074, pp. 9598, SpringerVerlag, Berlin, 2001
PDF
 L. N. Vicente,
Bilevel programming: Introduction, history and overview,
Encyclopedia of Optimization, ed. by C. A. Floudas and P. M. Pardalos,
vol. 1, pp. 178180, Kluwer Academic Publishers, Dordrecht, 2001
PDF
 L. N. Vicente,
Local convergence of the affinescaling interiorpoint algorithm for
nonlinear programming,
Computational Optimization and Applications, 17 (2000) 2335
PDF
 A. R. Conn, L. N. Vicente, and C. Visweswariah,
Twostep algorithms for nonlinear optimization with
structured applications,
SIAM Journal on Optimization, 9 (1999) 924947
PDF
 M. Heinkenschloss and L. N. Vicente,
An interface between optimization and application
for the numerical solution of optimal control problems,
ACM Transactions on Mathematical Software, 25 (1999) 157190
PDF
 D. A. Andrews and L. N. Vicente,
Characterization of the smoothness and curvature of a marginal function for
a trustregion problem,
Mathematical Programming, 84 (1999) 123135
PDF
 L. N. Vicente,
An analysis of Newton’s method for equivalent
KarushKuhnTucker systems,
Investigación Operativa, 7 (1999) 1728
PDF
 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
PDF
 L. N. Vicente, On interiorpoint Newton algorithms for discretized optimal
control problems with state constraints,
Optimization Methods & Software, 8 (1998) 249275
PDF
 L. N. Vicente,
Derivative computations for a class of optimal control problems,
School of Finite Elements and Applications, Centro Internacional de Matemática,
n. 6, Coimbra, September 1998
PDF

Mário M. Freire, L. N. Vicente, and Henrique J. A. da Silva,
Nonlinear least squares estimation of MQW laser parameters from IM response
measurements,
Proceedings of the Meeting on Applied Mathematics to Telecommunications,
ed. by J.J. Júdice and M. C. Gouveia,
pp. 3035,
Telecommunications Institute, September 2829, 1998

L. N. Vicente, A. L. Topa, C. R. Paiva, and A. M. Barbosa,
Application of the least squares boundary residual
method to the study of step
discontinuities in dielectric planar waveguides,
Proceedings of the Meeting on Applied Mathematics to Telecommunications,
ed. by J.J. Júdice and M. C. Gouveia,
pp. 99108,
Telecommunications Institute, September 2829, 1998
 J. E. Dennis and L. N. Vicente,
On the convergence theory of trustregionbased algorithms for
equalityconstrained optimization,
SIAM Journal on Optimization, 7 (1997) 527550
PDF
 L. N. Vicente, Métodos de optimização para controlo óptimo e
projecto de engenharia,
Actas da I Conferência Nacional de
Telecomunicações,
pp. 437440, 1997
PDF
 L. N. Vicente, G. Savard, and J. J. Júdice,
Discrete linear bilevel programming problem,
Journal of Optimization Theory and Applications, 89 (1996) 597614
 J. E. Dennis and L. N. Vicente,
Trustregion interiorpoint algorithms for minimization problems with
simple bounds,
Applied Mathematics and Parallel
Computing, Festschrift for Klaus Ritter,
ed. by H. Fisher, B. Riedmüller, and S. Schäffler, pp. 97107,
PhysicaVerlag, SpringerVerlag, Berlin, 1996
PDF
 L. N. Vicente, A comparison between line searches and trust regions for nonlinear
optimization,
Investigação Operacional, 16 (1996) 173179
PDF
 L. N. Vicente and P. H. Calamai,
Geometry and local optimality conditions for bilevel
programs with quadratic strictly convex lower levels,
Bookseries Nonconvex Optimization and Its Applications,
Minimax and Applications,
ed. by D.Z. Du and P. M. Pardalos,
vol. 4, pp. 141151,
Kluwer Academic Publishers, Dordrecht, 1995

P. H. Calamai and
L. N. Vicente,
Generating quadratic bilevel programming test problems,
ACM Transactions on Mathematical Software, 20 (1994) 103119

P. H. Calamai and
L. N. Vicente,
Algorithm 728: FORTRAN subroutines for generating quadratic bilevel
programming test problems,
ACM Transactions on Mathematical Software, 20 (1994) 120123 and
Collected Algorithms from ACM, Supplement 129, (1994) 1870 lines of code
 J. J. Júdice and L. N. Vicente,
On the solution and complexity of a generalized linear complementarity problem,
Journal of Global Optimization, 4 (1994) 415424

L. N. Vicente and
P. H. Calamai,
Bilevel and multilevel programming: a bibliography review,
Journal of Global Optimization, 5 (1994) 291306
PDF
 L. N. Vicente, G. Savard, and J. J. Júdice,
Descent approaches for quadratic bilevel programming,
Journal of Optimization Theory and Applications, 81 (1994) 379399
 L. F. Portugal, J. J. Júdice, and L. N. Vicente,
A comparison of block pivoting and interiorpoint algorithms
for linear least squares problems with nonnegative variables,
Mathematics of Computation, 63 (1994) 625643

P. H. Calamai and
L. N. Vicente,
Generating linear and linearquadratic bilevel programming problems,
SIAM Journal on Scientific Computing, 14 (1993) 770782

P. H. Calamai, L. N. Vicente, and J. J. Júdice,
A new technique for generating quadratic programming test problems,
Mathematical Programming, 61 (1993) 215231

L. N. Vicente, J. J. Júdice, and P.M. Pardalos,
Parametric linear programming techniques for the indefinite quadratic programming problem,
IMA Journal of Mathematics Applied in Business and Industry, 4 (1993) 343349
 L. N. Vicente, P. H. Calamai, and J. J. Júdice,
Generation of disjointly constrained bilinear programming test problems,
Computational Optimization and Applications, 1 (1992) 299306
 L. N. Vicente, Efficient vehicle routing algorithms for municipal waste collection (written in portuguese), Investigação Operacional, 10 (1991) 4758
Other reports:

S. Liu and L. N. Vicente,
The Sharpe predictor for fairness in machine learning,
ISE Technical Report 21T019, Lehigh University
PDF

A. S. Bandeira, K. Scheinberg, and L. N. Vicente,
On partially sparse recovery,
preprint 1113, Dept. Mathematics, Univ. Coimbra
PDF
 R. Silva, M. Ulbrich, S. Ulbrich, and L. N. Vicente, A globally convergent primaldual interiorpoint filter method for nonlinear programming: new filter optimality measures and computational results, preprint 0849, Dept. Mathematics, Univ. Coimbra PDF