Papers


Recent reports:

  • S. Liu and L. N. Vicente, The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning, ISE Technical Report 19T-011, Lehigh University PDF

Papers published: (the pdf files do not necessarily correspond to the versions published)

  • G. Liuzzi, S. Lucidi, F. Rinaldi, and L. N. Vicente, Trust-region methods for the derivative-free optimization of nonsmooth black-box functions, to appear in SIAM Journal on Optimization PDF
  • S. Gratton, C. W. Royer, and L. N. Vicente, A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds, to appear in Mathematical Programming PDF
  • J. Fliege, A. I. F. Vaz, and L. N. Vicente, Complexity of gradient descent for multiobjective optimization, Optimization Methods and Software, 34 (2019) 949-959 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) 525-559 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) 1685-1694 PDF
  • S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang, Complexity and global rates of trust-region methods based on probabilistic models, IMA Journal of Numerical Analysis, 38 (2018) 1579-1597 PDF
  • S. Gratton, N. Soualmi, and L. N. Vicente, An indicator for the switch from derivative-free to derivative-based optimization, Operations Research Letters, 45 (2017) 353-361 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 derivative-free optimization, Chapter 37 of Advances and Trends in Optimization with Engineering Applications, T. Terlaky, M. F. Anjos, and S. Ahmed (editors), MOS-SIAM Book Series on Optimization, SIAM, Philadelphia, 2017 PDF
  • R. Garmanjani, D. Júdice, and L. N. Vicente, Trust-region methods without using derivatives: Worst case complexity and the non-smooth case, SIAM Journal on Optimization, 26 (2016) 1987-2011 PDF
  • E. Bergou, S. Gratton, and L. N. Vicente, Levenberg-Marquardt methods based on probabilistic gradient models and inexact subproblem solution, with application to data assimilation, SIAM/ASA Journal on Uncertainty Quantification, 4 (2016) 924-951 PDF
  • M. Dodangeh, L. N. Vicente, and Z. Zhang, On the optimal order of worst case complexity of direct search, Optimization Letters, 10 (2016) 699-708 PDF
  • S. Gratton, C. W. Royer, and L. N. Vicente, A second-order globally convergent direct-search method and its worst-case complexity, Optimization, 65 (2016) 1105-1128 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), 3-26 PDF
  • M. Dodangeh and L. N. Vicente, Worst case complexity of direct search under convexity, Mathematical Programming, 155 (2016) 307-332 PDF
  • S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang, Direct search based on probabilistic descent, SIAM Journal on Optimization, 25 (2015) 1515-1541 PDF
  • Y. Diouane, S. Gratton, and L. N. Vicente, Globally convergent evolution strategies for constrained optimization, Computational Optimization and Applications, 62 (2015) 323-346 PDF
  • Y. Diouane, S. Gratton, and L. N. Vicente, Globally convergent evolution strategies, Mathematical Programming, 152 (2015) 467-490 PDF
  • S. Gratton and L. N. Vicente, A merit function approach for direct search, SIAM Journal on Optimization, 24 (2014) 1980-1998 PDF
  • 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 PDF
  • R. P. Brito and L. N. Vicente, Efficient cardinality/mean-variance 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 trust-region methods, Journal of Global Optimization, 59 (2014) 209-225 PDF
  • S. Gratton and L. N. Vicente, A surrogate management framework using rigorous trust-region steps, Optimization Methods and Software, 29 (2014) 10-23 PDF
  • R. Garmanjani and L. N. Vicente, Smoothing and worst-case complexity for direct-search methods in nonsmooth optimization, IMA Journal of Numerical Analysis, 33 (2013) 1008-1028 PDF
  • L. N. Vicente, Worst case complexity of direct search, EURO Journal on Computational Optimization, 1 (2013) 143-153 PDF
  • M. Li and L. N. Vicente, Inexact solution of NLP subproblems in MINLP, Journal of Global Optimization, 55 (2013) 877-899 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) 3104-3111 PDF
  • A. S. Bandeira, K. Scheinberg, and L. N. Vicente, Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization, Mathematical Programming, 134 (2012) 223-257 PDF
  • L. N. Vicente and A. L. Custódio, Analysis of direct searches for discontinuous functions, Mathematical Programming, 133 (2012) 299-325 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 derivative-free optimization, TOP, 20 (2012) 190-214 PDF
  • A. R. Conn and L. N. Vicente, Bilevel derivative-free optimization and its application to robust optimization, Optimization Methods and Software, 27 (2012) 561-577 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) 1109-1140 PDF (there is an errata for the published version)
  • A. M. Monteiro, R. H. Tütüncü, and L. N. Vicente, Estimation of risk-neutral density surfaces, Computational Management Science, 8 (2011) 387-414 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) A20-A29 PDF
  • A. L. Custódio, H. Rocha, and L. N. Vicente, Incorporating minimum Frobenius norm models in direct search, Computational Optimization and Applications, 46 (2010) 265-278 PDF The data profiles for the solvers NMSMAX and SID-PSM 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 derivative-free optimization, Optimization Methods and Software, 24 (2009) 669-685 PDF
  • L. N. Vicente, Implicitly and densely discrete black-box optimization problems, Optimization Letters, 3 (2009) 475-482 PDF
  • 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 PDF
  • A. R. Conn, K. Scheinberg, and L. N. Vicente, Geometry of sample sets in derivative-free optimization: Polynomial regression and underdetermined interpolation, IMA Journal of Numerical Analysis, 28 (2008) 721-748 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) 770-784 PDF
  • R. Silva, J. Soares, and L. N. Vicente, Local analysis of the feasible primal-dual interior-point method, Computational Optimization and Applications, 40 (2008) 41-57. PDF
  • A. M. Monteiro, R. H. Tütüncü, and L. N. Vicente, Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity, European Journal of Operational Research, 187 (2008) 525-542. PDF
  • A. R. Conn, K. Scheinberg, and L. N. Vicente, Geometry of interpolation sets in derivative free optimization, Mathematical Programming, 111 (2008) 141-172 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) 197-219 PDF
  • A. L. Custódio and L. N. Vicente, Using sampling and simplex derivatives in pattern search methods, SIAM Journal on Optimization, 18 (2007) 537-555 PDF
  • J. Fliege and L. N. Vicente, Multicriteria approach to bilevel optimization, Journal of Optimization Theory and Applications, 131 (2006) 209-225 PDF
  • M. Hintermüller and L. N. Vicente, Space mapping for optimal control of partial differential equations, SIAM Journal on Optimization, 15 (2005) 1002-1025 PDF
  • P. Alberto, F. Nogueira, H. Rocha, and L. N. Vicente, Pattern search methods for user-provided points: Application to molecular geometry problems, SIAM Journal on Optimization, 14 (2004) 1216-1236 PDF
  • 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 PDF
  • C. Audet, J. E. Dennis, and L. N. Vicente, Editorial, Special Issue on Optimization and Engineering, Optimization and Engineering, 5 (2004) 99-100 PDF
  • L. N. Vicente, Space mapping: models, sensitivities, and trust-regions methods, Optimization and Engineering, 4 (2003) 159-175 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) 215-233 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. 123-141, Springer-Verlag, Berlin, 2003 PDF
  • L. N. Vicente and S. J. Wright, Local convergence of a primal-dual method for degenerate nonlinear programming, Computational Optimization and Applications, 22 (2002) 311-328 PDF
  • L. N. Vicente, Local analysis of a new multipliers method, European Journal of Operational Research, 143 (2002) 432-451 (Feature Issue: Interior Point Methods) PDF
  • M. Heinkenschloss and L. N. Vicente, Analysis of inexact trust-region SQP algorithms, SIAM Journal on Optimization, 12 (2001) 283-302 PDF
  • P. Alberto, F. Nogueira, H. Rocha, and L. N. Vicente, Pattern search methods for user-provided points, Lecture Notes in Computer Science, Computacional Science – ICCS 2001, ed. by V. N. Alexandrov et al, vol. 2074, pp. 95-98, Springer-Verlag, 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. 178-180, Kluwer Academic Publishers, Dordrecht, 2001 PDF
  • L. N. Vicente, Local convergence of the affine-scaling interior-point algorithm for nonlinear programming, Computational Optimization and Applications, 17 (2000) 23-35 PDF
  • A. R. Conn, L. N. Vicente, and C. Visweswariah, Two-step algorithms for nonlinear optimization with structured applications, SIAM Journal on Optimization, 9 (1999) 924-947 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) 157-190 PDF
  • D. A. Andrews and L. N. Vicente, Characterization of the smoothness and curvature of a marginal function for a trust-region problem, Mathematical Programming, 84 (1999) 123-135 PDF
  • L. N. Vicente, An analysis of Newton’s method for equivalent Karush-Kuhn-Tucker systems, Investigación Operativa, 7 (1999) 17-28 PDF
  • 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 PDF
  • L. N. Vicente, On interior-point Newton algorithms for discretized optimal control problems with state constraints, Optimization Methods & Software, 8 (1998) 249-275 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. 30-35, Telecommunications Institute, September 28-29, 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. 99-108, Telecommunications Institute, September 28-29, 1998
  • J. E. Dennis and L. N. Vicente, On the convergence theory of trust-region-based algorithms for equality-constrained optimization, SIAM Journal on Optimization, 7 (1997) 527-550 PDF
  • L. N. Vicente, Métodos de optimização para controlo óptimo e projecto de engenharia, Actas da I Conferência Nacional de Telecomunicações, pp. 437-440, 1997 PDF
  • L. N. Vicente, G. Savard, and J. J. Júdice, Discrete linear bilevel programming problem, Journal of Optimization Theory and Applications, 89 (1996) 597-614
  • J. E. Dennis and L. N. Vicente, Trust-region interior-point 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. 97-107, Physica-Verlag, Springer-Verlag, Berlin, 1996 PDF
  • L. N. Vicente, A comparison between line searches and trust regions for nonlinear optimization, Investigação Operacional, 16 (1996) 173-179 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. 141-151, 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) 103-119
  • 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) 120-123 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) 415-424
  • L. N. Vicente and P. H. Calamai, Bilevel and multilevel programming: a bibliography review, Journal of Global Optimization, 5 (1994) 291-306 PDF
  • 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
  • L. F. Portugal, J. J. Júdice, and L. N. Vicente, A comparison of block pivoting and interior-point algorithms for linear least squares problems with nonnegative variables, Mathematics of Computation, 63 (1994) 625-643
  • P. H. Calamai and L. N. Vicente, Generating linear and linear-quadratic bilevel programming problems, SIAM Journal on Scientific Computing, 14 (1993) 770-782
  • P. H. Calamai, L. N. Vicente, and J. J. Júdice, A new technique for generating quadratic programming test problems, Mathematical Programming, 61 (1993) 215-231
  • 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) 343-349
  • L. N. Vicente, P. H. Calamai, and J. J. Júdice, Generation of disjointly constrained bilinear programming test problems, Computational Optimization and Applications, 1 (1992) 299-306
  • L. N. Vicente, Efficient vehicle routing algorithms for municipal waste collection (written in portuguese), Investigação Operacional, 10 (1991) 47-58

Other reports:

  • A. S. Bandeira, K. Scheinberg, and L. N. Vicente, On partially sparse recovery, preprint 11-13, Dept. Mathematics, Univ. Coimbra PDF
  • R. Silva, M. Ulbrich, S. Ulbrich, and L. N. Vicente, A globally convergent primal-dual interior-point filter method for nonlinear programming: new filter optimality measures and computational results, preprint 08-49, Dept. Mathematics, Univ. Coimbra PDF

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