Luís Nunes Vicente

76 papers Misc 1Journal 70Unranked 3

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Stochastic set-valued optimization and its application to robust learning. CoRR Tommaso Giovannelli, Jingfu Tan, Luís Nunes Vicente
2026	J	`jnl`	The limitation of neural nets for approximation and optimization. J. Glob. Optim. Tommaso Giovannelli, Oumaima Sohab, Luís Nunes Vicente
2025	J	`jnl`	A stochastic gradient method for trilevel optimization. CoRR Tommaso Giovannelli, Griffin D. Kent, Luís Nunes Vicente
2025	J	`jnl`	Inexact bilevel stochastic gradient methods for constrained and unconstrained lower-level problems. J. Glob. Optim. Tommaso Giovannelli, Griffin D. Kent, Luís Nunes Vicente
2024	J	`jnl`	Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations. Optim. Methods Softw. Tommaso Giovannelli, Griffin D. Kent, Luís Nunes Vicente
2024	J	`jnl`	Full-low evaluation methods for bound and linearly constrained derivative-free optimization. Comput. Optim. Appl. Clément W. Royer, Oumaima Sohab, Luís Nunes Vicente
2024	J	`jnl`	Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing. SIAM J. Optim. Francesco Rinaldi, Luís Nunes Vicente, Damiano Zeffiro
2024	J	`jnl`	The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning. Ann. Oper. Res. Suyun Liu, Luís Nunes Vicente
2023	J	`jnl`	Convergence Rates of the Stochastic Alternating Algorithm for Bi-Objective Optimization. J. Optim. Theory Appl. Suyun Liu, Luís Nunes Vicente
2023	J	`jnl`	Full-low evaluation methods for derivative-free optimization. Optim. Methods Softw. Albert S. Berahas, Oumaima Sohab, Luís Nunes Vicente
2023	J	`jnl`	The limitation of neural nets for approximation and optimization. CoRR Tommaso Giovannelli, Oumaima Sohab, Luís Nunes Vicente
2022	—	`conf`	A Stochastic Alternating Balance k-Means Algorithm for Fair Clustering. LION Suyun Liu, Luís Nunes Vicente
2022	J	`jnl`	Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach. Comput. Manag. Sci. Suyun Liu, Luís Nunes Vicente
2022	J	`jnl`	Convergence rates of the stochastic alternating algorithm for bi-objective optimization. CoRR Suyun Liu, Luís Nunes Vicente
2021	J	`jnl`	A Stochastic Alternating Balance k-Means Algorithm for Fair Clustering. CoRR Suyun Liu, Luís Nunes Vicente
2021	J	`jnl`	Bilevel stochastic methods for optimization and machine learning: Bilevel stochastic descent and DARTS. CoRR Tommaso Giovannelli, Griffin D. Kent, Luís Nunes Vicente
2021	J	`jnl`	The Sharpe predictor for fairness in machine learning. CoRR Suyun Liu, Luís Nunes Vicente
2020	J	`jnl`	A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds. Math. Program. Serge Gratton, Clément W. Royer, Luís Nunes Vicente
2020	J	`jnl`	Accuracy and Fairness Trade-offs in Machine Learning: A Stochastic Multi-Objective Approach. CoRR Suyun Liu, Luís Nunes Vicente
2019	J	`jnl`	Complexity of gradient descent for multiobjective optimization. Optim. Methods Softw. Jörg Fliege, A. Ismael F. Vaz, Luís Nunes Vicente
2019	J	`jnl`	Direct search based on probabilistic feasible descent for bound and linearly constrained problems. Comput. Optim. Appl. Serge Gratton, Clément W. Royer, Luís Nunes Vicente, Zaikun Zhang
2019	J	`jnl`	Modeling Hessian-vector products in nonlinear optimization: New Hessian-free methods. CoRR Lili Song, Luís Nunes Vicente
2019	J	`jnl`	The stochastic multi-gradient algorithm for multi-objective optimization and its application to supervised machine learning. CoRR Suyun Liu, Luís Nunes Vicente
2019	J	`jnl`	Trust-Region Methods for the Derivative-Free Optimization of Nonsmooth Black-Box Functions. SIAM J. Optim. Giampaolo Liuzzi, Stefano Lucidi, Francesco Rinaldi, Luís Nunes Vicente
2017	J	`jnl`	An indicator for the switch from derivative-free to derivative-based optimization. Oper. Res. Lett. Serge Gratton, N. Soualmi, Luís Nunes Vicente
2016	J	`jnl`	Levenberg-Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data Assimilation. SIAM/ASA J. Uncertain. Quantification El Houcine Bergou, Serge Gratton, Luís Nunes Vicente
2016	J	`jnl`	On the optimal order of worst case complexity of direct search. Optim. Lett. Mahdi Dodangeh, Luís Nunes Vicente, Zaikun Zhang
2016	J	`jnl`	Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth Case. SIAM J. Optim. Rohollah Garmanjani, D. Júdice, Luís Nunes Vicente
2016	J	`jnl`	Worst case complexity of direct search under convexity. Math. Program. Mahdi Dodangeh, Luís Nunes Vicente
2015	J	`jnl`	Direct Search Based on Probabilistic Descent. SIAM J. Optim. Serge Gratton, Clément W. Royer, Luís Nunes Vicente, Zaikun Zhang
2015	J	`jnl`	Globally convergent evolution strategies for constrained optimization. Comput. Optim. Appl. Youssef Diouane, Serge Gratton, Luís Nunes Vicente
2015	J	`jnl`	Globally convergent evolution strategies. Math. Program. Youssef Diouane, Serge Gratton, Luís Nunes Vicente
2014	J	`jnl`	A Merit Function Approach for Direct Search. SIAM J. Optim. Serge Gratton, Luís Nunes Vicente
2014	J	`jnl`	A surrogate management framework using rigorous trust-region steps. Optim. Methods Softw. Serge Gratton, Luís Nunes Vicente
2014	J	`jnl`	Convergence of Trust-Region Methods Based on Probabilistic Models. SIAM J. Optim. Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente
2014	J	`jnl`	Globally convergent DC trust-region methods. J. Glob. Optim. Hoai An Le Thi, Ngai Van Huynh, Tao Pham Dinh, A. Ismael F. Vaz, Luís Nunes Vicente
2013	—	`conf`	Efficient Cardinality/Mean-Variance Portfolios. System Modelling and Optimization Rui Pedro Brito, Luís Nunes Vicente
2013	J	`jnl`	Inexact solution of NLP subproblems in MINLP. J. Glob. Optim. M. Li, Luís Nunes Vicente
2013	J	`jnl`	On partial sparse recovery CoRR Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente
2013	J	`jnl`	Worst case complexity of direct search. EURO J. Comput. Optim. Luís Nunes Vicente
2012	J	`jnl`	Analysis of direct searches for discontinuous functions. Math. Program. Luís Nunes Vicente, Ana Luísa Custódio
2012	J	`jnl`	Bilevel derivative-free optimization and its application to robust optimization. Optim. Methods Softw. Andrew R. Conn, Luís Nunes Vicente
2012	J	`jnl`	Computation of sparse low degree interpolating polynomials and their application to derivative-free optimization. Math. Program. Afonso S. Bandeira, Katya Scheinberg, Luís Nunes Vicente
2011	J	`jnl`	Direct Multisearch for Multiobjective Optimization. SIAM J. Optim. Ana Luísa Custódio, Jose Firmino Aguilar Madeira, A. Ismael F. Vaz, Luís Nunes Vicente
2011	J	`jnl`	Estimation of risk-neutral density surfaces. Comput. Manag. Sci. Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
2010	J	`jnl`	Incorporating minimum Frobenius norm models in direct search. Comput. Optim. Appl. Ana Luísa Custódio, Humberto Rocha, Luís Nunes Vicente
2009	—	`ch.`	Bilevel Programming: Introduction, History and Overview. Encyclopedia of Optimization Luís Nunes Vicente
2009	J	`jnl`	Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points. SIAM J. Optim. Andrew R. Conn, Katya Scheinberg, Luís Nunes Vicente
2009	J	`jnl`	Implicitly and densely discrete black-box optimization problems. Optim. Lett. Luís Nunes Vicente
2009	—	`book`	Introduction to Derivative-Free Optimization. Andrew R. Conn, Katya Scheinberg, Luís Nunes Vicente
2009	J	`jnl`	PSwarm: a hybrid solver for linearly constrained global derivative-free optimization. Optim. Methods Softw. A. Ismael F. Vaz, Luís Nunes Vicente
2008	J	`jnl`	Geometry of interpolation sets in derivative free optimization. Math. Program. Andrew R. Conn, Katya Scheinberg, Luís Nunes Vicente
2008	J	`jnl`	Local analysis of the feasible primal-dual interior-point method. Comput. Optim. Appl. R. Silva, João Soares, Luís Nunes Vicente
2008	J	`jnl`	Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity. Eur. J. Oper. Res. Ana Margarida Monteiro, Reha H. Tütüncü, Luís Nunes Vicente
2007	J	`jnl`	A particle swarm pattern search method for bound constrained global optimization. J. Glob. Optim. A. Ismael F. Vaz, Luís Nunes Vicente
2007	J	`jnl`	Using Sampling and Simplex Derivatives in Pattern Search Methods. SIAM J. Optim. Ana Luísa Custódio, Luís Nunes Vicente
2005	J	`jnl`	Space Mapping for Optimal Control of Partial Differential Equations. SIAM J. Optim. Michael Hintermüller, Luís Nunes Vicente
2004	J	`jnl`	A globally convergent primal-dual interior-point filter method for nonlinear programming. Math. Program. Michael Ulbrich, Stefan Ulbrich, Luís Nunes Vicente
2004	J	`jnl`	Pattern Search Methods for User-Provided Points: Application to Molecular Geometry Problems. SIAM J. Optim. Pedro Alberto, Fernando Nogueira, Humberto Rocha, Luís Nunes Vicente
2002	J	`jnl`	Analysis of Inexact Trust-Region SQP Algorithms. SIAM J. Optim. Matthias Heinkenschloss, Luís Nunes Vicente
2002	J	`jnl`	Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming. Comput. Optim. Appl. Luís Nunes Vicente, Stephen J. Wright
2002	J	`jnl`	Local analysis of a new multipliers method. Eur. J. Oper. Res. Luís Nunes Vicente
2002	—	`conf`	Numerical Behavior of a Stabilized SQP Method for Degenerate NLP Problems. COCOS El-Sayed M. E. Mostafa, Luís Nunes Vicente, Stephen J. Wright
2001	Misc	`conf`	Pattern Search Methods for Use-Provided Points. International Conference on Computational Science (2) Pedro Alberto, Fernando Nogueira, Humberto Rocha, Luís Nunes Vicente
2000	J	`jnl`	Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear Programming. Comput. Optim. Appl. Luís Nunes Vicente
1999	J	`jnl`	An interface optimization and application for the numerical solution of optimal control problems. ACM Trans. Math. Softw. Matthias Heinkenschloss, Luís Nunes Vicente
1999	J	`jnl`	Characterization of the smoothness and curvature of a marginal function for a trust-region problem. Math. Program. David A. Andrews, Luís Nunes Vicente
1999	J	`jnl`	Two-Step Algorithms for Nonlinear Optimization with Structured Applications. SIAM J. Optim. Andrew R. Conn, Luís Nunes Vicente, Chandu Visweswariah
1997	J	`jnl`	On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained Optimization. SIAM J. Optim. John E. Dennis, Luís Nunes Vicente
1994	J	`jnl`	Algorithm 728; FORTRAN subroutines for generating quadratic bilevel programming test problems. ACM Trans. Math. Softw. Paul H. Calamai, Luís Nunes Vicente
1994	J	`jnl`	Bilevel and multilevel programming: A bibliography review. J. Glob. Optim. Luís Nunes Vicente, Paul H. Calamai
1994	J	`jnl`	Generating quadratic bilevel programming test problems. ACM Trans. Math. Softw. Paul H. Calamai, Luís Nunes Vicente
1994	J	`jnl`	On the solution and complexity of a generalized linear complementarity problem. J. Glob. Optim. Joaquim João Júdice, Luís Nunes Vicente
1993	J	`jnl`	A new technique for generating quadratic programming test problems. Math. Program. Paul H. Calamai, Luís Nunes Vicente, Joaquim Júdice
1993	J	`jnl`	Generating Linear and Linear-Quadratic Bilevel Programming Problems. SIAM J. Sci. Comput. Paul H. Calamai, Luís Nunes Vicente
1992	J	`jnl`	Generation of disjointly constrained bilinear programming test problems. Comput. Optim. Appl. Luís Nunes Vicente, Paul H. Calamai, Joaquim João Júdice