Luís N. Vicente - researchr alias

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Viewing Publication 1 - 39 from 39

2016

Worst case complexity of direct search under convexityM. Dodangeh, Luís N. Vicente. mp, 155(1-2):307-332, 2016. [doi]

On the optimal order of worst case complexity of direct searchM. Dodangeh, Luís N. Vicente, Z. Zhang. ol, 10(4):699-708, 2016. [doi]

2014

Convergence of Trust-Region Methods Based on Probabilistic ModelsAfonso S. Bandeira, Katya Scheinberg, Luís N. Vicente. siamjo, 24(3):1238-1264, 2014. [doi]

Globally convergent DC trust-region methodsHoai An Le Thi, Ngai Van Huynh, Tao Pham Dinh, A. Ismael F. Vaz, Luís N. Vicente. jgo, 59(2-3):209-225, 2014. [doi]

2013

Efficient Cardinality/Mean-Variance PortfoliosR. Pedro Brito, Luís N. Vicente. ifip7 2014: 52-73 [doi]

2012

Computation of sparse low degree interpolating polynomials and their application to derivative-free optimizationAfonso S. Bandeira, Katya Scheinberg, Luís N. Vicente. mp, 134(1):223-257, 2012. [doi]

Bilevel derivative-free optimization and its application to robust optimizationAndrew R. Conn, Luís N. Vicente. oms, 27(3):561-577, 2012. [doi]

Analysis of direct searches for discontinuous functionsLuís N. Vicente, A. L. Custódio. mp, 133(1-2):299-325, 2012. [doi]

2011

Direct Multisearch for Multiobjective OptimizationA. L. Custódio, J. F. A. Madeira, A. Ismael F. Vaz, Luís N. Vicente. siamjo, 21(3):1109-1140, 2011. [doi]

Estimation of risk-neutral density surfacesAna Margarida Monteiro, Reha H. Tütüncü, Luís N. Vicente. cms, 8(4):387-414, 2011. [doi]

2010

Incorporating minimum Frobenius norm models in direct searchA. L. Custódio, Humberto Rocha, Luís N. Vicente. coap, 46(2):265-278, 2010. [doi]

2009

Introduction to Derivative-Free OptimizationAndrew R. Conn, Katya Scheinberg, Luís N. Vicente. Volume 8 of MPS-SIAM series on optimization, SIAM, 2009.

Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical PointsAndrew R. Conn, Katya Scheinberg, Luís N. Vicente. siamjo, 20(1):387-415, 2009. [doi]

PSwarm: a hybrid solver for linearly constrained global derivative-free optimizationA. Ismael F. Vaz, Luís N. Vicente. oms, 24(4-5):669-685, 2009. [doi]

2008

Geometry of interpolation sets in derivative free optimizationAndrew R. Conn, Katya Scheinberg, Luís N. Vicente. mp, 111(1-2):141-172, 2008. [doi]

Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativityAna Margarida Monteiro, Reha H. Tütüncü, Luís N. Vicente. eor, 187(2):525-542, 2008. [doi]

Local analysis of the feasible primal-dual interior-point methodR. Silva, J. Soares, Luís N. Vicente. coap, 40(1):41-57, 2008. [doi]

2007

Using Sampling and Simplex Derivatives in Pattern Search MethodsA. L. Custódio, Luís N. Vicente. siamjo, 18(2):537-555, 2007. [doi]

A particle swarm pattern search method for bound constrained global optimizationA. Ismael F. Vaz, Luís N. Vicente. jgo, 39(2):197-219, 2007. [doi]

2005

Space Mapping for Optimal Control of Partial Differential EquationsMichael Hintermüller, Luís N. Vicente. siamjo, 15(4):1002-1025, 2005. [doi]

2004

Pattern Search Methods for User-Provided Points: Application to Molecular Geometry ProblemsPedro Alberto, Fernando Nogueira, Humberto Rocha, Luís N. Vicente. siamjo, 14(4):1216-1236, 2004. [doi]

A globally convergent primal-dual interior-point filter method for nonlinear programmingMichael Ulbrich, Stefan Ulbrich, Luís N. Vicente. mp, 100(2):379-410, 2004. [doi]

2002

2001

Pattern Search Methods for Use-Provided PointsPedro Alberto, Fernando Nogueira, Humberto Rocha, Luís N. Vicente. iccS 2001: 95-98 [doi]

2000

Local Convergence of the Affine-Scaling Interior-Point Algorithm for Nonlinear ProgrammingLuís N. Vicente. coap, 17(1):23-35, 2000. [doi]

1999

Characterization of the smoothness and curvature of a marginal function for a trust-region problemDavid A. Andrews, Luís N. Vicente. mp, 84(1):123-135, 1999. [doi]

Two-Step Algorithms for Nonlinear Optimization with Structured ApplicationsAndrew R. Conn, Luís N. Vicente, Chandu Visweswariah. siamjo, 9(4):924-947, 1999. [doi]

An interface optimization and application for the numerical solution of optimal control problemsMatthias Heinkenschloss, Luís N. Vicente. TOMS, 25(2):157-190, 1999. [doi]

1997

On the Convergence Theory of Trust-Region-Based Algorithms for Equality-Constrained OptimizationJohn E. Dennis, Luís N. Vicente. siamjo, 7(4):927-950, 1997. [doi]

1994

1993

A new technique for generating quadratic programming test problemsPaul H. Calamai, Luís N. Vicente, Joaquim Júdice. mp, 61:215-231, 1993.

Generating Linear and Linear-Quadratic Bilevel Programming ProblemsPaul H. Calamai, Luís N. Vicente. siamsc, 14(4):770-782, 1993. [doi]

1992

Generation of disjointly constrained bilinear programming test problemsLuís N. Vicente, Paul H. Calamai, Joaquim João Júdice. coap, 1(3):299-306, 1992. [doi]

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