Browsing by Author Vicente, Luís Filipe de Castro Nunes

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Issue DateTitleAuthor(s)TypeAccess
Mar-1994Algorithm 728: FORTRAN subroutines for generating quadratic bilevel programming test problemsCalamai, Paul H. ; Vicente, Luís N. articleopenAccess
2017An indicator for the switch from derivative-free to derivative-based optimizationGratton, Serge ; Soualmi, Nacer ; Vicente, Luís Nunes articleembargoedAccess
2009Analysis of direct searches for non-Lipschitzian functionsVicente, L. N. ; Custódio, A. L. preprintopenAccess
2002Analysis of Inexact Trust-Region SQP AlgorithmsHeinkenschloss, Matthias ; Vicente, Luís N. articleopenAccess
30-Oct-2007Análise e implementação de métodos de pontos interiores primais-duais e filtro para programação não linearSilva, Renata Leitão Dias da doctoralThesisembargoedAccess
2010Bilevel derivative-free optimization and its application to robust optimizationConn, Andrew R. ; Vicente, L. N. preprintopenAccess
2017Chapter 37: Methodologies and Software for Derivative-Free OptimizationCustódio, Ana Luísa ; Scheinberg, Katya ; Nunes Vicente, Luís bookPartopenAccess
Jul-2018Complexity and global rates of trust-region methods based on probabilistic modelsGratton, Serge ; Royer, Clément W; Vicente, Luís Nunes ; Zhang, Zaikun articleopenAccess
2019Complexity of gradient descent for multiobjective optimizationFliege, Jörg; Vaz, António Ismael Freitas; Vicente, Luís Nunes articleembargoedAccess
2014Convergence of Trust-Region Methods Based on Probabilistic ModelsBandeira, A. S. ; Scheinberg, K. ; Vicente, Luís Nunes articleopenAccess
2020A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity boundsGratton, Serge ; Royer, Clément W; Vicente, Luís Nunes articleembargoedAccess
2010Direct multisearch for multiobjective optimizationCustódio, A. L. ; Madeira, J. F. A. ; Vaz, A. I. F. ; Vicente, L. N. preprintopenAccess
2015Direct Search Based on Probabilistic DescentGratton, S. ; Royer, C. W. ; Vicente, Luís Nunes ; Zhang, Zaikun articleopenAccess
Jan-2019Direct search based on probabilistic feasible descent for bound and linearly constrained problemsGratton, Serge ; Royer, Clément W; Vicente, Luís Nunes ; Zhang, Zaikun articleembargoedAccess
2008Dynamic evolution for risk-neutral densitiesMonteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís Nunes preprintopenAccess
2014Efficient Cardinality/Mean-Variance PortfoliosBrito, R. Pedro ; Vicente, Luís Nunes articleembargoedAccess
2003Error estimates and poisedness in multivariate polynomial interpolationConn, Andrew R. ; Scheinberg, Katya ; Vicente, Luís Nunes preprintopenAccess
28-Apr-2008Estimação de funções de densidade neutras face ao risco através de preços de opçõesMonteiro, Ana Margarida Machado doctoralThesisopenAccess
2010Estimation of Risk-Neutral Density SurfacesMonteiro, A. M. ; Tütüncü, R. H. ; Vicente, L. N. workingPaperopenAccess
Mar-1994Generating quadratic bilevel programming test problemsCalamai, Paul H. ; Vicente, Luís N. articleopenAccess