Browsing by Author Vicente, Luís Nunes


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Issue DateTitleAuthor(s)TypeAccess
2017An indicator for the switch from derivative-free to derivative-based optimizationGratton, Serge ; Soualmi, Nacer ; Vicente, Luís Nunes articleembargoedAccess
30-Oct-2007Análise e implementação de métodos de pontos interiores primais-duais e filtro para programação não linearSilva, Renata Leitão Dias da doctoralThesisembargoedAccess
2017Chapter 37: Methodologies and Software for Derivative-Free OptimizationCustódio, Ana Luísa ; Scheinberg, Katya ; Nunes Vicente, Luís bookPartopenAccess
2014Convergence of Trust-Region Methods Based on Probabilistic ModelsBandeira, A. S. ; Scheinberg, K. ; Vicente, Luís Nunes articleopenAccess
2015Direct Search Based on Probabilistic DescentGratton, S. ; Royer, C. W. ; Vicente, Luís Nunes ; Zhang, Zaikun articleopenAccess
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
2005Geometry of sample sets in derivative free optimization. Part II: polynomial regression and underdetermined interpolationConn, Andrew R. ; Scheinberg, Katya ; Vicente, Luís Nunes preprintopenAccess
2006Global convergence of general derivative-free trust-region algorithms to first and second order critical pointsConn, Andrew R. ; Scheinberg, Katya ; Vicente, Luís Nunes preprintopenAccess
2014Globally convergent DC trust-region methodsLe Thi, Hoai An ; Huynh, Van Ngai ; Dinh, Tao Pham ; Vaz, A. Ismael F. ; Vicente, Luís Nunes articleembargoedAccess
2015Globally convergent evolution strategiesDiouane, Y. ; Gratton, S. ; Vicente, Luís Nunes articleembargoedAccess
2015Globally convergent evolution strategies for constrained optimizationDiouane, Y. ; Gratton, S. ; Vicente, Luís Nunes articleembargoedAccess
2008A globally convergent primal-dual interior-point filter method for nonlinear programming: new filter optimality measures and computational resultsSilva, Renata ; Ulbrich, Michael ; Ulbrich, Stefan ; Vicente, Luís Nunes preprintopenAccess
2008Incorporating minimum Frobenius norm models in direct searchCustódio, Ana Luísa ; Rocha, Humberto ; Vicente, Luís Nunes preprintopenAccess
2013Inexact solution of NLP subproblems in MINLPLi, Min ; Vicente, Luís Nunes articleembargoedAccess
2016Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data AssimilationBergou, E. ; Gratton, S. ; Vicente, Luís Nunes articleopenAccess
2014A Merit Function Approach for Direct SearchGratton, Serge ; Vicente, Luís Nunes articleopenAccess
2008Modelling nearby FGK Population I stars: A new form of estimating stellar parameters using an optimization approachFernandes, João Manuel ; Vaz, A. Ismael F. ; Vicente, Luís Nunes preprintopenAccess