Search Results - "Vicente, Luís N."

A particle swarm pattern search method for bound constrained global optimization by Vaz, A. Ismael F., Vicente, Luís N.

“…In this paper we develop, analyze, and test a new algorithm for the global minimization of a function subject to simple bounds without the use of derivatives…”
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Complexity and global rates of trust-region methods based on probabilistic models by Gratton, Serge, Royer, Clément W, Vicente, Luís N, Zhang, Zaikun

“…Abstract Trust-region algorithms have been proved to globally converge with probability 1 when the accuracy of the trust-region models is imposed with a…”
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Geometry of interpolation sets in derivative free optimization by Conn, A. R., Scheinberg, K., Vicente, Luís N.

“…We consider derivative free methods based on sampling approaches for nonlinear optimization problems where derivatives of the objective function are not…”
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Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity by Monteiro, Ana Margarida, Tütüncü, Reha H., Vicente, Luís N.

“…We present a new approach to estimate the risk-neutral probability density function (pdf) of the future prices of an underlying asset from the prices of…”
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Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation by Conn, Andrew R., Scheinberg, Katya, Vicente, Luís N.

“…In recent years there has been a considerable amount of work on the development of numerical methods for derivative-free optimization problems. Some of this…”
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Accuracy and fairness trade-offs in machine learning: a stochastic multi-objective approach by Liu, Suyun, Vicente, Luis Nunes

“…In the application of machine learning to real-life decision-making systems, e.g., credit scoring and criminal justice, the prediction outcomes might…”
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Bilevel and multilevel programming: A bibliography review by Vicente, Lu s N., Calamai, Paul H.

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Local analysis of a new multipliers method by Vicente, Luı́s N.

“…In this paper we introduce a penalty function and a corresponding multipliers method for the solution of a class of nonlinear programming problems where the…”
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Space Mapping: Models, Sensitivities, and Trust-Regions Methods by Vicente, Luís N

“…The goal of this paper is to organize some of the mathematical and algorithmic aspects of the space-mapping technique for continuous optimization with…”
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A decoupled first/second-order steps technique for nonconvex nonlinear unconstrained optimization with improved complexity bounds by Gratton, S., Royer, C. W., Vicente, L. N.

“…In order to be provably convergent towards a second-order stationary point, optimization methods applied to nonconvex problems must necessarily exploit both…”
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Direct search based on probabilistic feasible descent for bound and linearly constrained problems by Gratton, S., Royer, C. W., Vicente, L. N., Zhang, Z.

“…Direct search is a methodology for derivative-free optimization whose iterations are characterized by evaluating the objective function using a set of polling…”
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A globally convergent primal-dual interior-point filter method for nonlinear programming by ULBRICH, Michael, ULBRICH, Stefan, VICENTE, Luis N

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A globally convergent primal-dual interior-point filter method for nonlinear programming by Ulbrich, Michael, Ulbrich, Stefan, Vicente, Luís N

“…In this paper, the filter technique of Fletcher and Leyffer (1997) is used to globalize the primal-dual interior-point algorithm for nonlinear programming,…”
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Implicitly and densely discrete black-box optimization problems by Vicente, Luis Nunes

“…This paper addresses derivative-free optimization problems where the variables lie implicitly in an unknown discrete closed set. The evaluation of the…”
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Local Convergence of a Primal-Dual Method for Degenerate Nonlinear Programming by Vicente, Luis N, Wright, Stephen J

“…In recent work, the local convergence behavior of path-following interior-point methods and sequential quadratic programming methods for nonlinear programming…”
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Special issue on nonlinear and global optimization, dedicated to Professor Joaquim João Júdice on the occasion of his sixtieth anniversary by Martínez, José Mario, Vicente, Luís Nunes

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On interior-point Newton algorithms for discretized optimal control problems with state constraints by Vicente, Luis S.

“…In this paper we consider a class of nonlinear programming problems that arise from the discretization of optimal control problems with bounds on both the…”
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A Comparison of Block Pivoting and Interior-Point Algorithms for Linear Least Squares Problems with Nonnegative Variables by Portugal, Luís F., Júdice, Joaquim J., Vicente, Luís N.

“…In this paper we discuss the use of block principal pivoting and predictor-corrector methods for the solution of large-scale linear least squares problems with…”
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Characterization of the smoothness and curvature of a marginal function for a trust-region problem by ANDREWS, D. A, VICENTE, L. N

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A new technique for generating quadratic programming test problems by CALAMAI, P. H, VICENTE, L. N, JUDICE, J. J

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