Browsing by Author Vicente, Luís Filipe de Castro Nunes


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Issue DateTitleAuthor(s)TypeAccess
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
2008Geometry of interpolation sets in derivative free optimizationConn, A. ; Scheinberg, K. ; Vicente, Luís articleopenAccess
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
2004A globally convergent primal-dual interior-point filter method for nonlinear programmingUlbrich, Michael ; Ulbrich, Stefan ; Vicente, Luís N. articleopenAccess
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
2008Implicitly and densely discrete black-box optimization problemsVicente, L. N. 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
Jun-1999An interface optimization and application for the numerical solution of optimal control problemsHeinkenschloss, Matthias ; Vicente, Luís N. articleopenAccess
2016Levenberg--Marquardt Methods Based on Probabilistic Gradient Models and Inexact Subproblem Solution, with Application to Data AssimilationBergou, E. ; Gratton, S. ; Vicente, Luís Nunes articleopenAccess
2002Local analysis of a new multipliers methodVicente, Luís N. articleopenAccess
2008Local analysis of the feasible primal-dual interior-point methodSilva, R. ; Soares, J. ; Vicente, L. articleopenAccess