Browsing by Author Vicente, Luís Filipe de Castro Nunes


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Results 53 to 67 of 67 previous 
Issue DateTitleAuthor(s)TypeAccess
2008Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativityMonteiro, Ana Margarida ; Tütüncü, Reha H. ; Vicente, Luís N. articleopenAccess
2016A second-order globally convergent direct-search method and its worst-case complexityGratton, S. ; Royer, C. W. ; Vicente, Luís Nunes articleembargoedAccess
2013Smoothing and worst-case complexity for direct-search methods in nonsmooth optimizationGarmanjani, Rohollah ; Vicente, Luís Nunes articleembargoedAccess
2003Space Mapping: Models, Sensitivities, and Trust-Regions MethodsVicente, Luís N. articleopenAccess
2014A surrogate management framework using rigorous trust-region stepsGratton, S. ; Vicente, Luís Nunes articleembargoedAccess
2019Trust-region methods for the derivative-free optimization of nonsmooth black-box functionsLiuzzi, Giampaolo; Lucidi, Stefano; Rinaldi, Francesco; Vicente, Luís Nunes articleopenAccess
2016Trust-Region Methods Without Using Derivatives: Worst Case Complexity and the NonSmooth CaseGarmanjani, Rohollah ; Júdice, Diogo ; Vicente, Luís Nunes articleopenAccess
9-Dec-2015Trust-Region Methods without using Derivatives: Worst-Case Complexity and the Non-Smooth CaseJúdice, Diogo Corte Real Alarcão doctoralThesisopenAccess
2003Updating the Multipliers Associated with Inequality Constraints in an Augmented Lagrangian Multiplier MethodAvelino, C. P. ; Vicente, L. N. articleopenAccess
2004Using sampling and simplex derivatives in pattern search methodsCustódio, Ana Luísa ; Vicente, Luís Nunes preprintopenAccess
2006Using simplex gradients of nonsmooth functions in direct search methodsCustódio, A. L. ; Dennis Jr., John E. ; Vicente, Luís Nunes preprintopenAccess
2013Worst case complexity of direct searchVicente, Luís Nunes articleembargoedAccess
2010Worst case complexity of direct searchVicente, L. N. preprintopenAccess
2016Worst case complexity of direct search under convexityDodangeh, Mahdi ; Vicente, Luís Nunes articleembargoedAccess
12-Nov-2014Worst case complexity of direct search under convexityDodangeh, Mahdi doctoralThesisopenAccess