Luís Filipe de Castro Nunes Vicente


AuthID: R-000-9ER

Confirmed Publications: 52



11
TITLE: Estimation of risk-neutral density surfaces  Full Text
AUTHORS: Monteiro, AM; Tutuncu, RH; Vicente, LN ;
PUBLISHED: 2011, SOURCE: Computational Management Science, VOLUME: 8, ISSUE: 4
INDEXED IN: Scopus CrossRef: 3
IN MY: ORCID
12
TITLE: Modeling nearby FGK Population I stars: A new form of estimating stellar parameters using an optimization approach
AUTHORS: Fernandes, JM ; Vaz, AIF ; Vicente, LN ;
PUBLISHED: 2011, SOURCE: ASTRONOMY & ASTROPHYSICS, VOLUME: 532
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
13
TITLE: Incorporating minimum Frobenius norm models in direct search  Full Text
AUTHORS: Custodio, AL ; Rocha, H ; Vicente, LN ;
PUBLISHED: 2010, SOURCE: 7th Brazilian Workshop on Continuous Optimization in COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, VOLUME: 46, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 97
IN MY: ORCID
14
TITLE: GLOBAL CONVERGENCE OF GENERAL DERIVATIVE-FREE TRUST-REGION ALGORITHMS TO FIRST- AND SECOND-ORDER CRITICAL POINTS  Full Text
AUTHORS: Andrew R Conn; Katya Scheinberg; Luis N Vicente ;
PUBLISHED: 2009, SOURCE: SIAM JOURNAL ON OPTIMIZATION, VOLUME: 20, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef: 79
IN MY: ORCID
15
TITLE: Implicitly and densely discrete black-box optimization problems  Full Text
AUTHORS: Luis Nunes Vicente ;
PUBLISHED: 2009, SOURCE: OPTIMIZATION LETTERS, VOLUME: 3, ISSUE: 3
INDEXED IN: Scopus WOS CrossRef: 5
IN MY: ORCID
16
TITLE: PSwarm: a hybrid solver for linearly constrained global derivative-free optimization  Full Text
AUTHORS: Vaz, AIF ; Vicente, LN ;
PUBLISHED: 2009, SOURCE: OPTIMIZATION METHODS & SOFTWARE, VOLUME: 24, ISSUE: 4-5
INDEXED IN: Scopus WOS CrossRef: 43
IN MY: ORCID
17
TITLE: Geometry of interpolation sets in derivative free optimization  Full Text
AUTHORS: Conn, AR; Scheinberg, K; Luis N Vicente ;
PUBLISHED: 2008, SOURCE: 5th Brazilian Workshop on Continuous Optimization in MATHEMATICAL PROGRAMMING, VOLUME: 111, ISSUE: 1-2
INDEXED IN: Scopus WOS CrossRef: 43
IN MY: ORCID
18
TITLE: Geometry of sample sets in derivative-free optimization: polynomial regression and underdetermined interpolation  Full Text
AUTHORS: Andrew R Conn; Katya Scheinberg; Luis N Vicente ;
PUBLISHED: 2008, SOURCE: IMA JOURNAL OF NUMERICAL ANALYSIS, VOLUME: 28, ISSUE: 4
INDEXED IN: Scopus WOS CrossRef: 24
IN MY: ORCID
19
TITLE: Local analysis of the feasible primal-dual interior-point method  Full Text
AUTHORS: Silva, R; Soares, J; Vicente, LN ;
PUBLISHED: 2008, SOURCE: COMPUTATIONAL OPTIMIZATION AND APPLICATIONS, VOLUME: 40, ISSUE: 1
INDEXED IN: Scopus WOS CrossRef
IN MY: ORCID
20
TITLE: Recovering risk-neutral probability density functions from options prices using cubic splines and ensuring nonnegativity  Full Text
AUTHORS: Ana Margarida Monteiro ; Reha H Tutuncu; Luis N Vicente ;
PUBLISHED: 2008, SOURCE: EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, VOLUME: 187, ISSUE: 2
INDEXED IN: Scopus WOS CrossRef: 22
IN MY: ORCID
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