A
paper co-authored by Luis Nunes Vicente, Timothy J. Wilmott Endowed Chair Professor and Chair of the Department of Industrial and Systems Engineering of Lehigh University, was granted the 2019 Computational Optimization and Applications (COAP) Best Paper Award. Each year, the editorial board of COAP selects a paper from the preceding year's publications for the Best Paper Award. Two of the 92 papers published by the journal in 2019 tied for the award. His paper is titled S. Gratton, C. W. Royer, L. N. Vicente, and Z. Zhang, Direct search based on probabilistic feasible descent for bound and linearly constrained problems, Computational Optimization and Applications, 72 (2019) 525-559.
The awarded paper describes a direct-search scheme for solving linearly constrained optimization problems in which the derivatives of the objective are not available for algorithmic use. This derivative-free algorithm relies on randomly generated directions and is analyzed from a probabilistic viewpoint, leading to complexity guarantees for both deterministic and probabilistic versions of the method. These bounds suggest that strategies which incorporate randomness may prove more efficient, which is confirmed by the practical experiments.
The COAP Best Paper Award exists since 2003, and the list of awardees include famous optimizers such as Roger Fletcher and Olvi Mangasarian. The ISE faculty congratulate Professor Nunes Vicente for his excellent contribution to the literature.