Luis Nunes Vicente, Timothy J. Wilmott ’80 Endowed Chair Professor at Lehigh University, has received a three-year, $464,995 grant from the Air Force Office of Scientific Research (AFOSR) for the project “Stochastic Vector and Set-Valued Methods for Optimization and Learning.” The award began September 1, 2026. It follows a $503K AFOSR grant for “Multi-Level Multi-Objective Stochastic Methods for Learning and Optimization” (2023–2025) and a $542K Office of Naval Research grant for “New Sampling and Descent Paradigms for Stochastic Black-Box Optimization” (2024–2026). Collectively, the three grants form a coherent body of research advancing the foundations and algorithms of stochastic optimization for learning, from multilevel and multi-objective problems to black-box and set-valued models. These single-PI awards amount to more than $1.5 million in Department of Defense research funding over the past four years.
The project will develop new mathematical formulations, algorithms, and theoretical foundations for stochastic multi-objective and set-valued optimization. Such problems arise when decisions must account for several conflicting objectives or when uncertain outcomes are naturally represented by sets rather than single numerical values. The research will also seek solutions that provide an optimally stable balance among competing objectives—an important capability for interpretability and reliable decision-making. The resulting methods are expected to support robust and interpretable artificial intelligence and machine learning systems, with applications to high-stakes areas such as autonomous systems and defense.
Luis Nunes Vicente’s research spans continuous optimization, machine learning, and sports analytics, with internationally recognized contributions to derivative-free and stochastic optimization. He has served as chair of Lehigh ISE since August 2018. A SIAM Fellow since 2024, he served as chair of the SIAM Activity Group on Optimization from 2023 to 2025 and as president of the Association of Chairs of Operations Research Departments at INFORMS from 2024 to 2025. He received his PhD from Rice University as a Fulbright Scholar and is a co-recipient of the SIAM–Mathematical Optimization Society Lagrange Prize for his book Introduction to Derivative-Free Optimization.
“We will develop and rigorously analyze new stochastic algorithms for optimization problems involving uncertainty, competing objectives, and set-valued outcomes,” said Nunes Vicente. “The aim is to build the foundations to make learning systems more robust, interpretable, and trustworthy.”
