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aguilarmadeira/README.md

José F. Aguilar Madeira

Associate Professor (with Habilitation in Mathematics) · Department of Mathematics, ISEL — Polytechnic Institute of Lisbon

Integrated Researcher · IDMEC / LAETA, Instituto Superior Técnico, Universidade de Lisboa

Research in Optimization and Decision Sciences: derivative-free optimization, multiobjective optimization, global and local direct-search methods, and applied operations research developed in partnership with industry.


Published Algorithms

Method Description Reference
DMS — Direct MultiSearch Local multiobjective optimization without derivatives Custódio, Madeira, Vaz & Vicente, 2011
GLODS — Global and Local Optimization using Direct Search Single-objective global optimization Custódio & Madeira, Journal of Global Optimization, 2015
MultiGLODS Global multiobjective optimization without derivatives Custódio & Madeira, 2018
GLODS-SI — Scale-Invariant variant for engineering design optimization Companion code: GLODS_SI Madeira, Journal of Computational Design and Engineering (2026), Open Access — DOI 10.1093/jcde/qwag049

Recent theoretical and algorithmic work

A two-part contribution on mixed-variable optimisation, in which the structural and algorithmic components reference one another:

  • Structural foundationMixed-Variable Optimisation as a Metric Product Space: Transient Categorical Geometry and a Hierarchy of Local Optimality. Manuscript under review. Preprint: Zenodo. Companion code: mixed-spaces-supplementary.
  • Algorithmic instantiationDeterministic Neighborhood Rotation (DNR) for Categorical Variables in Derivative-Free Optimization. Working paper. Preprint: Zenodo. Code release planned upon acceptance for publication.

Companion repositories


Benchmark test-problem collections

Open, self-contained MATLAB test problems for benchmarking derivative-free solvers under controlled scale heterogeneity, across single- and multi-objective settings and continuous / mixed-variable decision spaces. Each collection instantiates its base problems under 8 deterministic heterogeneity strategies.

Setting Variables Base problems Instances (× 8 strategies) Repository
Single-objective Continuous 63 504 DFO_Benchmark_Suite
Single-objective Mixed (C/D/K) 63 504 DFO_Benchmark_Suite
Multi-objective Continuous 108 864 MOO_Prob_Matlab
Multi-objective Mixed (C/D/K) 108 864 MOO_Prob_Matlab
Multi-objective — base set¹ Continuous 108 — (unscaled) MOO_Prob_Matlab

The eight strategy families are shared across all collections. The sobol_digit_oscillatory contrast is κ = 1e8 in the single-objective suite and κ = 1e6 in the multi-objective suite, matching the settings used in the respective studies.

¹ Base set: MATLAB conversions of the original Direct MultiSearch (DMS) problems, originally distributed in AMPL — the reference set (problems/) from which the multi-objective collections above are derived.

Archived and citable on Zenodo — DFO_Benchmark_Suite: DOI 10.5281/zenodo.20782892 · MOO_Prob_Matlab: DOI 10.5281/zenodo.20783713.


Research Interests

Derivative-free optimization · Multiobjective optimization · Direct-search methods · Decision Sciences and operations research · Industrial applications in transit operations, vehicle routing, postal logistics and energy systems


Profiles and Affiliations

ORCID 0000-0001-9523-3808 · CiênciaVitae 6F1E-DCF0-D6EC · ResearcherID N-6918-2016 · Scopus 7003405549 · Personal page

IDMEC · ISEL — Department of Mathematics


Indicators

h-index 22 · 1,363 citations (Web of Science) · Two PhDs (Mathematics, IST 2019; Mechanical Engineering, IST 2004) · Habilitation in Mathematics (Universidade de Évora, 2021)


Selected Awards

  • 2023 — IPL / CGD Scientific Excellence Award (Technologies and Engineering, triennium 2020–2022)
  • 2021 — IPL / CGD Award for Recognition of Activities with Community Relevance (triennium 2018–2020)
  • 2019–2022 — Four IPL / CGD merit diplomas for scientific work in Technologies and Engineering
  • 2004–2021Excelente (highest rating) in 18 consecutive ISEL teaching evaluations

Contact

ISEL · Rua Conselheiro Emídio Navarro 1, 1959-007 Lisboa, Portugal · jose.madeira (at) isel.pt IDMEC · Av. Rovisco Pais 1, 1049-001 Lisboa, Portugal · aguilarmadeira (at) tecnico.ulisboa.pt

Pinned Loading

  1. DFO_Benchmark_Suite DFO_Benchmark_Suite Public

    Scaled benchmark suite for derivative-free optimization under heterogeneous variable scales (companion to JCDE-2026-065)

    MATLAB

  2. GLODS_SI GLODS_SI Public

    Scale-Invariant Global-Local Direct Search for Engineering Design Optimization (JCDE-2026-065)

    MATLAB

  3. MOO_Prob_Matlab MOO_Prob_Matlab Public

    MATLAB

  4. mixed-spaces-supplementary mixed-spaces-supplementary Public

    Mixed-variable optimisation as a metric product space — supplementary code for a manuscript on transient categorical geometry and a hierarchy of local optimality.

    Python