Books

• A. R. Conn, K. Scheinberg, and L. N. Vicente, Introduction to Derivative-Free Optimization, MPS/SIAM Book Series on Optimization, SIAM, Philadelphia, 2009

Edited Books and Volumes

• C. J. S. Alves, P. Pardalos, and L. N. Vicente (editors), Optimization in Medicine, Centro Internacional de Matemática, Optimization and Its Applications, Springer, New York, 2007
  
  
• C. Audet, J. E. Dennis, and L. N. Vicente (editors), Special Issue on Surrogate Optimization, Optimization and Engineering, Vol.5 (2004) 99-100

Theses

• L. N. Vicente, Trust-Region Interior-Point Algorithms for a Class of Nonlinear Programming Problems, Ph.D. Thesis, Department of Computational and Applied Mathematics, Rice University, March 1996
  Revised Version: PDF
  Original version: PDF with erratum in PDF
  
  
• L. N. Vicente, Bilevel Optimization, (written in portuguese), Master Thesis, Department of Mathematics, University of Coimbra, 1992
  Thesis: PDF; Erratum: PDF