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.
| 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 |
A two-part contribution on mixed-variable optimisation, in which the structural and algorithmic components reference one another:
- Structural foundation — Mixed-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 instantiation — Deterministic Neighborhood Rotation (DNR) for Categorical Variables in Derivative-Free Optimization. Working paper. Preprint: Zenodo. Code release planned upon acceptance for publication.
Companion repositories
GLODS_SI— implementation and reproducibility artefacts for GLODS-SIMOO_Prob_Matlab— multiobjective benchmark test problems over continuous and mixed-variable decision spaces under controlled scale heterogeneity · DOI 10.5281/zenodo.20783713DFO_Benchmark_Suite— single-objective derivative-free benchmark over continuous and mixed-variable decision spaces under controlled scale heterogeneity · DOI 10.5281/zenodo.20782892mixed-spaces-supplementary— supplementary code for a manuscript on mixed-variable optimisation as a metric product space
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.
optimization-course— lecture notes and code for the Optimization course at ISEL: slides in Portuguese and English (PDF), MATLAB and Python code that reproduces every example on the slides, and Google Colab notebooks. Covers univariate and multivariate methods, constrained optimization, global optimization (GLODS, simulated annealing, genetic algorithms) and multiobjective optimization (DMS, NSGA-II).
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
ORCID 0000-0001-9523-3808 · CiênciaVitae 6F1E-DCF0-D6EC · ResearcherID N-6918-2016 · Scopus 7003405549 · Personal page
IDMEC · ISEL — Department of Mathematics
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)
- 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
- 2004–2021 — Excelente (highest rating) in 18 consecutive ISEL teaching evaluations
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
