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Renato D. C. Monteiro
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2020 – today
- 2024
- [j95]Jefferson G. Melo, Renato D. C. Monteiro, Hairong Wang:
A Proximal Augmented Lagrangian Method for Linearly Constrained Nonconvex Composite Optimization Problems. J. Optim. Theory Appl. 202(1): 388-420 (2024) - [j94]Jiaming Liang, Renato D. C. Monteiro:
A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems. Math. Oper. Res. 49(2): 832-855 (2024) - [j93]Jiaming Liang, Vincent Guigues, Renato D. C. Monteiro:
A single cut proximal bundle method for stochastic convex composite optimization. Math. Program. 208(1): 173-208 (2024) - [j92]Weiwei Kong, Renato D. C. Monteiro:
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming. SIAM J. Optim. 34(1): 201-224 (2024) - [i1]Renato D. C. Monteiro, Arnesh Sujanani, Diego Cifuentes:
A low-rank augmented Lagrangian method for large-scale semidefinite programming based on a hybrid convex-nonconvex approach. CoRR abs/2401.12490 (2024) - 2023
- [j91]Weiwei Kong, Renato D. C. Monteiro:
An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems. Comput. Optim. Appl. 85(2): 509-545 (2023) - [j90]Jiaming Liang, Renato D. C. Monteiro:
Average curvature FISTA for nonconvex smooth composite optimization problems. Comput. Optim. Appl. 86(1): 275-302 (2023) - [j89]Arnesh Sujanani, Renato D. C. Monteiro:
An Adaptive Superfast Inexact Proximal Augmented Lagrangian Method for Smooth Nonconvex Composite Optimization Problems. J. Sci. Comput. 97(2): 34 (2023) - [j88]Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro:
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints. Math. Oper. Res. 48(2): 1066-1094 (2023) - [j87]Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro:
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function. SIAM J. Optim. 33(1): 181-210 (2023) - 2022
- [j86]Weiwei Kong, Renato D. C. Monteiro:
Accelerated inexact composite gradient methods for nonconvex spectral optimization problems. Comput. Optim. Appl. 82(3): 673-715 (2022) - [j85]Max L. N. Gonçalves, Jefferson G. Melo, Renato D. C. Monteiro:
Projection-free accelerated method for convex optimization. Optim. Methods Softw. 37(1): 214-240 (2022) - 2021
- [j84]Jiaming Liang, Renato D. C. Monteiro, Chee-Khian Sim:
A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems. Comput. Optim. Appl. 79(3): 649-679 (2021) - [j83]Vincent Guigues, Renato D. C. Monteiro:
Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs. J. Optim. Theory Appl. 189(2): 513-559 (2021) - [j82]Jiaming Liang, Renato D. C. Monteiro:
An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems. SIAM J. Optim. 31(1): 217-243 (2021) - [j81]Vincent Guigues, Renato D. C. Monteiro, Benar Fux Svaiter:
Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems. SIAM J. Optim. 31(3): 2084-2110 (2021) - [j80]Weiwei Kong, Renato D. C. Monteiro:
An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems. SIAM J. Optim. 31(4): 2558-2585 (2021) - [j79]Jiaming Liang, Renato D. C. Monteiro:
A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes. SIAM J. Optim. 31(4): 2955-2986 (2021) - 2020
- [j78]Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro:
An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems. Comput. Optim. Appl. 76(2): 305-346 (2020)
2010 – 2019
- 2019
- [j77]Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro:
Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs. SIAM J. Optim. 29(4): 2566-2593 (2019) - 2018
- [j76]Renato D. C. Monteiro, Chee-Khian Sim:
Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators. Comput. Optim. Appl. 70(3): 763-790 (2018) - 2017
- [j75]Oliver Kolossoski, Renato D. C. Monteiro:
An accelerated non-Euclidean hybrid proximal extragradient-type algorithm for convex-concave saddle-point problems. Optim. Methods Softw. 32(6): 1244-1272 (2017) - [j74]Max L. N. Gonçalves, Jefferson G. Melo, Renato D. C. Monteiro:
Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework. SIAM J. Optim. 27(1): 379-407 (2017) - 2016
- [j73]Renato D. C. Monteiro, Camilo Ortiz, Benar Fux Svaiter:
An adaptive accelerated first-order method for convex optimization. Comput. Optim. Appl. 64(1): 31-73 (2016) - [j72]Guanghui Lan, Renato D. C. Monteiro:
Iteration-complexity of first-order augmented Lagrangian methods for convex programming. Math. Program. 155(1-2): 511-547 (2016) - [j71]Yunlong He, Renato D. C. Monteiro:
An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems. SIAM J. Optim. 26(1): 29-56 (2016) - [j70]Maicon Marques Alves, Renato D. C. Monteiro, Benar Fux Svaiter:
Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds. SIAM J. Optim. 26(4): 2730-2743 (2016) - 2015
- [j69]Renato D. C. Monteiro, Mauricio Romero Sicre, Benar Fux Svaiter:
A Hybrid Proximal Extragradient Self-Concordant Primal Barrier Method for Monotone Variational Inequalities. SIAM J. Optim. 25(4): 1965-1996 (2015) - [j68]Yunlong He, Renato D. C. Monteiro:
Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems. SIAM J. Optim. 25(4): 2182-2211 (2015) - 2014
- [j67]Renato D. C. Monteiro, Camilo Ortiz, Benar Fux Svaiter:
Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems. Comput. Optim. Appl. 57(1): 45-69 (2014) - [j66]Renato D. C. Monteiro, Camilo Ortiz, Benar Fux Svaiter:
A first-order block-decomposition method for solving two-easy-block structured semidefinite programs. Math. Program. Comput. 6(2): 103-150 (2014) - 2013
- [j65]Guanghui Lan, Renato D. C. Monteiro:
Iteration-complexity of first-order penalty methods for convex programming. Math. Program. 138(1-2): 115-139 (2013) - [j64]Renato D. C. Monteiro, Benar Fux Svaiter:
Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers. SIAM J. Optim. 23(1): 475-507 (2013) - [j63]Renato D. C. Monteiro, Benar Fux Svaiter:
An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and Its Implications to Second-Order Methods. SIAM J. Optim. 23(2): 1092-1125 (2013) - 2012
- [j62]Zhaosong Lu, Renato D. C. Monteiro, Ming Yuan:
Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression. Math. Program. 131(1-2): 163-194 (2012) - [j61]Renato D. C. Monteiro, Benar Fux Svaiter:
Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems. SIAM J. Optim. 22(3): 914-935 (2012) - [c2]Jingu Kim, Renato D. C. Monteiro, Haesun Park:
Group Sparsity in Nonnegative Matrix Factorization. SDM 2012: 851-862 - 2011
- [j60]Guanghui Lan, Zhaosong Lu, Renato D. C. Monteiro:
Primal-dual first-order methods with O(1/e) iteration-complexity for cone programming. Math. Program. 126(1): 1-29 (2011) - [j59]Renato D. C. Monteiro, Benar Fux Svaiter:
Complexity of Variants of Tseng's Modified F-B Splitting and Korpelevich's Methods for Hemivariational Inequalities with Applications to Saddle-point and Convex Optimization Problems. SIAM J. Optim. 21(4): 1688-1720 (2011) - [c1]Yunlong He, Renato D. C. Monteiro, Haesun Park:
A Fast Algorithm for Sparse PCA and a New Sparsity Control Criteria. SDM 2011: 771-782 - 2010
- [j58]Renato D. C. Monteiro, Benar Fux Svaiter:
On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean. SIAM J. Optim. 20(6): 2755-2787 (2010)
2000 – 2009
- 2009
- [j57]Zhaosong Lu, Renato D. C. Monteiro, Jerome W. O'Neal:
An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners. Optim. Methods Softw. 24(1): 123-143 (2009) - [j56]Guanghui Lan, Renato D. C. Monteiro, Takashi Tsuchiya:
A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming. SIAM J. Optim. 19(4): 1918-1946 (2009) - 2008
- [j55]Renato D. C. Monteiro, Takashi Tsuchiya:
A strong bound on the integral of the central path curvature and its relationship with the iteration-complexity of primal-dual path-following LP algorithms. Math. Program. 115(1): 105-149 (2008) - 2007
- [j54]Zhaosong Lu, Arkadi Nemirovski, Renato D. C. Monteiro:
Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm. Math. Program. 109(2-3): 211-237 (2007) - [j53]Zhaosong Lu, Renato D. C. Monteiro:
A modified nearly exact method for solving low-rank trust region subproblem. Math. Program. 109(2-3): 385-411 (2007) - [j52]João Xavier da Cruz Neto, Orizon Pereira Ferreira, Alfredo N. Iusem, Renato D. C. Monteiro:
Dual convergence of the proximal point method with Bregman distances for linear programming. Optim. Methods Softw. 22(2): 339-360 (2007) - [j51]Zhaosong Lu, Renato D. C. Monteiro:
Limiting behavior of the Alizadeh-Haeberly-Overton weighted paths in semidefinite programming. Optim. Methods Softw. 22(5): 849-870 (2007) - 2006
- [j50]Zhaosong Lu, Renato D. C. Monteiro, Jerome W. O'Neal:
An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming. SIAM J. Optim. 17(1): 287-310 (2006) - 2005
- [j49]Samuel Burer, Renato D. C. Monteiro:
Local Minima and Convergence in Low-Rank Semidefinite Programming. Math. Program. 103(3): 427-444 (2005) - [j48]João Xavier da Cruz Neto, Orizon Pereira Ferreira, Renato D. C. Monteiro:
Asymptotic behavior of the central path for a special class of degenerate SDP problems. Math. Program. 103(3): 487-514 (2005) - [j47]Renato D. C. Monteiro, Takashi Tsuchiya:
A New Iteration-Complexity Bound for the MTY Predictor-Corrector Algorithm. SIAM J. Optim. 15(2): 319-347 (2005) - [j46]Zhaosong Lu, Renato D. C. Monteiro:
Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2. SIAM J. Optim. 15(2): 348-374 (2005) - [j45]Zhaosong Lu, Renato D. C. Monteiro:
A Note on the Local Convergence of a Predictor-Corrector Interior-Point Algorithm for the Semidefinite Linear Complementarity Problem Based on the Alizadeh--Haeberly--Overton Search Direction. SIAM J. Optim. 15(4): 1147-1154 (2005) - 2004
- [j44]Renato D. C. Monteiro, Jerome W. O'Neal, Takashi Tsuchiya:
Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods. SIAM J. Optim. 15(1): 96-100 (2004) - 2003
- [j43]Samuel Burer, Renato D. C. Monteiro:
A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization. Math. Program. 95(2): 329-357 (2003) - [j42]Samuel Burer, Renato D. C. Monteiro, Yin Zhang:
A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs. Math. Program. 95(2): 359-379 (2003) - [j41]Renato D. C. Monteiro:
First- and second-order methods for semidefinite programming. Math. Program. 97(1-2): 209-244 (2003) - [j40]Samuel Burer, Renato D. C. Monteiro:
A General Framework for Establishing Polynomial Convergence of Long-Step Methods for Semidefinite Programming. Optim. Methods Softw. 18(1): 1-38 (2003) - [j39]Renato D. C. Monteiro, Takashi Tsuchiya:
A Variant of the Vavasis--Ye Layered-Step Interior-Point Algorithm for Linear Programming. SIAM J. Optim. 13(4): 1054-1079 (2003) - 2002
- [j38]Samuel Burer, Renato D. C. Monteiro, Yin Zhang:
Interior-Point Algorithms for Semidefinite Programming Based on a Nonlinear Formulation. Comput. Optim. Appl. 22(1): 49-79 (2002) - [j37]Samuel Burer, Renato D. C. Monteiro, Yin Zhang:
Solving a class of semidefinite programs via nonlinear programming. Math. Program. 93(1): 97-122 (2002) - [j36]Samuel Burer, Renato D. C. Monteiro, Yin Zhang:
Maximum stable set formulations and heuristics based on continuous optimization. Math. Program. 94(1): 137-166 (2002) - [j35]Samuel Burer, Renato D. C. Monteiro, Yin Zhang:
Rank-Two Relaxation Heuristics for MAX-CUT and Other Binary Quadratic Programs. SIAM J. Optim. 12(2): 503-521 (2002) - 2000
- [j34]Renato D. C. Monteiro, Paulo R. Zanjácomo:
General Interior-Point Maps and Existence of Weighted Paths for Nonlinear Semidefinite Complementarity Problems. Math. Oper. Res. 25(3): 381-399 (2000) - [j33]Alfredo N. Iusem, Renato D. C. Monteiro:
On Dual Convergence of the Generalized Proximal Point Method with Bregman Distances. Math. Oper. Res. 25(4): 606-624 (2000) - [j32]Renato D. C. Monteiro, Takashi Tsuchiya:
Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions. Math. Program. 88(1): 61-83 (2000)
1990 – 1999
- 1999
- [j31]Renato D. C. Monteiro, Takashi Tsuchiya:
Polynomiality of primal-dual algorithms for semidefinite linear complementarity problems based on the Kojima-Shindoh-Hara family of directions. Math. Program. 84(1): 39-53 (1999) - [j30]Renato D. C. Monteiro, Takashi Tsuchiya:
Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming. SIAM J. Optim. 9(3): 551-577 (1999) - [j29]Renato D. C. Monteiro, Jong-Shi Pang:
A Potential Reduction Newton Method for Constrained Equations. SIAM J. Optim. 9(3): 729-754 (1999) - 1998
- [j28]Renato D. C. Monteiro, Fangjun Zhou:
On the Existence and Convergence of the Central Path for Convex Programming and Some Duality Results. Comput. Optim. Appl. 10(1): 51-77 (1998) - [j27]Renato D. C. Monteiro, Jong-Shi Pang:
On Two Interior-Point Mappings for Nonlinear Semidefinite Complementarity Problems. Math. Oper. Res. 23(1): 39-60 (1998) - [j26]Renato D. C. Monteiro, Yanhui Wang:
Trust region affine scaling algorithms for linearly constrained convex and concave programs. Math. Program. 80: 283-313 (1998) - [j25]Renato D. C. Monteiro, Yin Zhang:
A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming. Math. Program. 81: 281-299 (1998) - [j24]Renato D. C. Monteiro, Takashi Tsuchiya:
Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming. SIAM J. Optim. 8(1): 26-58 (1998) - [j23]Renato D. C. Monteiro:
Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions. SIAM J. Optim. 8(3): 797-812 (1998) - 1997
- [j22]Yanhui Wang, Renato D. C. Monteiro:
Nondegeneracy of Polyhedra and Linear Programs. Comput. Optim. Appl. 7(2): 221-237 (1997) - [j21]Renato D. C. Monteiro, Fangjun Zhou:
On Superlinear Convergence of Infeasible Interior-Point Algorithms for Linearly Constrained Convex Programs. Comput. Optim. Appl. 8(3): 245-262 (1997) - [j20]Renato D. C. Monteiro, Paulo R. Zanjácomo:
A note on the existence of the Alizadeh-Haeberly-Overton direction for semidefinite programming. Math. Program. 77: 393-396 (1997) - [j19]Renato D. C. Monteiro:
Primal-Dual Path-Following Algorithms for Semidefinite Programming. SIAM J. Optim. 7(3): 663-678 (1997) - 1996
- [j18]Renato D. C. Monteiro, Jong-Shi Pang:
Properties of an Interior-Point Mapping for Mixed Complementarity Problems. Math. Oper. Res. 21(3): 629-654 (1996) - [j17]Renato D. C. Monteiro, Sanjay Mehrotra:
A general parametric analysis approach and its implication to sensitivity analysis in interior point methods. Math. Program. 72: 65-82 (1996) - [j16]Tao Wang, Renato D. C. Monteiro, Jong-Shi Pang:
An interior point potential reduction method for constrained equations. Math. Program. 74: 159-195 (1996) - [j15]Takashi Tsuchiya, Renato D. C. Monteiro:
Superlinear convergence of the affine scaling algorithm. Math. Program. 75: 77-110 (1996) - [j14]Renato D. C. Monteiro, Stephen J. Wright:
A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP. SIAM J. Optim. 6(1): 1-18 (1996) - 1995
- [j13]Renato D. C. Monteiro, Stephen J. Wright:
Superlinear primal-dual affine scaling algorithms for LCP. Math. Program. 69: 311-333 (1995) - [j12]Renato D. C. Monteiro, Jong-Shi Pang, Tao Wang:
A Positive Algorithm for the Nonlinear Complementarity Problem. SIAM J. Optim. 5(1): 129-148 (1995) - 1994
- [j11]Renato D. C. Monteiro, Stephen J. Wright:
Local convergence of interior-point algorithms for degenerate monotone LCP. Comput. Optim. Appl. 3(2): 131-155 (1994) - [j10]Renato D. C. Monteiro:
A globally convergent primal-dual interior point algorithm for convex programming. Math. Program. 64: 123-147 (1994) - 1993
- [j9]Renato D. C. Monteiro, Takashi Tsuchiya, Y. Wang:
A simplified global convergence proof of the affine scaling algorithm. Ann. Oper. Res. 46-47(2): 443-482 (1993) - 1992
- [j8]Ilan Adler, Renato D. C. Monteiro:
A Geometric View of Parametric Linear Programming. Algorithmica 8(2): 161-176 (1992) - [j7]Renato D. C. Monteiro:
On the Continuous Trajectories for a Potential Reduction Algorithm for Linear Programming. Math. Oper. Res. 17(1): 225-253 (1992) - 1991
- [j6]Renato D. C. Monteiro:
Convergence and Boundary Behavior of the Projective Scaling Trajectories for Linear Programming. Math. Oper. Res. 16(4): 842-858 (1991) - [j5]Ilan Adler, Renato D. C. Monteiro:
Limiting behavior of the affine scaling continuous trajectories for linear programming problems. Math. Program. 50: 29-51 (1991) - 1990
- [j4]Renato D. C. Monteiro, Ilan Adler, Mauricio G. C. Resende:
A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension. Math. Oper. Res. 15(2): 191-214 (1990) - [j3]Renato D. C. Monteiro, Ilan Adler:
An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence. Math. Oper. Res. 15(3): 408-422 (1990)
1980 – 1989
- 1989
- [j2]Renato D. C. Monteiro, Ilan Adler:
Interior path following primal-dual algorithms. part I: Linear programming. Math. Program. 44(1-3): 27-41 (1989) - [j1]Renato D. C. Monteiro, Ilan Adler:
Interior path following primal-dual algorithms. part II: Convex quadratic programming. Math. Program. 44(1-3): 43-66 (1989)
Coauthor Index
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