Renato D. C. Monteiro

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Universal subgradient and proximal bundle methods for convex and strongly convex hybrid composite optimization
Journal of Optimization Theory and Applications
2026-03-03Paper
A single cut proximal bundle method for stochastic convex composite optimization
Mathematical Programming. Series A. Series B
2024-11-07Paper
A proximal augmented Lagrangian method for linearly constrained nonconvex composite optimization problems
Journal of Optimization Theory and Applications
2024-09-02Paper
A unified analysis of a class of proximal bundle methods for solving hybrid convex composite optimization problems
Mathematics of Operations Research
2024-06-27Paper
Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints
Mathematics of Operations Research
2024-02-23Paper
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming
SIAM Journal on Optimization
2024-01-17Paper
An adaptive superfast inexact proximal augmented Lagrangian method for smooth nonconvex composite optimization problems
Journal of Scientific Computing
2023-10-17Paper
Average curvature FISTA for nonconvex smooth composite optimization problems
Computational Optimization and Applications
2023-08-03Paper
An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems
Computational Optimization and Applications
2023-06-07Paper
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function
SIAM Journal on Optimization
2023-03-30Paper
Proximal bundle methods for hybrid weakly convex composite optimization problems2023-03-26Paper
Projection-free accelerated method for convex optimization
Optimization Methods & Software
2022-09-29Paper
A single cut proximal bundle method for stochastic convex composite optimization2022-07-18Paper
Dimension Reduction and Coefficient Estimation in Multivariate Linear Regression
Journal of the Royal Statistical Society Series B: Statistical Methodology
2022-07-11Paper
Accelerated inexact composite gradient methods for nonconvex spectral optimization problems
Computational Optimization and Applications
2022-06-27Paper
A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes
SIAM Journal on Optimization
2021-12-01Paper
An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems
SIAM Journal on Optimization
2021-11-05Paper
A unified analysis of a class of proximal bundle methods for solving hybrid convex composite optimization problems2021-10-03Paper
Inexact cuts in stochastic dual dynamic programming applied to multistage stochastic nondifferentiable problems
SIAM Journal on Optimization
2021-09-24Paper
A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems
Computational Optimization and Applications
2021-08-09Paper
FISTA and Extensions -- Review and New Insights2021-07-02Paper
Stochastic dynamic cutting plane for multistage stochastic convex programs
Journal of Optimization Theory and Applications
2021-06-15Paper
Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems2021-02-19Paper
Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
(available as arXiv preprint)
2021-02-19Paper
An average curvature accelerated composite gradient method for nonconvex smooth composite optimization problems
SIAM Journal on Optimization
2021-02-02Paper
Iteration-complexity of an inner accelerated inexact proximal augmented Lagrangian method based on the classical Lagrangian function
(available as arXiv preprint)
2020-08-02Paper
Iteration-complexity of an inexact proximal accelerated augmented Lagrangian method for solving linearly constrained smooth nonconvex composite optimization problems2020-06-14Paper
An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems
Computational Optimization and Applications
2020-05-19Paper
A proximal bundle variant with optimal iteration-complexity for a large range of prox stepsizes
(available as arXiv preprint)
2020-03-25Paper
On the iteration-complexity of a non-Euclidean hybrid proximal extragradient framework and of a proximal ADMM
Optimization
2020-03-25Paper
Complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs
SIAM Journal on Optimization
2019-10-17Paper
An accelerated inexact proximal point method for solving nonconvex-concave min-max problems
(available as arXiv preprint)
2019-05-31Paper
A Doubly Accelerated Inexact Proximal Point Method for Nonconvex Composite Optimization Problems2018-11-27Paper
Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators
Computational Optimization and Applications
2018-07-20Paper
An accelerated non-Euclidean hybrid proximal extragradient-type algorithm for convex-concave saddle-point problems
Optimization Methods & Software
2017-11-24Paper
Iteration-complexity of a Jacobi-type non-Euclidean ADMM for multi-block linearly constrained nonconvex programs2017-05-19Paper
Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework
SIAM Journal on Optimization
2017-03-10Paper
Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds
SIAM Journal on Optimization
2016-12-13Paper
Extending the ergodic convergence rate of the proximal ADMM2016-11-09Paper
An adaptive accelerated first-order method for convex optimization
Computational Optimization and Applications
2016-05-04Paper
Iteration-complexity of first-order augmented Lagrangian methods for convex programming
Mathematical Programming. Series A. Series B
2016-02-23Paper
An accelerated HPE-type algorithm for a class of composite convex-concave saddle-point problems
SIAM Journal on Optimization
2016-01-21Paper
Improved pointwise iteration-complexity of a regularized ADMM and of a regularized non-Euclidean HPE framework
(available as arXiv preprint)
2016-01-06Paper
A first-order block-decomposition method for solving two-easy-block structured semidefinite programs
Mathematical Programming Computation
2015-11-19Paper
Accelerating block-decomposition first-order methods for solving composite saddle-point and two-player Nash equilibrium problems
SIAM Journal on Optimization
2015-11-18Paper
A hybrid proximal extragradient self-concordant primal barrier method for monotone variational inequalities
SIAM Journal on Optimization
2015-11-04Paper
Regularized HPE-type methods for solving monotone inclusions with improved pointwise iteration-complexity bounds
(available as arXiv preprint)
2015-09-08Paper
Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems
Computational Optimization and Applications
2014-02-25Paper
An accelerated hybrid proximal extragradient method for convex optimization and its implications to second-order methods
SIAM Journal on Optimization
2013-09-25Paper
Iteration-complexity of block-decomposition algorithms and the alternating direction method of multipliers
SIAM Journal on Optimization
2013-06-27Paper
Iteration-complexity of first-order penalty methods for convex programming
Mathematical Programming. Series A. Series B
2013-05-06Paper
Iteration-complexity of a Newton proximal extragradient method for monotone variational inequalities and inclusion problems
SIAM Journal on Optimization
2013-01-04Paper
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 Journal on Optimization
2012-03-16Paper
Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression
Mathematical Programming. Series A. Series B
2012-02-22Paper
On the complexity of the hybrid proximal extragradient method for the iterates and the ergodic mean
SIAM Journal on Optimization
2011-03-21Paper
Primal-dual first-order methods with \({\mathcal {O}(1/\varepsilon)}\) iteration-complexity for cone programming
Mathematical Programming. Series A. Series B
2011-02-14Paper
A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming
SIAM Journal on Optimization
2009-11-27Paper
An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners
Optimization Methods & Software
2009-02-18Paper
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
Mathematical Programming. Series A. Series B
2008-06-30Paper
Limiting behavior of the Alizadeh–Haeberly–Overton weighted paths in semidefinite programming
Optimization Methods & Software
2008-01-21Paper
Dual convergence of the proximal point method with Bregman distances for linear programming
Optimization Methods & Software
2007-09-03Paper
Large-scale semidefinite programming via a saddle point mirror-prox algorithm
Mathematical Programming. Series A. Series B
2007-03-05Paper
A modified nearly exact method for solving low-rank trust region subproblem
Mathematical Programming. Series A. Series B
2007-03-05Paper
An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming
SIAM Journal on Optimization
2006-05-30Paper
Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2
SIAM Journal on Optimization
2005-09-16Paper
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 Journal on Optimization
2005-09-16Paper
A New Iteration-Complexity Bound for the MTY Predictor-Corrector Algorithm
SIAM Journal on Optimization
2005-09-16Paper
Local minima and convergence in low-rank semidefinite programming
Mathematical Programming. Series A. Series B
2005-08-08Paper
Asymptotic behavior of the central path for a special class of degenerate SDP problems
Mathematical Programming. Series A. Series B
2005-08-08Paper
Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods
SIAM Journal on Optimization
2005-02-23Paper
A General Framework for Establishing Polynomial Convergence of Long-Step Methods for Semidefinite Programming
Optimization Methods & Software
2004-08-16Paper
A Variant of the Vavasis--Ye Layered-Step Interior-Point Algorithm for Linear Programming
SIAM Journal on Optimization
2004-01-19Paper
A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
Mathematical Programming. Series A. Series B
2003-10-29Paper
A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs
Mathematical Programming. Series A. Series B
2003-10-29Paper
First- and second-order methods for semidefinite programming
Mathematical Programming. Series A. Series B
2003-09-01Paper
Maximum stable set formulations and heuristics based on continuous optimization
Mathematical Programming. Series A. Series B
2003-07-13Paper
Solving a class of semidefinite programs via nonlinear programming
Mathematical Programming. Series A. Series B
2002-12-01Paper
Interior-point algorithms for semidefinite programming based on a nonlinear formulation
Computational Optimization and Applications
2002-08-19Paper
Rank-two relaxation heuristics for MAX-CUT and other binary quadratic programs
SIAM Journal on Optimization
2002-04-23Paper
On two interior-point mappings for nonlinear semidefinite complementarity problems
Mathematics of Operations Research
2001-11-26Paper
General interior-point maps and existence of weighted paths for nonlinear semidefinite complementarity problems.
Mathematics of Operations Research
2001-11-26Paper
On dual convergence of the generalized proximal point method with Bregman distances
Mathematics of Operations Research
2001-11-26Paper
Implementation of primal-dual methods for semidefinite programming based on Monteiro and Tsuchiya Newton directions and their variants
Optimization Methods & Software
2001-04-02Paper
A projected gradient algorithm for solving the maxcut SDP relaxation
Optimization Methods & Software
2001-01-01Paper
Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions
Mathematical Programming. Series A. Series B
2000-12-20Paper
scientific article; zbMATH DE number 1534296 (Why is no real title available?)2000-11-23Paper
Polynomiality of primal-dual algorithms for semidefinite linear complementarity problems based on the Kojima-Shindoh-Hara family of directions
Mathematical Programming. Series A. Series B
2000-07-21Paper
scientific article; zbMATH DE number 1372699 (Why is no real title available?)1999-12-01Paper
A Potential Reduction Newton Method for Constrained Equations
SIAM Journal on Optimization
1999-11-24Paper
Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming
SIAM Journal on Optimization
1999-11-24Paper
A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming
Mathematical Programming. Series A. Series B
1999-06-03Paper
Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions
SIAM Journal on Optimization
1998-09-21Paper
On the existence and convergence of the central path for convex programming and some duality results
Computational Optimization and Applications
1998-07-29Paper
Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming
SIAM Journal on Optimization
1998-05-12Paper
Nondegeneracy of polyhedra and linear programs
Computational Optimization and Applications
1998-04-05Paper
Trust region affine scaling algorithms for linearly constrained convex and concave programs
Mathematical Programming. Series A. Series B
1998-03-11Paper
Primal--Dual Path-Following Algorithms for Semidefinite Programming
SIAM Journal on Optimization
1998-02-10Paper
A note on the existence of the Alizadeh-Haeberly-Overton direction for semidefinite programming
Mathematical Programming. Series A. Series B
1997-10-23Paper
On superlinear convergence of infeasible interior-point algorithms for linearly constrained convex programs
Computational Optimization and Applications
1997-10-20Paper
Superlinear convergence of the affine scaling algorithm
Mathematical Programming. Series A. Series B
1997-09-15Paper
Limiting Behavior of the Derivatives of Certain Trajectories Associated with a Monotone Horizontal Linear Complementarity Problem
Mathematics of Operations Research
1997-08-04Paper
Properties of an Interior-Point Mapping for Mixed Complementarity Problems
Mathematics of Operations Research
1996-12-01Paper
An interior point potential reduction method for constrained equations
Mathematical Programming. Series A. Series B
1996-11-24Paper
A general parametric analysis approach and its implication to sensitivity analysis in interior point methods
Mathematical Programming. Series A. Series B
1996-07-28Paper
A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP
SIAM Journal on Optimization
1996-05-13Paper
Superlinear primal-dual affine scaling algorithms for LCP
Mathematical Programming. Series A. Series B
1996-04-10Paper
A Positive Algorithm for the Nonlinear Complementarity Problem
SIAM Journal on Optimization
1995-05-04Paper
A globally convergent primal-dual interior point algorithm for convex programming
Mathematical Programming. Series A. Series B
1994-08-10Paper
Local convergence of interior-point algorithms for degenerate monotone LCP
Computational Optimization and Applications
1994-05-18Paper
A simplified global convergence proof of the affine scaling algorithm
Annals of Operations Research
1994-02-07Paper
On the Continuous Trajectories for a Potential Reduction Algorithm for Linear Programming
Mathematics of Operations Research
1993-01-16Paper
A geometric view of parametric linear programming
Algorithmica
1992-09-27Paper
Convergence and Boundary Behavior of the Projective Scaling Trajectories for Linear Programming
Mathematics of Operations Research
1992-06-28Paper
Limiting behavior of the affine scaling continuous trajectories for linear programming problems
Mathematical Programming. Series A. Series B
1991-01-01Paper
An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence
Mathematics of Operations Research
1990-01-01Paper
A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension
Mathematics of Operations Research
1990-01-01Paper
scientific article; zbMATH DE number 4197742 (Why is no real title available?)1990-01-01Paper
scientific article; zbMATH DE number 4197743 (Why is no real title available?)1990-01-01Paper
Interior path following primal-dual algorithms. II: Convex quadratic programming
Mathematical Programming. Series A. Series B
1989-01-01Paper
Interior path following primal-dual algorithms. I: Linear programming
Mathematical Programming. Series A. Series B
1989-01-01Paper
A low-rank augmented Lagrangian method for large-scale semidefinite programming based on a hybrid convex-nonconvex approach
(available as arXiv preprint)
N/APaper


Research outcomes over time


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