Renato D. C. Monteiro

Publication Activity (10 Years)

Years Active: 1989-2024
Publications (10 Years): 26

Top Topics

Augmented Lagrangian

Optimization Problems

Linearly Constrained

Top Venues

Comput. Optim. Appl.

J. Optim. Theory Appl.

Math. Oper. Res.

Publications

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) (2024)
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) (2024)
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 (2024)
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) (2024)
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) (2023)
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) (2023)
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) (2023)
Jiaming Liang, Renato D. C. Monteiro
Average curvature FISTA for nonconvex smooth composite optimization problems. Comput. Optim. Appl. 86 (1) (2023)
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) (2023)
Weiwei Kong, Renato D. C. Monteiro
Accelerated inexact composite gradient methods for nonconvex spectral optimization problems. Comput. Optim. Appl. 82 (3) (2022)
Max L. N. Gonçalves, Jefferson G. Melo, Renato D. C. Monteiro
Projection-free accelerated method for convex optimization. Optim. Methods Softw. 37 (1) (2022)
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) (2021)
Weiwei Kong, Renato D. C. Monteiro
An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems. SIAM J. Optim. 31 (4) (2021)
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) (2021)
Jiaming Liang, Renato D. C. Monteiro
An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems. SIAM J. Optim. 31 (1) (2021)
Vincent Guigues, Renato D. C. Monteiro
Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs. J. Optim. Theory Appl. 189 (2) (2021)
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) (2021)
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) (2020)
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) (2019)
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) (2018)
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) (2017)
O. 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) (2017)
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) (2016)
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) (2016)
Renato D. C. Monteiro, Camilo Ortiz, Benar Fux Svaiter
An adaptive accelerated first-order method for convex optimization. Comput. Optim. Appl. 64 (1) (2016)
Guanghui Lan, Renato D. C. Monteiro
Iteration-complexity of first-order augmented Lagrangian methods for convex programming. Math. Program. 155 (1-2) (2016)
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) (2015)
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) (2015)
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) (2014)
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) (2014)
Guanghui Lan, Renato D. C. Monteiro
Iteration-complexity of first-order penalty methods for convex programming. Math. Program. 138 (1-2) (2013)
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) (2013)
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) (2013)
Jingu Kim, Renato D. C. Monteiro, Haesun Park
Group Sparsity in Nonnegative Matrix Factorization. SDM (2012)
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) (2012)
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) (2012)
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) (2011)
Yunlong He, Renato D. C. Monteiro, Haesun Park
A Fast Algorithm for Sparse PCA and a New Sparsity Control Criteria. SDM (2011)
Guanghui Lan, Zhaosong Lu, Renato D. C. Monteiro
(1/e) iteration-complexity for cone programming. Math. Program. 126 (1) (2011)
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) (2010)
Guanghui Lan, Renato D. C. Monteiro, Takashi Tsuchiya
A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming. SIAM J. Optim. 19 (4) (2009)
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) (2009)
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) (2008)
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) (2007)
Zhaosong Lu, Renato D. C. Monteiro
Limiting behavior of the Alizadeh-Haeberly-Overton weighted paths in semidefinite programming. Optim. Methods Softw. 22 (5) (2007)
Zhaosong Lu, Arkadi Nemirovski, Renato D. C. Monteiro
Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm. Math. Program. 109 (2-3) (2007)
Zhaosong Lu, Renato D. C. Monteiro
A modified nearly exact method for solving low-rank trust region subproblem. Math. Program. 109 (2-3) (2007)
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) (2006)
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) (2005)
Renato D. C. Monteiro, Takashi Tsuchiya
A New Iteration-Complexity Bound for the MTY Predictor-Corrector Algorithm. SIAM J. Optim. 15 (2) (2005)
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) (2005)
Samuel Burer, Renato D. C. Monteiro
Local Minima and Convergence in Low-Rank Semidefinite Programming. Math. Program. 103 (3) (2005)
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) (2005)
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) (2004)
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) (2003)
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) (2003)
Samuel Burer, Renato D. C. Monteiro
A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization. Math. Program. 95 (2) (2003)
Renato D. C. Monteiro
First- and second-order methods for semidefinite programming. Math. Program. 97 (1-2) (2003)
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) (2003)
Samuel Burer, Renato D. C. Monteiro, Yin Zhang
Maximum stable set formulations and heuristics based on continuous optimization. Math. Program. 94 (1) (2002)
Samuel Burer, Renato D. C. Monteiro, Yin Zhang
Interior-Point Algorithms for Semidefinite Programming Based on a Nonlinear Formulation. Comput. Optim. Appl. 22 (1) (2002)
Samuel Burer, Renato D. C. Monteiro, Yin Zhang
Solving a class of semidefinite programs via nonlinear programming. Math. Program. 93 (1) (2002)
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) (2002)
Alfredo N. Iusem, Renato D. C. Monteiro
On Dual Convergence of the Generalized Proximal Point Method with Bregman Distances. Math. Oper. Res. 25 (4) (2000)
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) (2000)
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) (2000)
Renato D. C. Monteiro, Jong-Shi Pang
A Potential Reduction Newton Method for Constrained Equations. SIAM J. Optim. 9 (3) (1999)
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) (1999)
Renato D. C. Monteiro, Takashi Tsuchiya
Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming. SIAM J. Optim. 9 (3) (1999)
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) (1998)
Renato D. C. Monteiro, Jong-Shi Pang
On Two Interior-Point Mappings for Nonlinear Semidefinite Complementarity Problems. Math. Oper. Res. 23 (1) (1998)
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 (1998)
Renato D. C. Monteiro, Takashi Tsuchiya
Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming. SIAM J. Optim. 8 (1) (1998)
Renato D. C. Monteiro, Yanhui Wang
Trust region affine scaling algorithms for linearly constrained convex and concave programs. Math. Program. 80 (1998)
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) (1998)
Renato D. C. Monteiro
Primal-Dual Path-Following Algorithms for Semidefinite Programming. SIAM J. Optim. 7 (3) (1997)
Yanhui Wang, Renato D. C. Monteiro
Nondegeneracy of Polyhedra and Linear Programs. Comput. Optim. Appl. 7 (2) (1997)
Renato D. C. Monteiro, Paulo R. Zanjácomo
A note on the existence of the Alizadeh-Haeberly-Overton direction for semidefinite programming. Math. Program. 77 (1997)
Renato D. C. Monteiro, Fangjun Zhou
On Superlinear Convergence of Infeasible Interior-Point Algorithms for Linearly Constrained Convex Programs. Comput. Optim. Appl. 8 (3) (1997)
Renato D. C. Monteiro, Stephen J. Wright
A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP. SIAM J. Optim. 6 (1) (1996)
Takashi Tsuchiya, Renato D. C. Monteiro
Superlinear convergence of the affine scaling algorithm. Math. Program. 75 (1996)
Renato D. C. Monteiro, Sanjay Mehrotra
A general parametric analysis approach and its implication to sensitivity analysis in interior point methods. Math. Program. 72 (1996)
Tao Wang, Renato D. C. Monteiro, Jong-Shi Pang
An interior point potential reduction method for constrained equations. Math. Program. 74 (1996)
Renato D. C. Monteiro, Jong-Shi Pang
Properties of an Interior-Point Mapping for Mixed Complementarity Problems. Math. Oper. Res. 21 (3) (1996)
Renato D. C. Monteiro, Stephen J. Wright
Superlinear primal-dual affine scaling algorithms for LCP. Math. Program. 69 (1995)
Renato D. C. Monteiro, Jong-Shi Pang, Tao Wang
A Positive Algorithm for the Nonlinear Complementarity Problem. SIAM J. Optim. 5 (1) (1995)
Renato D. C. Monteiro
A globally convergent primal-dual interior point algorithm for convex programming. Math. Program. 64 (1994)
Renato D. C. Monteiro, Stephen J. Wright
Local convergence of interior-point algorithms for degenerate monotone LCP. Comput. Optim. Appl. 3 (2) (1994)
Renato D. C. Monteiro, Takashi Tsuchiya, Y. Wang
A simplified global convergence proof of the affine scaling algorithm. Ann. Oper. Res. (2) (1993)
Renato D. C. Monteiro
On the Continuous Trajectories for a Potential Reduction Algorithm for Linear Programming. Math. Oper. Res. 17 (1) (1992)
Ilan Adler, Renato D. C. Monteiro
A Geometric View of Parametric Linear Programming. Algorithmica 8 (2) (1992)
Ilan Adler, Renato D. C. Monteiro
Limiting behavior of the affine scaling continuous trajectories for linear programming problems. Math. Program. 50 (1991)
Renato D. C. Monteiro
Convergence and Boundary Behavior of the Projective Scaling Trajectories for Linear Programming. Math. Oper. Res. 16 (4) (1991)
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) (1990)
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) (1990)
Renato D. C. Monteiro, Ilan Adler
Interior path following primal-dual algorithms. part I: Linear programming. Math. Program. 44 (1-3) (1989)
Renato D. C. Monteiro, Ilan Adler
Interior path following primal-dual algorithms. part II: Convex quadratic programming. Math. Program. 44 (1-3) (1989)