Renato D. C. Monteiro

101 papers A 2Journal 99

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	Universal Subgradient and Proximal Bundle Methods for Convex and Strongly Convex Hybrid Composite Optimization. J. Optim. Theory Appl. Vincent Guigues, Jiaming Liang, Renato D. C. Monteiro
2025	J	`jnl`	A User Manual for cuHALLaR: A GPU Accelerated Low-Rank Semidefinite Programming Solver. CoRR Jacob Aguirre, Diego Cifuentes, Vincent Guigues, Renato D. C. Monteiro, Victor Hugo Nascimento, Arnesh Sujanani
2025	J	`jnl`	Efficient Parameter-Free Restarted Accelerated Gradient Methods for Convex and Strongly Convex Optimization. J. Optim. Theory Appl. Arnesh Sujanani, Renato D. C. Monteiro
2024	J	`jnl`	A Proximal Augmented Lagrangian Method for Linearly Constrained Nonconvex Composite Optimization Problems. J. Optim. Theory Appl. Jefferson G. Melo, Renato D. C. Monteiro, Hairong Wang
2024	J	`jnl`	A Unified Analysis of a Class of Proximal Bundle Methods for Solving Hybrid Convex Composite Optimization Problems. Math. Oper. Res. Jiaming Liang, Renato D. C. Monteiro
2024	J	`jnl`	A low-rank augmented Lagrangian method for large-scale semidefinite programming based on a hybrid convex-nonconvex approach. CoRR Renato D. C. Monteiro, Arnesh Sujanani, Diego Cifuentes
2024	J	`jnl`	A single cut proximal bundle method for stochastic convex composite optimization. Math. Program. Jiaming Liang, Vincent Guigues, Renato D. C. Monteiro
2024	J	`jnl`	Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming. SIAM J. Optim. Weiwei Kong, Renato D. C. Monteiro
2023	J	`jnl`	An Adaptive Superfast Inexact Proximal Augmented Lagrangian Method for Smooth Nonconvex Composite Optimization Problems. J. Sci. Comput. Arnesh Sujanani, Renato D. C. Monteiro
2023	J	`jnl`	An accelerated inexact dampened augmented Lagrangian method for linearly-constrained nonconvex composite optimization problems. Comput. Optim. Appl. Weiwei Kong, Renato D. C. Monteiro
2023	J	`jnl`	Average curvature FISTA for nonconvex smooth composite optimization problems. Comput. Optim. Appl. Jiaming Liang, Renato D. C. Monteiro
2023	J	`jnl`	Iteration Complexity of a Proximal Augmented Lagrangian Method for Solving Nonconvex Composite Optimization Problems with Nonlinear Convex Constraints. Math. Oper. Res. Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro
2023	J	`jnl`	Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function. SIAM J. Optim. Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro
2022	J	`jnl`	Accelerated inexact composite gradient methods for nonconvex spectral optimization problems. Comput. Optim. Appl. Weiwei Kong, Renato D. C. Monteiro
2022	J	`jnl`	Projection-free accelerated method for convex optimization. Optim. Methods Softw. Max L. N. Gonçalves, Jefferson G. Melo, Renato D. C. Monteiro
2021	J	`jnl`	A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems. Comput. Optim. Appl. Jiaming Liang, Renato D. C. Monteiro, Chee-Khian Sim
2021	J	`jnl`	A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes. SIAM J. Optim. Jiaming Liang, Renato D. C. Monteiro
2021	J	`jnl`	An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems. SIAM J. Optim. Weiwei Kong, Renato D. C. Monteiro
2021	J	`jnl`	An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems. SIAM J. Optim. Jiaming Liang, Renato D. C. Monteiro
2021	J	`jnl`	Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems. SIAM J. Optim. Vincent Guigues, Renato D. C. Monteiro, Benar Fux Svaiter
2021	J	`jnl`	Stochastic Dynamic Cutting Plane for Multistage Stochastic Convex Programs. J. Optim. Theory Appl. Vincent Guigues, Renato D. C. Monteiro
2020	J	`jnl`	An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems. Comput. Optim. Appl. Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro
2019	J	`jnl`	Complexity of a Quadratic Penalty Accelerated Inexact Proximal Point Method for Solving Linearly Constrained Nonconvex Composite Programs. SIAM J. Optim. Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro
2018	J	`jnl`	Complexity of the relaxed Peaceman-Rachford splitting method for the sum of two maximal strongly monotone operators. Comput. Optim. Appl. Renato D. C. Monteiro, Chee-Khian Sim
2017	J	`jnl`	An accelerated non-Euclidean hybrid proximal extragradient-type algorithm for convex-concave saddle-point problems. Optim. Methods Softw. Oliver Kolossoski, Renato D. C. Monteiro
2017	J	`jnl`	Improved Pointwise Iteration-Complexity of A Regularized ADMM and of a Regularized Non-Euclidean HPE Framework. SIAM J. Optim. Max L. N. Gonçalves, Jefferson G. Melo, Renato D. C. Monteiro
2016	J	`jnl`	An Accelerated HPE-Type Algorithm for a Class of Composite Convex-Concave Saddle-Point Problems. SIAM J. Optim. Yunlong He, Renato D. C. Monteiro
2016	J	`jnl`	An adaptive accelerated first-order method for convex optimization. Comput. Optim. Appl. Renato D. C. Monteiro, Camilo Ortiz, Benar Fux Svaiter
2016	J	`jnl`	Iteration-complexity of first-order augmented Lagrangian methods for convex programming. Math. Program. Guanghui Lan, Renato D. C. Monteiro
2016	J	`jnl`	Regularized HPE-Type Methods for Solving Monotone Inclusions with Improved Pointwise Iteration-Complexity Bounds. SIAM J. Optim. Maicon Marques Alves, Renato D. C. Monteiro, Benar Fux Svaiter
2015	J	`jnl`	A Hybrid Proximal Extragradient Self-Concordant Primal Barrier Method for Monotone Variational Inequalities. SIAM J. Optim. Renato D. C. Monteiro, Mauricio Romero Sicre, Benar Fux Svaiter
2015	J	`jnl`	Accelerating Block-Decomposition First-Order Methods for Solving Composite Saddle-Point and Two-Player Nash Equilibrium Problems. SIAM J. Optim. Yunlong He, Renato D. C. Monteiro
2014	J	`jnl`	A first-order block-decomposition method for solving two-easy-block structured semidefinite programs. Math. Program. Comput. Renato D. C. Monteiro, Camilo Ortiz, Benar Fux Svaiter
2014	J	`jnl`	Implementation of a block-decomposition algorithm for solving large-scale conic semidefinite programming problems. Comput. Optim. Appl. Renato D. C. Monteiro, Camilo Ortiz, Benar Fux Svaiter
2013	J	`jnl`	An Accelerated Hybrid Proximal Extragradient Method for Convex Optimization and Its Implications to Second-Order Methods. SIAM J. Optim. Renato D. C. Monteiro, Benar Fux Svaiter
2013	J	`jnl`	Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers. SIAM J. Optim. Renato D. C. Monteiro, Benar Fux Svaiter
2013	J	`jnl`	Iteration-complexity of first-order penalty methods for convex programming. Math. Program. Guanghui Lan, Renato D. C. Monteiro
2012	J	`jnl`	Convex optimization methods for dimension reduction and coefficient estimation in multivariate linear regression. Math. Program. Zhaosong Lu, Renato D. C. Monteiro, Ming Yuan
2012	A	`conf`	Group Sparsity in Nonnegative Matrix Factorization. SDM Jingu Kim, Renato D. C. Monteiro, Haesun Park
2012	J	`jnl`	Iteration-Complexity of a Newton Proximal Extragradient Method for Monotone Variational Inequalities and Inclusion Problems. SIAM J. Optim. Renato D. C. Monteiro, Benar Fux Svaiter
2011	A	`conf`	A Fast Algorithm for Sparse PCA and a New Sparsity Control Criteria. SDM Yunlong He, Renato D. C. Monteiro, Haesun Park
2011	J	`jnl`	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. Renato D. C. Monteiro, Benar Fux Svaiter
2011	J	`jnl`	Primal-dual first-order methods with Math. Program. Guanghui Lan, Zhaosong Lu, Renato D. C. Monteiro
2010	J	`jnl`	On the Complexity of the Hybrid Proximal Extragradient Method for the Iterates and the Ergodic Mean. SIAM J. Optim. Renato D. C. Monteiro, Benar Fux Svaiter
2009	J	`jnl`	A Polynomial Predictor-Corrector Trust-Region Algorithm for Linear Programming. SIAM J. Optim. Guanghui Lan, Renato D. C. Monteiro, Takashi Tsuchiya
2009	J	`jnl`	An iterative solver-based long-step infeasible primal-dual path-following algorithm for convex QP based on a class of preconditioners. Optim. Methods Softw. Zhaosong Lu, Renato D. C. Monteiro, Jerome W. O'Neal
2008	J	`jnl`	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. Renato D. C. Monteiro, Takashi Tsuchiya
2007	J	`jnl`	A modified nearly exact method for solving low-rank trust region subproblem. Math. Program. Zhaosong Lu, Renato D. C. Monteiro
2007	J	`jnl`	Dual convergence of the proximal point method with Bregman distances for linear programming. Optim. Methods Softw. João Xavier da Cruz Neto, Orizon Pereira Ferreira, Alfredo N. Iusem, Renato D. C. Monteiro
2007	J	`jnl`	Large-scale semidefinite programming via a saddle point Mirror-Prox algorithm. Math. Program. Zhaosong Lu, Arkadi Nemirovski, Renato D. C. Monteiro
2007	J	`jnl`	Limiting behavior of the Alizadeh-Haeberly-Overton weighted paths in semidefinite programming. Optim. Methods Softw. Zhaosong Lu, Renato D. C. Monteiro
2006	J	`jnl`	An Iterative Solver-Based Infeasible Primal-Dual Path-Following Algorithm for Convex Quadratic Programming. SIAM J. Optim. Zhaosong Lu, Renato D. C. Monteiro, Jerome W. O'Neal
2005	J	`jnl`	A New Iteration-Complexity Bound for the MTY Predictor-Corrector Algorithm. SIAM J. Optim. Renato D. C. Monteiro, Takashi Tsuchiya
2005	J	`jnl`	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. Zhaosong Lu, Renato D. C. Monteiro
2005	J	`jnl`	Asymptotic behavior of the central path for a special class of degenerate SDP problems. Math. Program. João Xavier da Cruz Neto, Orizon Pereira Ferreira, Renato D. C. Monteiro
2005	J	`jnl`	Error Bounds and Limiting Behavior of Weighted Paths Associated with the SDP Map X1/2SX1/2. SIAM J. Optim. Zhaosong Lu, Renato D. C. Monteiro
2005	J	`jnl`	Local Minima and Convergence in Low-Rank Semidefinite Programming. Math. Program. Samuel Burer, Renato D. C. Monteiro
2004	J	`jnl`	Uniform Boundedness of a Preconditioned Normal Matrix Used in Interior-Point Methods. SIAM J. Optim. Renato D. C. Monteiro, Jerome W. O'Neal, Takashi Tsuchiya
2003	J	`jnl`	A General Framework for Establishing Polynomial Convergence of Long-Step Methods for Semidefinite Programming. Optim. Methods Softw. Samuel Burer, Renato D. C. Monteiro
2003	J	`jnl`	A Variant of the Vavasis--Ye Layered-Step Interior-Point Algorithm for Linear Programming. SIAM J. Optim. Renato D. C. Monteiro, Takashi Tsuchiya
2003	J	`jnl`	A computational study of a gradient-based log-barrier algorithm for a class of large-scale SDPs. Math. Program. Samuel Burer, Renato D. C. Monteiro, Yin Zhang
2003	J	`jnl`	A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization. Math. Program. Samuel Burer, Renato D. C. Monteiro
2003	J	`jnl`	First- and second-order methods for semidefinite programming. Math. Program. Renato D. C. Monteiro
2002	J	`jnl`	Interior-Point Algorithms for Semidefinite Programming Based on a Nonlinear Formulation. Comput. Optim. Appl. Samuel Burer, Renato D. C. Monteiro, Yin Zhang
2002	J	`jnl`	Maximum stable set formulations and heuristics based on continuous optimization. Math. Program. Samuel Burer, Renato D. C. Monteiro, Yin Zhang
2002	J	`jnl`	Rank-Two Relaxation Heuristics for MAX-CUT and Other Binary Quadratic Programs. SIAM J. Optim. Samuel Burer, Renato D. C. Monteiro, Yin Zhang
2002	J	`jnl`	Solving a class of semidefinite programs via nonlinear programming. Math. Program. Samuel Burer, Renato D. C. Monteiro, Yin Zhang
2000	J	`jnl`	General Interior-Point Maps and Existence of Weighted Paths for Nonlinear Semidefinite Complementarity Problems. Math. Oper. Res. Renato D. C. Monteiro, Paulo R. Zanjácomo
2000	J	`jnl`	On Dual Convergence of the Generalized Proximal Point Method with Bregman Distances. Math. Oper. Res. Alfredo N. Iusem, Renato D. C. Monteiro
2000	J	`jnl`	Polynomial convergence of primal-dual algorithms for the second-order cone program based on the MZ-family of directions. Math. Program. Renato D. C. Monteiro, Takashi Tsuchiya
1999	J	`jnl`	A Potential Reduction Newton Method for Constrained Equations. SIAM J. Optim. Renato D. C. Monteiro, Jong-Shi Pang
1999	J	`jnl`	Polynomial Convergence of a New Family of Primal-Dual Algorithms for Semidefinite Programming. SIAM J. Optim. Renato D. C. Monteiro, Takashi Tsuchiya
1999	J	`jnl`	Polynomiality of primal-dual algorithms for semidefinite linear complementarity problems based on the Kojima-Shindoh-Hara family of directions. Math. Program. Renato D. C. Monteiro, Takashi Tsuchiya
1998	J	`jnl`	A unified analysis for a class of long-step primal-dual path-following interior-point algorithms for semidefinite programming. Math. Program. Renato D. C. Monteiro, Yin Zhang
1998	J	`jnl`	Global Convergence of the Affine Scaling Algorithm for Convex Quadratic Programming. SIAM J. Optim. Renato D. C. Monteiro, Takashi Tsuchiya
1998	J	`jnl`	On Two Interior-Point Mappings for Nonlinear Semidefinite Complementarity Problems. Math. Oper. Res. Renato D. C. Monteiro, Jong-Shi Pang
1998	J	`jnl`	On the Existence and Convergence of the Central Path for Convex Programming and Some Duality Results. Comput. Optim. Appl. Renato D. C. Monteiro, Fangjun Zhou
1998	J	`jnl`	Polynomial Convergence of Primal-Dual Algorithms for Semidefinite Programming Based on the Monteiro and Zhang Family of Directions. SIAM J. Optim. Renato D. C. Monteiro
1998	J	`jnl`	Trust region affine scaling algorithms for linearly constrained convex and concave programs. Math. Program. Renato D. C. Monteiro, Yanhui Wang
1997	J	`jnl`	A note on the existence of the Alizadeh-Haeberly-Overton direction for semidefinite programming. Math. Program. Renato D. C. Monteiro, Paulo R. Zanjácomo
1997	J	`jnl`	Nondegeneracy of Polyhedra and Linear Programs. Comput. Optim. Appl. Yanhui Wang, Renato D. C. Monteiro
1997	J	`jnl`	On Superlinear Convergence of Infeasible Interior-Point Algorithms for Linearly Constrained Convex Programs. Comput. Optim. Appl. Renato D. C. Monteiro, Fangjun Zhou
1997	J	`jnl`	Primal-Dual Path-Following Algorithms for Semidefinite Programming. SIAM J. Optim. Renato D. C. Monteiro
1996	J	`jnl`	A Superlinear Infeasible-Interior-Point Affine Scaling Algorithm for LCP. SIAM J. Optim. Renato D. C. Monteiro, Stephen J. Wright
1996	J	`jnl`	A general parametric analysis approach and its implication to sensitivity analysis in interior point methods. Math. Program. Renato D. C. Monteiro, Sanjay Mehrotra
1996	J	`jnl`	An interior point potential reduction method for constrained equations. Math. Program. Tao Wang, Renato D. C. Monteiro, Jong-Shi Pang
1996	J	`jnl`	Properties of an Interior-Point Mapping for Mixed Complementarity Problems. Math. Oper. Res. Renato D. C. Monteiro, Jong-Shi Pang
1996	J	`jnl`	Superlinear convergence of the affine scaling algorithm. Math. Program. Takashi Tsuchiya, Renato D. C. Monteiro
1995	J	`jnl`	A Positive Algorithm for the Nonlinear Complementarity Problem. SIAM J. Optim. Renato D. C. Monteiro, Jong-Shi Pang, Tao Wang
1995	J	`jnl`	Superlinear primal-dual affine scaling algorithms for LCP. Math. Program. Renato D. C. Monteiro, Stephen J. Wright
1994	J	`jnl`	A globally convergent primal-dual interior point algorithm for convex programming. Math. Program. Renato D. C. Monteiro
1994	J	`jnl`	Local convergence of interior-point algorithms for degenerate monotone LCP. Comput. Optim. Appl. Renato D. C. Monteiro, Stephen J. Wright
1993	J	`jnl`	A simplified global convergence proof of the affine scaling algorithm. Ann. Oper. Res. Renato D. C. Monteiro, Takashi Tsuchiya, Y. Wang
1992	J	`jnl`	A Geometric View of Parametric Linear Programming. Algorithmica Ilan Adler, Renato D. C. Monteiro
1992	J	`jnl`	On the Continuous Trajectories for a Potential Reduction Algorithm for Linear Programming. Math. Oper. Res. Renato D. C. Monteiro
1991	J	`jnl`	Convergence and Boundary Behavior of the Projective Scaling Trajectories for Linear Programming. Math. Oper. Res. Renato D. C. Monteiro
1991	J	`jnl`	Limiting behavior of the affine scaling continuous trajectories for linear programming problems. Math. Program. Ilan Adler, Renato D. C. Monteiro
1990	J	`jnl`	A Polynomial-Time Primal-Dual Affine Scaling Algorithm for Linear and Convex Quadratic Programming and Its Power Series Extension. Math. Oper. Res. Renato D. C. Monteiro, Ilan Adler, Mauricio G. C. Resende
1990	J	`jnl`	An Extension of Karmarkar Type Algorithm to a Class of Convex Separable Programming Problems with Global Linear Rate of Convergence. Math. Oper. Res. Renato D. C. Monteiro, Ilan Adler
1989	J	`jnl`	Interior path following primal-dual algorithms. part I: Linear programming. Math. Program. Renato D. C. Monteiro, Ilan Adler
1989	J	`jnl`	Interior path following primal-dual algorithms. part II: Convex quadratic programming. Math. Program. Renato D. C. Monteiro, Ilan Adler