Renato D. C. Monteiro
- A nonlinear programming algorithm for solving semidefinite programs via low-rank factorization
2003/02/01 by Samuel Burer, Renato D.C. Monteiro, Renato D. C. Monteiro · 92 citations
Mathematics · Engineering · Computer Science · #Advanced Optimization Algorithms Research #Sparse and Compressive Sensing Techniques #Machine Learning and Algorithms
- Local Minima and Convergence in Low-Rank Semidefinite Programming
2004/12/29 by Samuel Burer, Renato D.C. Monteiro, Renato D. C. Monteiro · 35 citations
Mathematics · Engineering · Computer Science · #Advanced Optimization Algorithms Research #Sparse and Compressive Sensing Techniques #Complexity and Algorithms in Graphs
- An accelerated inexact proximal point method for solving nonconvex-concave min-max problems
2019/05/31 by Weiwei Kong, Kong, Weiwei, Renato D. C. Monteiro +1 · 11 citations
Engineering · Mathematics · Computer Science · #Sparse and Compressive Sensing Techniques #Advanced Optimization Algorithms Research #Stochastic Gradient Optimization Techniques
- A proximal bundle variant with optimal iteration-complexity for a large range of prox stepsizes
2020/03/25 by Jiaming Liang, Renato D. C. Monteiro, Liang, Jiaming +1 · 3 citations
Computer Science · Mathematics · Engineering · #Optimization and Variational Analysis #Advanced Optimization Algorithms Research #Sparse and Compressive Sensing Techniques
- Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems
2017/02/07 by Max L. N. Gonçalves, Jefferson G. Melo, Goncalves, Max L. N. +3 · 5 citations
Engineering · Mathematics · #Sparse and Compressive Sensing Techniques #Advanced Optimization Algorithms Research #Advanced MIMO Systems Optimization
- A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems
2019/05/16 by Jiaming Liang, Renato D. C. Monteiro, Liang, Jiaming +3 · 4 citations
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- A single cut proximal bundle method for stochastic convex composite optimization
2022/07/19 by Jiaming Liang, Liang, Jiaming, Vincent Guigues +3 · 2 citations
Decision Sciences · Computer Science · Engineering · #Risk and Portfolio Optimization #Stochastic Gradient Optimization Techniques #Sparse and Compressive Sensing Techniques
- Average Curvature FISTA for Nonconvex Smooth Composite Optimization Problems
2021/05/13 by Jiaming Liang, Liang, Jiaming, Renato D. C. Monteiro +1 · 1 citation
Computer Science · Engineering · #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
- Global Complexity Bound of a Proximal ADMM for Linearly-Constrained Nonseperable Nonconvex Composite Programming
2021/10/24 by Weiwei Kong, Kong, Weiwei, Renato D. C. Monteiro +1 · 1 citation
Computer Science · Engineering · Mathematics · #65K10 #90C25 #90C26 #90C30 #90C60 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques
- Universal subgradient and proximal bundle methods for convex and strongly convex hybrid composite optimization
2024/07/14 by Vincent Guigues, Jiaming Liang, Guigues, Vincent +3 · 1 citation
Mathematics · Computer Science · Engineering · #Advanced Optimization Algorithms Research #Optimization and Variational Analysis #Topology Optimization in Engineering
- Parameter-free proximal bundle methods with adaptive stepsizes for hybrid convex composite optimization problems
2024/10/28 by Renato D. C. Monteiro, Monteiro, Renato D. C., Honghao Zhang +1 · 1 citation
Computer Science · Engineering · Mathematics · #Advanced Optimization Algorithms Research #Aerospace Engineering and Control Systems #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis
- Iteration-complexity of a Jacobi-type non-Euclidean ADMM for multi-block linearly constrained nonconvex programs
2017/05/20 by Jefferson G. Melo, Renato D. C. Monteiro, Melo, Jefferson G. +1 · 1 citation
Computer Science · Engineering · Mathematics · #47J22 #49M27 #65K10 #90C25 #90C26 #90C30 #90C60 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Sparse and Compressive Sensing Techniques