Renato D. C. Monteiro

◀ ▶ joint publications with Benar Fux Svaiter

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Publications

2021
[j81]
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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)
2016
[j73]
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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)
[j70]
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  - journals/siamjo/AlvesMS16
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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]
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  - journals/siamjo/MonteiroSS15
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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)
2014
[j67]
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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]
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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
[j64]
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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]
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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
[j61]
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  - journals/siamjo/MonteiroS12
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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)
2011
[j59]
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  - journals/siamjo/MonteiroS11
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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)
2010
[j58]
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  - journals/siamjo/MonteiroS10
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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)

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