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20162021
most citedConvergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems

35 citations · 71 across the 12 of their papers we have counts for

collaborators

15 papers

math.OC2021★ 1 cited

FISTA and Extensions -- Review and New Insights

Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro

The purpose of this technical report is to review the main properties of an accelerated composite gradient (ACG) method commonly referred to as the Fast Iterative Shrinkage-Thresho…

math.OC2020

Iteration-complexity of a proximal augmented Lagrangian method for solving nonconvex composite optimization problems with nonlinear convex constraints

Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro

This paper proposes and analyzes a proximal augmented Lagrangian (NL-IAPIAL) method for solving smooth nonconvex composite optimization problems with nonlinear -convex cons…

math.OC2020★ 1 cited

Iteration-complexity of an inner accelerated inexact proximal augmented Lagrangian method based on the classical Lagrangian function

Jefferson G. Melo, Renato D. C. Monteiro, Weiwei Kong

This paper establishes the iteration-complexity of an inner accelerated inexact proximal augmented Lagrangian (IAIPAL) method for solving linearly-constrained smooth nonconvex comp…

math.OC2020★ 12 cited

Iteration-complexity of an inexact proximal accelerated augmented Lagrangian method for solving linearly constrained smooth nonconvex composite optimization problems

Jefferson G. Melo, Renato D. C. Monteiro, Hairong Wang

This paper proposes and establishes the iteration-complexity of an inexact proximal accelerated augmented Lagrangian (IPAAL) method for solving linearly constrained smooth nonconve…

math.OC2019

Relative-error inertial-relaxed inexact versions of Douglas-Rachford and ADMM splitting algorithms

M. Marques Alves, Jonathan Eckstein, Marina Geremia +1

This paper derives new inexact variants of the Douglas-Rachford splitting method for maximal monotone operators and the alternating direction method of multipliers (ADMM) for conve…

math.OC2018

An efficient adaptive accelerated inexact proximal point method for solving linearly constrained nonconvex composite problems

Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro

This paper proposes an efficient adaptive variant of a quadratic penalty accelerated inexact proximal point (QP-AIPP) method proposed earlier by the authors. Both the QP-AIPP metho…

math.OC2018★ 8 cited

Complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs

Weiwei Kong, Jefferson G. Melo, Renato D. C. Monteiro

This paper analyzes the iteration-complexity of a quadratic penalty accelerated inexact proximal point method for solving linearly constrained nonconvex composite programs. More sp…

math.OC2017★ 8 cited

Iteration-complexity of a Jacobi-type non-Euclidean ADMM for multi-block linearly constrained nonconvex programs

Jefferson G. Melo, Renato D. C. Monteiro

This paper establishes the iteration-complexity of a Jacobi-type non-Euclidean proximal alternating direction method of multipliers (ADMM) for solving multi-block linearly constrai…

math.OC2017★ 1 cited

Iteration-complexity analysis of a generalized alternating direction method of multipliers

V. A. Adona, M. L. N. Goncalves, J. G. Melo

This paper analyzes the iteration-complexity of a generalized alternating direction method of multipliers (G-ADMM) for solving linearly constrained convex problems. This ADMM varia…

math.OC2017

Pointwise and ergodic convergence rates of a variable metric proximal ADMM

Max L. N. Goncalves, Jefferson G. Melo, M. Marques Alves

In this paper, we obtain global pointwise and ergodic convergence rates for a variable metric proximal alternating direction meth…

math.OC2017★ 35 cited

Convergence rate bounds for a proximal ADMM with over-relaxation stepsize parameter for solving nonconvex linearly constrained problems

Max L. N. Goncalves, Jefferson G. Melo, Renato D. C. Monteiro

This paper establishes convergence rate bounds for a variant of the proximal alternating direction method of multipliers (ADMM) for solving nonconvex linearly constrained optimizat…

math.OC2016★ 5 cited

Extending the ergodic convergence rate of the proximal ADMM

Max L. N. Goncalves, Jefferson G. Melo, Renato D. C. Monteiro

Pointwise and ergodic iteration-complexity results for the proximal alternating direction method of multipliers (ADMM) for any stepsize in(0,(1+\sqrt{5})/2) have been recently esta…

math.NA2016

Iteration-complexity of gradient, subgradient and proximal point methods on Riemannian manifolds

G. C. Bento, O. P. Ferreira, J. G. Melo

This paper considers optimization problems on Riemannian manifolds and analyzes iteration-complexity for gradient and subgradient methods on manifolds with non-negative curvature.…

math.OC2016

A Newton conditional gradient method for constrained nonlinear systems

Max L. N. Goncalves, Jefferson G. Melo

In this paper, we consider the problem of solving a constrained system of nonlinear equations. We propose an algorithm based on a combination of the Newton and conditional gradient…

math.OC2016

Improved pointwise iteration-complexity of a regularized ADMM and of a regularized non-Euclidean HPE framework

Max L. N. Goncalves, Jefferson G. Melo, Renato D. C. Monteiro

This paper describes a regularized variant of the alternating direction method of multipliers (ADMM) for solving linearly constrained convex programs. It is shown that the pointwis…