92 citations · 454 across the 41 of their papers we have counts for
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A search-free homotopy inexact proximal-Newton extragradient algorithm for monotone variational inequalities
M. Marques Alves, João M. Pereira, Benar F. Svaiter
We present and study the iteration-complexity of a relative-error inexact proximal-Newton extragradient algorithm for solving smooth monotone variational inequality problems in rea…
Complexity of the relaxed Hybrid Proximal-Extragradient method under the large-step condition
Benar Fux Svaiter
In this note we review the iteration-complexity of a relaxed Hybrid-Proximal Extragradient Method under the large step condition. We also derive some useful proprieties of this met…
Inexact cuts in SDDP applied to multistage stochastic nondifferentiable problems
Vincent Guigues, Renato Monteiro, Benar Svaiter
In [13], an Inexact variant of Stochastic Dual Dynamic Programming (SDDP) called ISDDP was introduced which uses approximate (instead of exact with SDDP) primal dual solutions of t…
A simplified proof of weak convergence in Douglas-Rachford method to a solution of the unnderlying inclusion problem
Benar F. Svaiter
Douglas-Rachford method is a splitting algorithm for finding a zero of the sum of two maximal monotone operators. Weak convergence in this method to a solution of the underlying mo…
Holder continuity of the steepest descent direction for multiobjective optimization
Benar Fux Svaiter
The aim of this manuscript is to characterize the continuity properties of the multiobjective steepest descent direction for smooth objective functions. We will show that this dire…
Iteration-complexity of a Rockafellar's proximal method of multipliers for convex programming based on second-order approximations
M. Marques Alves, R. D. C. Monteiro, Benar F. Svaiter
This paper studies the iteration-complexity of a new primal-dual algorithm based on Rockafellar's proximal method of multipliers (PMM) for solving smooth convex programming problem…