35 citations · 108 across the 23 of their papers we have counts for
4 papers · 1 filter
Stochastic Dynamic Cutting Plane for multistage stochastic convex programs
Vincent Guigues, Renato Monteiro
We introduce StoDCuP (Stochastic Dynamic Cutting Plane), an extension of the Stochastic Dual Dynamic Programming (SDDP) algorithm to solve multistage stochastic convex optimization…
An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems
Jiaming Liang, Renato D. C. Monteiro
This paper presents an accelerated composite gradient (ACG) variant, referred to as the AC-ACG method, for solving nonconvex smooth composite minimization problems. As opposed to w…
An accelerated inexact proximal point method for solving nonconvex-concave min-max problems
Weiwei Kong, Renato D. C. Monteiro
This paper presents smoothing schemes for obtaining approximate stationary points of unconstrained or linearly-constrained composite nonconvex-concave min-max (and hence nonsmooth)…
A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems
Jiaming Liang, Renato D. C. Monteiro, Chee-Khian Sim
In this paper, we describe and establish iteration-complexity of two accelerated composite gradient (ACG) variants to solve a smooth nonconvex composite optimization problem whose…