35 citations · 108 across the 23 of their papers we have counts for
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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…
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…
Accelerated Inexact Composite Gradient Methods for Nonconvex Spectral Optimization Problems
Weiwei Kong, Renato D. C. Monteiro
This paper presents two inexact composite gradient methods, one inner accelerated and another doubly accelerated, for solving a class of nonconvex spectral composite optimization p…
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…
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 proximal bundle variant with optimal iteration-complexity for a large range of prox stepsizes
Jiaming Liang, Renato D. C. Monteiro
This paper presents a proximal bundle variant, namely, the relaxed proximal bundle (RPB) method, for solving convex nonsmooth composite optimization problems. Like other proximal b…