This year’s Proms focus on Latin America in the year the Olympic Games go to Rio de Janeiro heats up with a visit from the São Paulo Symphony Orchestra under its charismatic conductor Marin Alsop. Their concert is bookended by infectious, furious dances from Marlos Nobre and Rachmaninov. In between comes music from the doyen of South American composers, Heitor Villa-Lobos, and a performance of Grieg’s Piano Concerto for which the orchestra is joined by Venezuelan pianist Gabriela Montero.