Mikhail V. Solodov

Affiliations:
  • National Institute for Pure and Applied Mathematics, Rio de Janeiro, Brazil


According to our database1, Mikhail V. Solodov authored at least 87 papers between 1993 and 2024.

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Bibliography

2024
The Levenberg-Marquardt method: an overview of modern convergence theories and more.
Comput. Optim. Appl., September, 2024

2023
Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets.
SIAM J. Optim., September, 2023

Convergence rate estimates for penalty methods revisited.
Comput. Optim. Appl., July, 2023

Increasing reliability of price signals in long term energy management problems.
Comput. Optim. Appl., July, 2023

Special Issue: Hierarchical Optimization.
Math. Program., April, 2023

A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods.
SIAM J. Optim., March, 2023

2022
Perturbed Augmented Lagrangian Method Framework with Applications to Proximal and Smoothed Variants.
J. Optim. Theory Appl., 2022

2021
Unit stepsize for the Newton method close to critical solutions.
Math. Program., 2021

A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming.
Math. Program., 2021

Accelerating convergence of the globalized Newton method to critical solutions of nonlinear equations.
Comput. Optim. Appl., 2021

Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games.
Comput. Optim. Appl., 2021

2020
On the cost of solving augmented Lagrangian subproblems.
Math. Program., 2020

A class of Benders decomposition methods for variational inequalities.
Comput. Optim. Appl., 2020

2019
Multiplier Stabilization Applied to Two-Stage Stochastic Programs.
J. Optim. Theory Appl., 2019

Local Attractors of Newton-Type Methods for Constrained Equations and Complementarity Problems with Nonisolated Solutions.
J. Optim. Theory Appl., 2019

A globally convergent Levenberg-Marquardt method for equality-constrained optimization.
Comput. Optim. Appl., 2019

2018
Critical solutions of nonlinear equations: stability issues.
Math. Program., 2018

Critical solutions of nonlinear equations: local attraction for Newton-type methods.
Math. Program., 2018

A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points.
Comput. Optim. Appl., 2018

2016
A Globally Convergent LP-Newton Method.
SIAM J. Optim., 2016

Some new facts about sequential quadratic programming methods employing second derivatives.
Optim. Methods Softw., 2016

A doubly stabilized bundle method for nonsmooth convex optimization.
Math. Program., 2016

An approximation scheme for a class of risk-averse stochastic equilibrium problems.
Math. Program., 2016

Globalizing Stabilized Sequential Quadratic Programming Method by Smooth Primal-Dual Exact Penalty Function.
J. Optim. Theory Appl., 2016

A proximal bundle method for nonsmooth nonconvex functions with inexact information.
Comput. Optim. Appl., 2016

Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions.
Comput. Optim. Appl., 2016

2015
Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework.
Optim. Methods Softw., 2015

Newton-Type Methods: A Broader View.
J. Optim. Theory Appl., 2015

Combining stabilized SQP with the augmented Lagrangian algorithm.
Comput. Optim. Appl., 2015

Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption.
Comput. Optim. Appl., 2015

2014
A class of Dantzig-Wolfe type decomposition methods for variational inequality problems.
Math. Program., 2014

On error bounds and Newton-type methods for generalized Nash equilibrium problems.
Comput. Optim. Appl., 2014

2013
A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems.
Math. Program., 2013

2012
Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints.
SIAM J. Optim., 2012

Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition.
SIAM J. Optim., 2012

Stabilized SQP revisited.
Math. Program., 2012

Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints.
Comput. Optim. Appl., 2012

Solving generation expansion planning problems with environmental constraints by a bundle method.
Comput. Manag. Sci., 2012

2011
Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints.
Optim. Methods Softw., 2011

On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers.
Math. Program., 2011

2010
A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems.
SIAM J. Optim., 2010

Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization.
SIAM J. Optim., 2010

Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems.
Math. Program., 2010

Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization.
Comput. Optim. Appl., 2010

2009
Implicit Lagrangian.
Proceedings of the Encyclopedia of Optimization, Second Edition, 2009

Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique.
SIAM J. Optim., 2009

Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences.
Math. Program., 2009

A bundle-filter method for nonsmooth convex constrained optimization.
Math. Program., 2009

On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions.
Math. Program., 2009

Mathematical Programs with Vanishing Constraints: Optimality Conditions, Sensitivity, and a Relaxation Method.
J. Optimization Theory and Applications, 2009

Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints.
Comput. Optim. Appl., 2009

2008
A Class of Inexact Variable Metric Proximal Point Algorithms.
SIAM J. Optim., 2008

An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints.
SIAM J. Optim., 2008

On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems.
Comput. Optim. Appl., 2008

2007
A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems.
SIAM J. Optim., 2007

2005
An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter.
SIAM J. Optim., 2005

A Class of Active-Set Newton Methods for Mixed ComplementarityProblems.
SIAM J. Optim., 2005

A note on solution sensitivity for Karush-Kuhn-Tucker systems.
Math. Methods Oper. Res., 2005

2004
Newton-Type Methods for Optimization Problems without Constraint Qualifications.
SIAM J. Optim., 2004

A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework.
Optim. Methods Softw., 2004

Foreword: special issue for the 70th birthday of professor Olvi Mangasarian.
Optim. Methods Softw., 2004

On the Sequential Quadratically Constrained Quadratic Programming Methods.
Math. Oper. Res., 2004

2003
Convergence rate analysis of iteractive algorithms for solving variational inequality problems.
Math. Program., 2003

Karush-Kuhn-Tucker systems: regularity conditions, error bounds and a class of Newton-type methods.
Math. Program., 2003

2002
Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems.
SIAM J. Optim., 2002

Complementarity Constraint Qualification via the Theory of 2-Regularity.
SIAM J. Optim., 2002

Optimality Conditions for Irregular Inequality-Constrained Problems.
SIAM J. Control. Optim., 2002

A new proximal-based globalization strategy for the Josephy-Newton method for variational inequalities.
Optim. Methods Softw., 2002

The Theory of 2-Regularity for Mappings with Lipschitzian Deriatives and its Applications to Optimality Conditions.
Math. Oper. Res., 2002

Parallel Variable Distribution for Constrained Optimization.
Comput. Optim. Appl., 2002

On optimality conditions for cone-constrained optimization.
Proceedings of the 41st IEEE Conference on Decision and Control, 2002

2001
Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications.
Math. Program., 2001

2000
A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem.
SIAM J. Optim., 2000

Error bounds for proximal point subproblems and associated inexact proximal point algorithms.
Math. Program., 2000

Forcing strong convergence of proximal point iterations in a Hilbert space.
Math. Program., 2000

An Inexact Hybrid Generalized Proximal Point Algorithm and Some New Results on the Theory of Bregman Functions.
Math. Oper. Res., 2000

Some Methods Based on the D-Gap Function for Solving Monotone Variational Inequalities.
Comput. Optim. Appl., 2000

1999
Some Optimization Reformulations of the Extended Linear Complementarity Problem.
Comput. Optim. Appl., 1999

A Linearly Convergent Derivative-Free Descent Method for Strongly Monotone Complementarity Problems.
Comput. Optim. Appl., 1999

Parallel Constrained Optimization via Distribution of Variables.
Proceedings of the Euro-Par '99 Parallel Processing, 5th International Euro-Par Conference, Toulouse, France, August 31, 1999

1998
On the Convergence of Constrained Parallel Variable Distribution Algorithms.
SIAM J. Optim., 1998

On the projected subgradient method for nonsmooth convex optimization in a Hilbert space.
Math. Program., 1998

Incremental Gradient Algorithms with Stepsizes Bounded Away from Zero.
Comput. Optim. Appl., 1998

1997
New Inexact Parallel Variable Distribution Algorithms.
Comput. Optim. Appl., 1997

1994
New Error Bounds for the Linear Complementarity Problem.
Math. Oper. Res., 1994

1993
Nonlinear complementarity as unconstrained and constrained minimization.
Math. Program., 1993

Backpropagation Convergence via Deterministic Nonmonotone Perturbed Minimization.
Proceedings of the Advances in Neural Information Processing Systems 6, 1993


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