Mikhail V. Solodov

Publication Activity (10 Years)

Years Active: 1993-2024
Publications (10 Years): 26

Top Topics

Decomposition Methods

Nonlinear Equations

Variational Inequalities

Convex Optimization

Top Venues

Comput. Optim. Appl.

J. Optim. Theory Appl.

Publications

Andreas Fischer, Alexey F. Izmailov, Mikhail V. Solodov
The Levenberg-Marquardt method: an overview of modern convergence theories and more. Comput. Optim. Appl. 89 (1) (2024)
Felipe Atenas, Claudia A. Sagastizábal, Paulo J. S. Silva, Mikhail V. Solodov
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods. SIAM J. Optim. 33 (1) (2023)
Guillaume Erbs, Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov
Increasing reliability of price signals in long term energy management problems. Comput. Optim. Appl. 85 (3) (2023)
Kristin P. Bennett, Michael C. Ferris, Jong-Shi Pang, Mikhail V. Solodov, Stephen J. Wright
Special Issue: Hierarchical Optimization. Math. Program. 198 (2) (2023)
Juan Pablo Luna, Claudia A. Sagastizábal, Julia Filiberti Allen, Steven A. Gabriel, Mikhail V. Solodov
Regularized Equilibrium Problems with Equilibrium Constraints with Application to Energy Markets. SIAM J. Optim. 33 (3) (2023)
Alexey F. Izmailov, Mikhail V. Solodov
Convergence rate estimates for penalty methods revisited. Comput. Optim. Appl. 85 (3) (2023)
Alexey F. Izmailov, Mikhail V. Solodov
Perturbed Augmented Lagrangian Method Framework with Applications to Proximal and Smoothed Variants. J. Optim. Theory Appl. 193 (1) (2022)
Pedro Borges, Claudia A. Sagastizábal, Mikhail V. Solodov
A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming. Math. Program. 189 (1) (2021)
Andreas Fischer, Alexey F. Izmailov, Mikhail V. Solodov
Unit stepsize for the Newton method close to critical solutions. Math. Program. 187 (1) (2021)
Pedro Borges, Claudia A. Sagastizábal, Mikhail V. Solodov
Decomposition Algorithms for Some Deterministic and Two-Stage Stochastic Single-Leader Multi-Follower Games. Comput. Optim. Appl. 78 (3) (2021)
Andreas Fischer, Alexey F. Izmailov, Mikhail V. Solodov
Accelerating convergence of the globalized Newton method to critical solutions of nonlinear equations. Comput. Optim. Appl. 78 (1) (2021)
Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
A class of Benders decomposition methods for variational inequalities. Comput. Optim. Appl. 76 (3) (2020)
Damián R. Fernández, Mikhail V. Solodov
On the cost of solving augmented Lagrangian subproblems. Math. Program. 182 (1) (2020)
Andreas Fischer, Alexey F. Izmailov, Mikhail V. Solodov
Local Attractors of Newton-Type Methods for Constrained Equations and Complementarity Problems with Nonisolated Solutions. J. Optim. Theory Appl. 180 (1) (2019)
Alexey F. Izmailov, Mikhail V. Solodov, E. I. Uskov
A globally convergent Levenberg-Marquardt method for equality-constrained optimization. Comput. Optim. Appl. 72 (1) (2019)
Clara Lage, Claudia A. Sagastizábal, Mikhail V. Solodov
Multiplier Stabilization Applied to Two-Stage Stochastic Programs. J. Optim. Theory Appl. 183 (1) (2019)
Andreas Fischer, Markus Herrich, Alexey F. Izmailov, Wladimir Scheck, Mikhail V. Solodov
A globally convergent LP-Newton method for piecewise smooth constrained equations: escaping nonstationary accumulation points. Comput. Optim. Appl. 69 (2) (2018)
Alexey F. Izmailov, Alexey S. Kurennoy, Mikhail V. Solodov
Critical solutions of nonlinear equations: stability issues. Math. Program. 168 (1-2) (2018)
Alexey F. Izmailov, Alexey S. Kurennoy, Mikhail V. Solodov
Critical solutions of nonlinear equations: local attraction for Newton-type methods. Math. Program. 167 (2) (2018)
Alexey F. Izmailov, Mikhail V. Solodov
Some new facts about sequential quadratic programming methods employing second derivatives. Optim. Methods Softw. 31 (6) (2016)
Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
An approximation scheme for a class of risk-averse stochastic equilibrium problems. Math. Program. 157 (2) (2016)
Andreas Fischer, Markus Herrich, Alexey F. Izmailov, Mikhail V. Solodov
Convergence conditions for Newton-type methods applied to complementarity systems with nonisolated solutions. Comput. Optim. Appl. 63 (2) (2016)
Andreas Fischer, Markus Herrich, Alexey F. Izmailov, Mikhail V. Solodov
A Globally Convergent LP-Newton Method. SIAM J. Optim. 26 (4) (2016)
Alexey F. Izmailov, Mikhail V. Solodov, E. I. Uskov
Globalizing Stabilized Sequential Quadratic Programming Method by Smooth Primal-Dual Exact Penalty Function. J. Optim. Theory Appl. 169 (1) (2016)
Welington de Oliveira, Mikhail V. Solodov
A doubly stabilized bundle method for nonsmooth convex optimization. Math. Program. 156 (1-2) (2016)
Warren L. Hare, Claudia A. Sagastizábal, Mikhail V. Solodov
A proximal bundle method for nonsmooth nonconvex functions with inexact information. Comput. Optim. Appl. 63 (1) (2016)
Alexey F. Izmailov, Alexey S. Kurennoy, Mikhail V. Solodov
Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption. Comput. Optim. Appl. 60 (1) (2015)
Alexey F. Izmailov, Alexey S. Kurennoy, Mikhail V. Solodov
Some composite-step constrained optimization methods interpreted via the perturbed sequential quadratic programming framework. Optim. Methods Softw. 30 (3) (2015)
Alexey F. Izmailov, Mikhail V. Solodov
Newton-Type Methods: A Broader View. J. Optim. Theory Appl. 164 (2) (2015)
Alexey F. Izmailov, Mikhail V. Solodov, E. I. Uskov
Combining stabilized SQP with the augmented Lagrangian algorithm. Comput. Optim. Appl. 62 (2) (2015)
Alexey F. Izmailov, Mikhail V. Solodov
On error bounds and Newton-type methods for generalized Nash equilibrium problems. Comput. Optim. Appl. 59 (1-2) (2014)
Juan Pablo Luna, Claudia A. Sagastizábal, Mikhail V. Solodov
A class of Dantzig-Wolfe type decomposition methods for variational inequality problems. Math. Program. 143 (1-2) (2014)
Alexey F. Izmailov, Alexey S. Kurennoy, Mikhail V. Solodov
A note on upper Lipschitz stability, error bounds, and critical multipliers for Lipschitz-continuous KKT systems. Math. Program. 142 (1-2) (2013)
Alexey F. Izmailov, Mikhail V. Solodov, E. I. Uskov
Global Convergence of Augmented Lagrangian Methods Applied to Optimization Problems with Degenerate Constraints, Including Problems with Complementarity Constraints. SIAM J. Optim. 22 (4) (2012)
Damián R. Fernández, Mikhail V. Solodov
Local Convergence of Exact and Inexact Augmented Lagrangian Methods under the Second-Order Sufficient Optimality Condition. SIAM J. Optim. 22 (2) (2012)
Claudia A. Sagastizábal, Mikhail V. Solodov
Solving generation expansion planning problems with environmental constraints by a bundle method. Comput. Manag. Sci. 9 (2) (2012)
Alexey F. Izmailov, A. L. Pogosyan, Mikhail V. Solodov
Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints. Comput. Optim. Appl. 51 (1) (2012)
Alexey F. Izmailov, Mikhail V. Solodov
Stabilized SQP revisited. Math. Program. 133 (1-2) (2012)
Alexey F. Izmailov, A. L. Pogosyan, Mikhail V. Solodov
Semismooth SQP method for equality-constrained optimization problems with an application to the lifted reformulation of mathematical programs with complementarity constraints. Optim. Methods Softw. 26 (4-5) (2011)
Alexey F. Izmailov, Mikhail V. Solodov
On attraction of linearly constrained Lagrangian methods and of stabilized and quasi-Newton SQP methods to critical multipliers. Math. Program. 126 (2) (2011)
Alexey F. Izmailov, Mikhail V. Solodov
A Truncated SQP Method Based on Inexact Interior-Point Solutions of Subproblems. SIAM J. Optim. 20 (5) (2010)
Damián R. Fernández, Alexey F. Izmailov, Mikhail V. Solodov
Sharp Primal Superlinear Convergence Results for Some Newtonian Methods for Constrained Optimization. SIAM J. Optim. 20 (6) (2010)
Damián R. Fernández, Mikhail V. Solodov
Stabilized sequential quadratic programming for optimization and a stabilized Newton-type method for variational problems. Math. Program. 125 (1) (2010)
Alexey F. Izmailov, Mikhail V. Solodov
Inexact Josephy-Newton framework for generalized equations and its applications to local analysis of Newtonian methods for constrained optimization. Comput. Optim. Appl. 46 (2) (2010)
Alexey F. Izmailov, Mikhail V. Solodov
Mathematical Programs with Vanishing Constraints: Optimality Conditions, Sensitivity, and a Relaxation Method. J. Optimization Theory and Applications 142 (3) (2009)
Elizabeth W. Karas, Ademir A. Ribeiro, Claudia A. Sagastizábal, Mikhail V. Solodov
A bundle-filter method for nonsmooth convex constrained optimization. Math. Program. 116 (1-2) (2009)
Mikhail V. Solodov
Global convergence of an SQP method without boundedness assumptions on any of the iterative sequences. Math. Program. 118 (1) (2009)
Alexey F. Izmailov, Mikhail V. Solodov
Examples of dual behaviour of Newton-type methods on optimization problems with degenerate constraints. Comput. Optim. Appl. 42 (2) (2009)
Alexey F. Izmailov, Mikhail V. Solodov
On attraction of Newton-type iterates to multipliers violating second-order sufficiency conditions. Math. Program. 117 (1-2) (2009)
Aris Daniilidis, Claudia A. Sagastizábal, Mikhail V. Solodov
Identifying Structure of Nonsmooth Convex Functions by the Bundle Technique. SIAM J. Optim. 20 (2) (2009)
Lisandro A. Parente, Pablo A. Lotito, Mikhail V. Solodov
A Class of Inexact Variable Metric Proximal Point Algorithms. SIAM J. Optim. 19 (1) (2008)
Alexey F. Izmailov, Mikhail V. Solodov
An Active-Set Newton Method for Mathematical Programs with Complementarity Constraints. SIAM J. Optim. 19 (3) (2008)
Damián R. Fernández, Mikhail V. Solodov
On local convergence of sequential quadratically-constrained quadratic-programming type methods, with an extension to variational problems. Comput. Optim. Appl. 39 (2) (2008)
Mikhail V. Solodov
A Bundle Method for a Class of Bilevel Nonsmooth Convex Minimization Problems. SIAM J. Optim. 18 (1) (2007)
Claudia A. Sagastizábal, Mikhail V. Solodov
An Infeasible Bundle Method for Nonsmooth Convex Constrained Optimization without a Penalty Function or a Filter. SIAM J. Optim. 16 (1) (2005)
Alexey F. Izmailov, Mikhail V. Solodov
A note on solution sensitivity for Karush-Kuhn-Tucker systems. Math. Methods Oper. Res. 61 (3) (2005)
A. N. Daryina, Alexey F. Izmailov, Mikhail V. Solodov
A Class of Active-Set Newton Methods for Mixed ComplementarityProblems. SIAM J. Optim. 15 (2) (2005)
Alexey F. Izmailov, Mikhail V. Solodov
Newton-Type Methods for Optimization Problems without Constraint Qualifications. SIAM J. Optim. 15 (1) (2004)
Mikhail V. Solodov
On the Sequential Quadratically Constrained Quadratic Programming Methods. Math. Oper. Res. 29 (1) (2004)
Mikhail V. Solodov
A class of decomposition methods for convex optimization and monotone variational inclusions via the hybrid inexact proximal point framework. Optim. Methods Softw. 19 (5) (2004)
Michael C. Ferris, Mikhail V. Solodov
Foreword: special issue for the 70th birthday of professor Olvi Mangasarian. Optim. Methods Softw. 19 (5) (2004)
Mikhail V. Solodov
Convergence rate analysis of iteractive algorithms for solving variational inequality problems. Math. Program. 96 (3) (2003)
Alexey F. Izmailov, Mikhail V. Solodov
Karush-Kuhn-Tucker systems: regularity conditions, error bounds and a class of Newton-type methods. Math. Program. 95 (3) (2003)
Mikhail V. Solodov, Benar Fux Svaiter
A new proximal-based globalization strategy for the Josephy-Newton method for variational inequalities. Optim. Methods Softw. 17 (5) (2002)
Alexey F. Izmailov, Mikhail V. Solodov
Optimality Conditions for Irregular Inequality-Constrained Problems. SIAM J. Control. Optim. 40 (4) (2002)
Claudia A. Sagastizábal, Mikhail V. Solodov
Parallel Variable Distribution for Constrained Optimization. Comput. Optim. Appl. 22 (1) (2002)
Alexey F. Izmailov, Mikhail V. Solodov
The Theory of 2-Regularity for Mappings with Lipschitzian Deriatives and its Applications to Optimality Conditions. Math. Oper. Res. 27 (3) (2002)
Alexey F. Izmailov, Mikhail V. Solodov
On optimality conditions for cone-constrained optimization. CDC (2002)
Alexey F. Izmailov, Mikhail V. Solodov
Superlinearly Convergent Algorithms for Solving Singular Equations and Smooth Reformulations of Complementarity Problems. SIAM J. Optim. 13 (2) (2002)
Alexey F. Izmailov, Mikhail V. Solodov
Complementarity Constraint Qualification via the Theory of 2-Regularity. SIAM J. Optim. 13 (2) (2002)
Alexey F. Izmailov, Mikhail V. Solodov
Error bounds for 2-regular mappings with Lipschitzian derivatives and their applications. Math. Program. 89 (3) (2001)
Mikhail V. Solodov, Benar Fux Svaiter
Error bounds for proximal point subproblems and associated inexact proximal point algorithms. Math. Program. 88 (2) (2000)
Mikhail V. Solodov, Benar Fux Svaiter
Forcing strong convergence of proximal point iterations in a Hilbert space. Math. Program. 87 (1) (2000)
Mikhail V. Solodov, Benar Fux Svaiter
A Truly Globally Convergent Newton-Type Method for the Monotone Nonlinear Complementarity Problem. SIAM J. Optim. 10 (2) (2000)
Mikhail V. Solodov, Benar Fux Svaiter
An Inexact Hybrid Generalized Proximal Point Algorithm and Some New Results on the Theory of Bregman Functions. Math. Oper. Res. 25 (2) (2000)
Olvi L. Mangasarian, Mikhail V. Solodov
A Linearly Convergent Derivative-Free Descent Method for Strongly Monotone Complementarity Problems. Comput. Optim. Appl. 14 (1) (1999)
Claudia A. Sagastizábal, Mikhail V. Solodov
Parallel Constrained Optimization via Distribution of Variables. Euro-Par (1999)
Mikhail V. Solodov
Incremental Gradient Algorithms with Stepsizes Bounded Away from Zero. Comput. Optim. Appl. 11 (1) (1998)
Ya. I. Alber, Alfredo N. Iusem, Mikhail V. Solodov
On the projected subgradient method for nonsmooth convex optimization in a Hilbert space. Math. Program. 81 (1998)
Z.-Q. Luo, O. L. Mangasarian, J. Ren, Mikhail V. Solodov
New Error Bounds for the Linear Complementarity Problem. Math. Oper. Res. 19 (4) (1994)
Olvi L. Mangasarian, Mikhail V. Solodov
Backpropagation Convergence via Deterministic Nonmonotone Perturbed Minimization. NIPS (1993)
Olvi L. Mangasarian, Mikhail V. Solodov
Nonlinear complementarity as unconstrained and constrained minimization. Math. Program. 62 (1993)