Search Results - person:"Solodov, M."

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Local convergence of the method of multipliers for variational and optimization problems under the noncriticality assumption

Izmailov, A.; Kurennoy, A.; Solodov, M. - In: Computational Optimization and Applications 60 (2015) 1, pp. 111-140

We present a local convergence analysis of the method of multipliers for equality-constrained variational problems (in the special case of optimization, also called the augmented Lagrangian method) under the sole assumption that the dual starting point is close to a noncritical Lagrange...

Persistent link: https://www.econbiz.de/10011151831

Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it

Izmailov, A.; Solodov, M. - In: TOP: An Official Journal of the Spanish Society of … 23 (2015) 1, pp. 1-26

<Para ID="Par1">We discuss a certain special subset of Lagrange multipliers, called critical, which usually exist when multipliers associated to a given solution are not unique. This kind of multipliers appear to be important for a number of reasons, some understood better, some (currently) not fully. What is...</para>

Persistent link: https://www.econbiz.de/10011241036

Critical Lagrange multipliers : what we currently know about them, how they spoil our lives, and what we can do about it

Izmailov, A. F.; Solodov, M. V. - In: Top : transactions in operations research 23 (2015) 1, pp. 1-26

Persistent link: https://www.econbiz.de/10010517979

Rejoinder on: Critical Lagrange multipliers: what we currently know about them, how they spoil our lives, and what we can do about it

Izmailov, A.; Solodov, M. - In: TOP: An Official Journal of the Spanish Society of … 23 (2015) 1, pp. 48-52

Persistent link: https://www.econbiz.de/10011241035

Comments on: Critical Lagrange multipliers : what we currently know about them, how they spoil our lives, and what we can do about it

Fischer, Andreas - In: Top : transactions in operations research 23 (2015) 1, pp. 27-31

Persistent link: https://www.econbiz.de/10011406972

Comments on: Critical Lagrange multipliers : what we currently know about them, how they spoil our lives, and what we can do about it

Martínez, J. M. - In: Top : transactions in operations research 23 (2015) 1, pp. 32-34

Persistent link: https://www.econbiz.de/10011406973

Comments on: Critical Lagrange multipliers : what we currently know about them, how they spoil our lives, and what we can do about it

Morduchovič, Boris S. - In: Top : transactions in operations research 23 (2015) 1, pp. 35-42

Persistent link: https://www.econbiz.de/10011406974

Comments on: Critical Lagrange multipliers : what we currently know about them, how they spoil our lives, and what we can do about it

Robinson, Daniel P. - In: Top : transactions in operations research 23 (2015) 1, pp. 43-47

Persistent link: https://www.econbiz.de/10011406975

Rejoinder on: Critical Lagrange multipliers : what we currently know about them, how they spoil our lives, and what we can do about it

Izmailov, A. F.; Solodov, M. V. - In: Top : transactions in operations research 23 (2015) 1, pp. 48-52

Persistent link: https://www.econbiz.de/10011406976

Semismooth Newton method for the lifted reformulation of mathematical programs with complementarity constraints

Izmailov, A.; Pogosyan, A.; Solodov, M. - In: Computational Optimization and Applications 51 (2012) 1, pp. 199-221

Persistent link: https://www.econbiz.de/10010998333