OOIR: Observatory of International Research

Papers

(The TQCC of Computational Optimization and Applications is 4. The table below lists those papers that are above that threshold based on CrossRef citation counts [max. 250 papers]. The publications cover those that have been published in the past four years, i.e., from 2021-09-01 to 2025-09-01.)

Article	Citations
Special issue for SIMAI 2020–2021: large-scale optimization and applications	50
Average curvature FISTA for nonconvex smooth composite optimization problems	37
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	30
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations	30
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors	27
Parametric shape optimization using the support function	25
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints	24
A nonsmooth primal-dual method with interwoven PDE constraint solver	20
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	20
Constrained and unconstrained deep image prior optimization models with automatic regularization	18
Adaptive dipole-like parameter calibration of complex black-box continuous processes	18
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation	17
Preprocessing and valid inequalities for exact detection of critical nodes via integer programming	17
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions	17
Derivative-free methods for mixed-integer nonsmooth constrained optimization	16
Variable metric proximal stochastic gradient methods with additional sampling	15
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution	15
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints	14
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function	13
Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems	13
Behavioral portfolio optimization via cumulative prospect theory with a symmetric alternating direction method of multipliers	12
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems	12
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	12
Two limited-memory optimization methods with minimum violation of the previous secant conditions	12
Strong global convergence properties of algorithms for nonlinear symmetric cone programming	12

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials	11
Full-low evaluation methods for bound and linearly constrained derivative-free optimization	11
Adversarial perturbations of physical signals	11
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	11
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms	10
Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids	10
Modeling design and control problems involving neural network surrogates	10
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines	10
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems	10
Distributed stochastic compositional optimization problems over directed networks	10
A randomized feasible algorithm for optimization with orthogonal constraints	9
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs	9
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization	9
Correction to: The continuous stochastic gradient method: part II–application and numerics	9
Quantifying uncertainty with ensembles of surrogates for blackbox optimization	9
The continuous stochastic gradient method: part I–convergence theory	9
Inertial alternating direction method of multipliers for non-convex non-smooth optimization	9
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I	8
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity	8
Bregman primal–dual first-order method and application to sparse semidefinite programming	8
An inexact Riemannian proximal gradient method	8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor	8
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming	8
A distributed algorithm for high-dimension convex quadratically constrained quadratic programs	8
Accelerated forward–backward algorithms for structured monotone inclusions	7
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints	7
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems	7
Recycling basic columns of the splitting preconditioner in interior point methods	7
A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties	7
The continuous stochastic gradient method: part II–application and numerics	7
Inexact log-domain interior-point methods for quadratic programming	7
Second order shape optimization for an interface identification problem constrained by nonlocal models	7
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs	7
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions	7
Eigenvalue programming beyond matrices	7
Branch-and-Model: a derivative-free global optimization algorithm	6
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	6
T-product factorization method for internet traffic data completion with spatio-temporal regularization	6
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space	6
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	6
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization	6
On the solution stability of parabolic optimal control problems	6
On the inexact scaled gradient projection method	6
Multiobjective BFGS method for optimization on Riemannian manifolds	6
Simple approximative algorithms for free-support Wasserstein barycenters	6
Efficient training of Gaussian processes with tensor product structure	6
Proximal-stabilized semidefinite programming	6
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data	6
Value of risk aversion in perishable products supply chain management	6
A proximal gradient method with an explicit line search for multiobjective optimization	6

Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization	6
A nested primal–dual iterated Tikhonov method for regularized convex optimization	6
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing	6
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	6
From inexact optimization to learning via gradient concentration	6
Stochastic projective splitting	5
Quadratic convex reformulations for a class of complex quadratic programming problems	5
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints	5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions	5
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule	5
Randomized Kaczmarz methods for tensor complementarity problems	5
An adaptive trust-region method without function evaluations	5
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems	5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems	5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC	5
Stochastic Steffensen method	5
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method	5
COAP 2020 best paper prize	5
Leveraging special-purpose hardware for local search heuristics	5
A note on the convergence of deterministic gradient sampling in nonsmooth optimization	5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems	5
A general preconditioner for a class of vertical tensor complementarity problems	5
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization	5
A flexible gradient tracking algorithmic framework for decentralized optimization	4
Efficient differentiable quadratic programming layers: an ADMM approach	4
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization	4
Linearization and parallelization schemes for convex mixed-integer nonlinear optimization	4
A general variable neighborhood search for the cyclic antibandwidth problem	4
Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS	4
Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization	4
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition	4
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares	4
Optimal portfolio selections via $$\ell _{1, 2}$$-norm regularization	4
An accelerated proximal gradient method for multiobjective optimization	4
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs	4
Learning to accelerate tightening of convex relaxations of the AC optimal power flow problem	4
A subgradient method with non-monotone line search	4
COAP 2021 Best Paper Prize	4
MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization	4
A two-level distributed algorithm for nonconvex constrained optimization	4
DC semidefinite programming and cone constrained DC optimization II: local search methods	4
DC Semidefinite programming and cone constrained DC optimization I: theory	4
On the acceleration of the Barzilai–Borwein method	4
A trust-region approach for computing Pareto fronts in multiobjective optimization	4
On initial point selection of the steepest descent algorithm for general quadratic functions	4
Distributed forward-backward methods for ring networks	4
The Levenberg–Marquardt method: an overview of modern convergence theories and more	4