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 2021-10-01 to 2025-10-01.)

Article	Citations
Special issue for SIMAI 2020–2021: large-scale optimization and applications	52
Average curvature FISTA for nonconvex smooth composite optimization problems	41
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	31
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
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints	25
Constrained and unconstrained deep image prior optimization models with automatic regularization	25
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	23
A nonsmooth primal-dual method with interwoven PDE constraint solver	22
Parametric shape optimization using the support function	20
Adaptive dipole-like parameter calibration of complex black-box continuous processes	20
Formulations and algorithms for the simple cycle problem	19
Derivative-free methods for mixed-integer nonsmooth constrained optimization	18
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions	18
Preprocessing and valid inequalities for exact detection of critical nodes via integer programming	17
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation	17
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution	16
Variable metric proximal stochastic gradient methods with additional sampling	15
Behavioral portfolio optimization via cumulative prospect theory with a symmetric alternating direction method of multipliers	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
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints	13
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	12
Strong global convergence properties of algorithms for nonlinear symmetric cone programming	12
A randomized feasible algorithm for optimization with orthogonal constraints	12

An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems	12
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	11
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
Distributed stochastic compositional optimization problems over directed networks	10
Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids	10
The continuous stochastic gradient method: part I–convergence theory	10
Adversarial perturbations of physical signals	10
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems	10
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms	10
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization	9
Inertial alternating direction method of multipliers for non-convex non-smooth optimization	9
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines	9
A heuristic algorithm for the cluster editing problem	9
Quantifying uncertainty with ensembles of surrogates for blackbox optimization	9
Modeling design and control problems involving neural network surrogates	9
Bregman primal–dual first-order method and application to sparse semidefinite programming	8
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity	8
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I	8
An inexact Riemannian proximal gradient method	8
Correction to: The continuous stochastic gradient method: part II–application and numerics	8
A distributed algorithm for high-dimension convex quadratically constrained quadratic programs	8
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming	8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor	8
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs	8
Second order shape optimization for an interface identification problem constrained by nonlocal models	7
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints	7
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions	7
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	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
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space	7
Accelerated forward–backward algorithms for structured monotone inclusions	7
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs	7
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems	7
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing	7
A nested primal–dual iterated Tikhonov method for regularized convex optimization	6
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints	6
On the inexact scaled gradient projection method	6
On the solution stability of parabolic optimal control problems	6
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	6
Simple approximative algorithms for free-support Wasserstein barycenters	6
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	6
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization	6
Multiobjective BFGS method for optimization on Riemannian manifolds	6
A proximal gradient method with an explicit line search for multiobjective optimization	6
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data	6
Convergence rates for an inexact linearized ADMM for nonsmooth nonconvex optimization with nonlinear equality constraints	6

Efficient training of Gaussian processes with tensor product structure	6
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization	6
From inexact optimization to learning via gradient concentration	6
Value of risk aversion in perishable products supply chain management	6
Branch-and-Model: a derivative-free global optimization algorithm	6
An adaptive trust-region method without function evaluations	6
Eigenvalue programming beyond matrices	6
Proximal-stabilized semidefinite programming	6
Leveraging special-purpose hardware for local search heuristics	5
A note on the convergence of deterministic gradient sampling in nonsmooth optimization	5
COAP 2020 best paper prize	5
An accelerated proximal gradient method for multiobjective optimization	5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems	5
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization	5
Quadratic convex reformulations for a class of complex quadratic programming problems	5
Stochastic Steffensen method	5
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method	5
A general preconditioner for a class of vertical tensor complementarity problems	5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC	5
Stochastic projective splitting	5
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems	5
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization	5
Randomized Kaczmarz methods for tensor complementarity problems	5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions	5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems	5
The Levenberg–Marquardt method: an overview of modern convergence theories and more	4
An arc-search interior-point algorithm for nonlinear constrained optimization	4
On initial point selection of the steepest descent algorithm for general quadratic functions	4
A subgradient method with non-monotone line search	4
A Bregman–Kaczmarz method for nonlinear systems of equations	4
A general variable neighborhood search for the cyclic antibandwidth problem	4
A flexible gradient tracking algorithmic framework for decentralized optimization	4
DC Semidefinite programming and cone constrained DC optimization I: theory	4
DC semidefinite programming and cone constrained DC optimization II: local search methods	4
COAP 2021 Best Paper Prize	4
A second-order sequential optimality condition for nonlinear second-order cone programming problems	4
A trust-region approach for computing Pareto fronts in multiobjective optimization	4
Distributed forward-backward methods for ring networks	4
A two-level distributed algorithm for nonconvex constrained optimization	4
Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization	4
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule	4
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares	4
Efficient differentiable quadratic programming layers: an ADMM approach	4
Speeding up L-BFGS by direct approximation of the inverse Hessian matrix	4
Learning to accelerate tightening of convex relaxations of the AC optimal power flow problem	4
Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS	4
MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization	4
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition	4
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs	4
Linearization and parallelization schemes for convex mixed-integer nonlinear optimization	4
On the acceleration of the Barzilai–Borwein method	4