Mathematical Programming

Article	Citations
A generic exact solver for vehicle routing and related problems	82
First-order optimization algorithms via inertial systems with Hessian driven damping	52
Understanding the acceleration phenomenon via high-resolution differential equations	34
Tikhonov regularization of a second order dynamical system with Hessian driven damping	30
Conservative set valued fields, automatic differentiation, stochastic gradient methods and deep learning	26
The sum-of-squares hierarchy on the sphere and applications in quantum information theory	25
Accelerated proximal point method for maximally monotone operators	23
Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets	22
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization	22
Riemannian proximal gradient methods	21
Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity	19
On the tightness of SDP relaxations of QCQPs	18
Generalized monotone operators and their averaged resolvents	18
Sparse regression at scale: branch-and-bound rooted in first-order optimization	17
Mixed-integer optimal control problems with switching costs: a shortest path approach	16
The generalized trust region subproblem: solution complexity and convex hull results	15
Optimal complexity and certification of Bregman first-order methods	15
On the linear convergence rates of exchange and continuous methods for total variation minimization	14
Prophet secretary through blind strategies	14
Inexact accelerated high-order proximal-point methods	14
Robust multidimensional pricing: separation without regret	14
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality	14
Adaptive regularization with cubics on manifolds	14
Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes	14
Mixed-integer optimal control under minimum dwell time constraints	13

Stochastic first-order methods for convex and nonconvex functional constrained optimization	13
From differential equation solvers to accelerated first-order methods for convex optimization	13
An augmented Lagrangian method for optimization problems with structured geometric constraints	13
Projective splitting with forward steps	12
Convergence rates for an inertial algorithm of gradient type associated to a smooth non-convex minimization	12
Statistical robustness in utility preference robust optimization models	12
Outer approximation for global optimization of mixed-integer quadratic bilevel problems	12
Dynamic flows with adaptive route choice	12
Distributionally robust stochastic programs with side information based on trimmings	11
Bootstrap robust prescriptive analytics	11
Ideal formulations for constrained convex optimization problems with indicator variables	11
Rates of superlinear convergence for classical quasi-Newton methods	11
A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming	11
On the local stability of semidefinite relaxations	11
Convergence of proximal solutions for evolution inclusions with time-dependent maximal monotone operators	11
A globally convergent proximal Newton-type method in nonsmooth convex optimization	11
Lower bounds for non-convex stochastic optimization	10
Sparse optimization on measures with over-parameterized gradient descent	10
Scalable subspace methods for derivative-free nonlinear least-squares optimization	10
New extremal principles with applications to stochastic and semi-infinite programming	10
Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion	10
A hybrid stochastic optimization framework for composite nonconvex optimization	10
An exact algorithm for robust influence maximization	9
On lower iteration complexity bounds for the convex concave saddle point problems	9
A control-theoretic perspective on optimal high-order optimization	9
A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization	9
An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians	9
Better and simpler error analysis of the Sinkhorn–Knopp algorithm for matrix scaling	9
On linear optimization over Wasserstein balls	9
Submodular function minimization and polarity	9
Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization	8
Lower bounds on the size of general branch-and-bound trees	8
Accelerating variance-reduced stochastic gradient methods	8
Stochastic quasi-gradient methods: variance reduction via Jacobian sketching	8
Sparse noncommutative polynomial optimization	8
Finitely convergent deterministic and stochastic iterative methods for solving convex feasibility problems	8
Inexact stochastic mirror descent for two-stage nonlinear stochastic programs	8
A frequency-domain analysis of inexact gradient methods	8
Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making	8
Stochastic Lipschitz dynamic programming	8
Semidefinite programming hierarchies for constrained bilinear optimization	8
Optimization on flag manifolds	7
Fair colorful k-center clustering	7
Iteratively reweighted least squares and slime mold dynamics: connection and convergence	7
Near-optimal analysis of Lasserre’s univariate measure-based bounds for multivariate polynomial optimization	7
Unit stepsize for the Newton method close to critical solutions	7
Complexity of branch-and-bound and cutting planes in mixed-integer optimization	7
Sum-of-squares hierarchies for binary polynomial optimization	7
Polynomial-time algorithms for multimarginal optimal transport problems with structure	7
Exact solution of network flow models with strong relaxations	7

Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens	7
Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations	7
Random projections for quadratic programs	7
The integrality number of an integer program	7
First-order inertial algorithms involving dry friction damping	7
Mixing convex-optimization bounds for maximum-entropy sampling	7
The condition number of a function relative to a set	7
Implications, conflicts, and reductions for Steiner trees	6
Unifying mirror descent and dual averaging	6
Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints	6
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming	6
Complexity of packing common bases in matroids	6
Non-convex nested Benders decomposition	6
A graph-based decomposition method for convex quadratic optimization with indicators	6
A Lagrange–Newton algorithm for sparse nonlinear programming	6
Constrained composite optimization and augmented Lagrangian methods	6
Error bounds and a condition number for the absolute value equations	6
The role of optimization in some recent advances in data-driven decision-making	6
Finding and verifying the nucleolus of cooperative games	6
Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems	6
Complexity of stochastic dual dynamic programming	6
Resolvent splitting for sums of monotone operators with minimal lifting	6
Parallel random block-coordinate forward–backward algorithm: a unified convergence analysis	6
Strong formulations for conic quadratic optimization with indicator variables	6
Sparse PSD approximation of the PSD cone	6
On the effective Putinar’s Positivstellensatz and moment approximation	6
A framework for generalized Benders’ decomposition and its application to multilevel optimization	6
Graph coloring with decision diagrams	6
First- and second-order high probability complexity bounds for trust-region methods with noisy oracles	6
Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization	6
A robust approach to warped Gaussian process-constrained optimization	5
A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs	5
A primal–dual algorithm for risk minimization	5
On the implementation and strengthening of intersection cuts for QCQPs	5
Dynamic probabilistic constraints under continuous random distributions	5
A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds	5
An exact penalty approach for optimization with nonnegative orthogonality constraints	5
A trust region method for noisy unconstrained optimization	5
A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models	5
An optimal gradient method for smooth strongly convex minimization	5
Convergence of the forward-backward algorithm: beyond the worst-case with the help of geometry	5
Revenue maximization in Stackelberg Pricing Games: beyond the combinatorial setting	5
Simple bilevel programming and extensions	5
Complexity of linear relaxations in integer programming	5
Extended formulations from communication protocols in output-efficient time	5
A solution framework for linear PDE-constrained mixed-integer problems	5
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling	5
Convex generalized Nash equilibrium problems and polynomial optimization	5
Revisiting the approximate Carathéodory problem via the Frank-Wolfe algorithm	5
Connecting optimization with spectral analysis of tri-diagonal matrices	5
Best approximation mappings in Hilbert spaces	5
Decomposition of arrow type positive semidefinite matrices with application to topology optimization	5
Global optimization using random embeddings	5
General bounds for incremental maximization	5
Box-total dual integrality, box-integrality, and equimodular matrices	5
Riemannian Optimization via Frank-Wolfe Methods	5
On the computation of equilibria in monotone and potential stochastic hierarchical games	5
Decreasing minimization on M-convex sets: background and structures	5
Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse	5
Idealness of k-wise intersecting families	5
Compactness and convergence rates in the combinatorial integral approximation decomposition	5
Existence of efficient and properly efficient solutions to problems of constrained vector optimization	5
Chance-constrained set covering with Wasserstein ambiguity	5
A computational status update for exact rational mixed integer programming	5
Scaled relative graphs: nonexpansive operators via 2D Euclidean geometry	5
Maximal quadratic-free sets	4
Semi-discrete optimal transport: hardness, regularization and numerical solution	4
SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs	4
Subregular recourse in nonlinear multistage stochastic optimization	4
A new contraction technique with applications to congruency-constrained cuts	4
Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy	4
About the complexity of two-stage stochastic IPs	4
Popular branchings and their dual certificates	4
The price of anarchy in routing games as a function of the demand	4
Empowering the configuration-IP: new PTAS results for scheduling with setup times	4
Sum-of-squares chordal decomposition of polynomial matrix inequalities	4
Further results on an abstract model for branching and its application to mixed integer programming	4
Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints	4
Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization	4
Risk-neutral PDE-constrained generalized Nash equilibrium problems	4

A computational study of exact subgraph based SDP bounds for Max-Cut, stable set and coloring	4
Computation and efficiency of potential function minimizers of combinatorial congestion games	4
Adaptive Sampling line search for local stochastic optimization with integer variables	4
Sampling Kaczmarz-Motzkin method for linear feasibility problems: generalization and acceleration	4
Fast Augmented Lagrangian Method in the convex regime with convergence guarantees for the iterates	4
Revisiting augmented Lagrangian duals	4
Curiosities and counterexamples in smooth convex optimization	4
Zeroth-order optimization with orthogonal random directions	4
Submodular maximization of concave utility functions composed with a set-union operator with applications to maximal covering location problems	4
An exponential lower bound for Zadeh’s pivot rule	4
Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions	4
Quadratic optimization with switching variables: the convex hull for $$n=2$$	4
Characterizing quasiconvexity of the pointwise infimum of a family of arbitrary translations of quasiconvex functions, with applications to sums and quasiconvex optimization	4
Local convergence of tensor methods	4
Duality for constrained robust sum optimization problems	4
An $$O(s^r)$$-resolution ODE framework for understanding discrete-time algorithms and applications to the linear convergence of minimax problems	4
On sample average approximation for two-stage stochastic programs without relatively complete recourse	4