Mathematical Programming

Papers
(The TQCC of Mathematical Programming 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 2020-11-01 to 2024-11-01.)
ArticleCitations
First-order optimization algorithms via inertial systems with Hessian driven damping60
Understanding the acceleration phenomenon via high-resolution differential equations48
Riemannian proximal gradient methods29
Accelerated proximal point method for maximally monotone operators28
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization25
On the tightness of SDP relaxations of QCQPs23
Sparse regression at scale: branch-and-bound rooted in first-order optimization23
Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity22
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality20
Optimal complexity and certification of Bregman first-order methods18
Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes17
From differential equation solvers to accelerated first-order methods for convex optimization17
Inexact accelerated high-order proximal-point methods16
Lower bounds for non-convex stochastic optimization16
Scalable subspace methods for derivative-free nonlinear least-squares optimization16
An augmented Lagrangian method for optimization problems with structured geometric constraints16
Robust multidimensional pricing: separation without regret16
Stochastic first-order methods for convex and nonconvex functional constrained optimization16
Outer approximation for global optimization of mixed-integer quadratic bilevel problems15
Rates of superlinear convergence for classical quasi-Newton methods15
On lower iteration complexity bounds for the convex concave saddle point problems14
Sparse optimization on measures with over-parameterized gradient descent14
A globally convergent proximal Newton-type method in nonsmooth convex optimization14
A control-theoretic perspective on optimal high-order optimization14
Distributionally robust stochastic programs with side information based on trimmings14
Bootstrap robust prescriptive analytics14
Ideal formulations for constrained convex optimization problems with indicator variables13
On the local stability of semidefinite relaxations13
Sparse noncommutative polynomial optimization13
An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians12
Complexity of branch-and-bound and cutting planes in mixed-integer optimization12
A unified single-loop alternating gradient projection algorithm for nonconvex–concave and convex–nonconcave minimax problems12
Convergence of proximal solutions for evolution inclusions with time-dependent maximal monotone operators12
Constrained composite optimization and augmented Lagrangian methods11
On linear optimization over Wasserstein balls11
Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization11
Sum-of-squares hierarchies for binary polynomial optimization10
A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization10
A hybrid stochastic optimization framework for composite nonconvex optimization10
Polynomial-time algorithms for multimarginal optimal transport problems with structure10
Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations10
Submodular function minimization and polarity10
First-order inertial algorithms involving dry friction damping10
Semidefinite programming hierarchies for constrained bilinear optimization10
Exact solution of network flow models with strong relaxations9
Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making9
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming9
Chance-constrained set covering with Wasserstein ambiguity9
Error bounds and a condition number for the absolute value equations9
Faster first-order primal-dual methods for linear programming using restarts and sharpness9
A framework for generalized Benders’ decomposition and its application to multilevel optimization9
A frequency-domain analysis of inexact gradient methods9
Finitely convergent deterministic and stochastic iterative methods for solving convex feasibility problems9
Lower bounds on the size of general branch-and-bound trees9
An optimal gradient method for smooth strongly convex minimization9
Optimization on flag manifolds9
Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens8
Mixing convex-optimization bounds for maximum-entropy sampling8
Non-convex nested Benders decomposition8
First- and second-order high probability complexity bounds for trust-region methods with noisy oracles8
The integrality number of an integer program8
Robust convex optimization: A new perspective that unifies and extends8
Resolvent splitting for sums of monotone operators with minimal lifting8
Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization8
Submodular maximization of concave utility functions composed with a set-union operator with applications to maximal covering location problems8
On the effective Putinar’s Positivstellensatz and moment approximation8
Convergence of the forward-backward algorithm: beyond the worst-case with the help of geometry7
Implications, conflicts, and reductions for Steiner trees7
Iteratively reweighted least squares and slime mold dynamics: connection and convergence7
A trust region method for noisy unconstrained optimization7
Graph coloring with decision diagrams7
Fast Augmented Lagrangian Method in the convex regime with convergence guarantees for the iterates7
An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization7
A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs7
On the complexity of finding a local minimizer of a quadratic function over a polytope7
On the computation of equilibria in monotone and potential stochastic hierarchical games7
Convex generalized Nash equilibrium problems and polynomial optimization7
Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems7
Sparse representation of vectors in lattices and semigroups7
Semi-discrete optimal transport: hardness, regularization and numerical solution7
Fair colorful k-center clustering7
A primal–dual algorithm for risk minimization7
Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions7
A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds7
Sampling Kaczmarz-Motzkin method for linear feasibility problems: generalization and acceleration7
Parallel random block-coordinate forward–backward algorithm: a unified convergence analysis7
Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse6
Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy6
A graph-based decomposition method for convex quadratic optimization with indicators6
Scaled relative graphs: nonexpansive operators via 2D Euclidean geometry6
On sample average approximation for two-stage stochastic programs without relatively complete recourse6
A robust approach to warped Gaussian process-constrained optimization6
On the implementation and strengthening of intersection cuts for QCQPs6
About the complexity of two-stage stochastic IPs6
Compactness and convergence rates in the combinatorial integral approximation decomposition6
Local convergence of tensor methods6
Revisiting augmented Lagrangian duals6
Difference of convex algorithms for bilevel programs with applications in hyperparameter selection6
Zeroth-order optimization with orthogonal random directions6
Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization6
Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints6
Revisiting the approximate Carathéodory problem via the Frank-Wolfe algorithm6
An exact penalty approach for optimization with nonnegative orthogonality constraints6
Branch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methods6
The price of anarchy in routing games as a function of the demand6
A computational status update for exact rational mixed integer programming6
Unifying mirror descent and dual averaging6
The role of optimization in some recent advances in data-driven decision-making6
Global optimization using random embeddings5
A solution framework for linear PDE-constrained mixed-integer problems5
Risk-neutral PDE-constrained generalized Nash equilibrium problems5
Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming5
Quadratic optimization with switching variables: the convex hull for $$n=2$$5
Idealness of k-wise intersecting families5
Empowering the configuration-IP: new PTAS results for scheduling with setup times5
A colorful Steinitz Lemma with application to block-structured integer programs5
Complexity of linear relaxations in integer programming5
Decomposition of loosely coupled integer programs: a multiobjective perspective5
Ideal, non-extended formulations for disjunctive constraints admitting a network representation5
Subregular recourse in nonlinear multistage stochastic optimization5
A new integer programming formulation of the graphical traveling salesman problem5
Dynamic probabilistic constraints under continuous random distributions5
Best approximation mappings in Hilbert spaces5
A Lagrange–Newton algorithm for sparse nonlinear programming5
Curiosities and counterexamples in smooth convex optimization5
Sum-of-squares chordal decomposition of polynomial matrix inequalities5
Node connectivity augmentation via iterative randomized rounding5
SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs5
An exponential lower bound for Zadeh’s pivot rule5
Riemannian Optimization via Frank-Wolfe Methods5
Decreasing minimization on M-convex sets: background and structures5
Gradient regularization of Newton method with Bregman distances5
Homogenization for polynomial optimization with unbounded sets5
Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization5
Solving orthogonal group synchronization via convex and low-rank optimization: tightness and landscape analysis5
Maximal quadratic-free sets5
Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach4
A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix4
Tight approximation bounds for maximum multi-coverage4
Supermodularity and valid inequalities for quadratic optimization with indicators4
Adaptive Sampling line search for local stochastic optimization with integer variables4
Sublinear circuits and the constrained signomial nonnegativity problem4
Popular branchings and their dual certificates4
An $$O(s^r)$$-resolution ODE framework for understanding discrete-time algorithms and applications to the linear convergence of minimax problems4
Improving the approximation ratio for capacitated vehicle routing4
Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints4
Strengthened SDP relaxation for an extended trust region subproblem with an application to optimal power flow4
Complexity of optimizing over the integers4
Distributionally robust stochastic variational inequalities4
Error bounds, facial residual functions and applications to the exponential cone4
On the sensitivity of the optimal partition for parametric second-order conic optimization4
The landscape of the proximal point method for nonconvex–nonconcave minimax optimization4
Residuals-based distributionally robust optimization with covariate information4
The price of Anarchy in series-parallel network congestion games4
Constructing lattice-free gradient polyhedra in dimension two4
Sequence independent lifting for a set of submodular maximization problems4
Characterizing quasiconvexity of the pointwise infimum of a family of arbitrary translations of quasiconvex functions, with applications to sums and quasiconvex optimization4
Softmax policy gradient methods can take exponential time to converge4
On standard quadratic programs with exact and inexact doubly nonnegative relaxations4
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