Mathematical Programming

Article	Citations
First-order optimization algorithms via inertial systems with Hessian driven damping	60
Understanding the acceleration phenomenon via high-resolution differential equations	48
Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets	30
Riemannian proximal gradient methods	29
Accelerated proximal point method for maximally monotone operators	27
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization	24
Sparse regression at scale: branch-and-bound rooted in first-order optimization	23
On the tightness of SDP relaxations of QCQPs	23
Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity	21
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality	20
From differential equation solvers to accelerated first-order methods for convex optimization	17
Optimal complexity and certification of Bregman first-order methods	17
Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes	17
Scalable subspace methods for derivative-free nonlinear least-squares optimization	16
An augmented Lagrangian method for optimization problems with structured geometric constraints	16
The generalized trust region subproblem: solution complexity and convex hull results	16
Robust multidimensional pricing: separation without regret	16
Lower bounds for non-convex stochastic optimization	16
Inexact accelerated high-order proximal-point methods	16
Mixed-integer optimal control problems with switching costs: a shortest path approach	16
Stochastic first-order methods for convex and nonconvex functional constrained optimization	16
Outer approximation for global optimization of mixed-integer quadratic bilevel problems	15
Rates of superlinear convergence for classical quasi-Newton methods	15
Projective splitting with forward steps	14
A globally convergent proximal Newton-type method in nonsmooth convex optimization	14

Bootstrap robust prescriptive analytics	14
Distributionally robust stochastic programs with side information based on trimmings	14
A control-theoretic perspective on optimal high-order optimization	14
Sparse optimization on measures with over-parameterized gradient descent	13
Sparse noncommutative polynomial optimization	13
On lower iteration complexity bounds for the convex concave saddle point problems	13
Ideal formulations for constrained convex optimization problems with indicator variables	13
Convergence of proximal solutions for evolution inclusions with time-dependent maximal monotone operators	12
Complexity of branch-and-bound and cutting planes in mixed-integer optimization	12
An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians	12
Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization	11
A unified single-loop alternating gradient projection algorithm for nonconvex–concave and convex–nonconcave minimax problems	11
Constrained composite optimization and augmented Lagrangian methods	11
On the local stability of semidefinite relaxations	11
Stochastic Lipschitz dynamic programming	11
A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming	11
On linear optimization over Wasserstein balls	11
Sum-of-squares hierarchies for binary polynomial optimization	10
A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization	10
Submodular function minimization and polarity	10
Polynomial-time algorithms for multimarginal optimal transport problems with structure	10
A hybrid stochastic optimization framework for composite nonconvex optimization	10
First-order inertial algorithms involving dry friction damping	10
Semidefinite programming hierarchies for constrained bilinear optimization	10
Lower bounds on the size of general branch-and-bound trees	9
A framework for generalized Benders’ decomposition and its application to multilevel optimization	9
Exact solution of network flow models with strong relaxations	9
Finitely convergent deterministic and stochastic iterative methods for solving convex feasibility problems	9
Chance-constrained set covering with Wasserstein ambiguity	9
Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making	9
Faster first-order primal-dual methods for linear programming using restarts and sharpness	9
Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations	9
A frequency-domain analysis of inexact gradient methods	8
Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization	8
Submodular maximization of concave utility functions composed with a set-union operator with applications to maximal covering location problems	8
Mixing convex-optimization bounds for maximum-entropy sampling	8
Accelerating variance-reduced stochastic gradient methods	8
Non-convex nested Benders decomposition	8
First- and second-order high probability complexity bounds for trust-region methods with noisy oracles	8
Error bounds and a condition number for the absolute value equations	8
Near-optimal analysis of Lasserre’s univariate measure-based bounds for multivariate polynomial optimization	8
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming	8
Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens	8
Optimization on flag manifolds	8
The integrality number of an integer program	8
Sparse PSD approximation of the PSD cone	8
On the effective Putinar’s Positivstellensatz and moment approximation	8
Resolvent splitting for sums of monotone operators with minimal lifting	8
A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs	7
Iteratively reweighted least squares and slime mold dynamics: connection and convergence	7

On the complexity of finding a local minimizer of a quadratic function over a polytope	7
Robust convex optimization: A new perspective that unifies and extends	7
An optimal gradient method for smooth strongly convex minimization	7
Sparse representation of vectors in lattices and semigroups	7
Fast Augmented Lagrangian Method in the convex regime with convergence guarantees for the iterates	7
Semi-discrete optimal transport: hardness, regularization and numerical solution	7
Implications, conflicts, and reductions for Steiner trees	7
On the computation of equilibria in monotone and potential stochastic hierarchical games	7
Convex generalized Nash equilibrium problems and polynomial optimization	7
Sampling Kaczmarz-Motzkin method for linear feasibility problems: generalization and acceleration	7
Difference of convex algorithms for bilevel programs with applications in hyperparameter selection	7
Parallel random block-coordinate forward–backward algorithm: a unified convergence analysis	7
Convergence of the forward-backward algorithm: beyond the worst-case with the help of geometry	7
Fair colorful k-center clustering	7
A primal–dual algorithm for risk minimization	7
A trust region method for noisy unconstrained optimization	7
Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems	7
Graph coloring with decision diagrams	7
Complexity of stochastic dual dynamic programming	7
Revisiting augmented Lagrangian duals	6
On sample average approximation for two-stage stochastic programs without relatively complete recourse	6
A robust approach to warped Gaussian process-constrained optimization	6
Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization	6
About the complexity of two-stage stochastic IPs	6
Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse	6
A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models	6
The price of anarchy in routing games as a function of the demand	6
Zeroth-order optimization with orthogonal random directions	6
Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions	6
On the implementation and strengthening of intersection cuts for QCQPs	6
An exact penalty approach for optimization with nonnegative orthogonality constraints	6
The role of optimization in some recent advances in data-driven decision-making	6
Local convergence of tensor methods	6
A graph-based decomposition method for convex quadratic optimization with indicators	6
A computational status update for exact rational mixed integer programming	6
Unifying mirror descent and dual averaging	6
Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints	6
A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds	6
Revisiting the approximate Carathéodory problem via the Frank-Wolfe algorithm	6
Scaled relative graphs: nonexpansive operators via 2D Euclidean geometry	6
Decreasing minimization on M-convex sets: background and structures	5
Compactness and convergence rates in the combinatorial integral approximation decomposition	5
An optimal monotone contention resolution scheme for bipartite matchings via a polyhedral viewpoint	5
Empowering the configuration-IP: new PTAS results for scheduling with setup times	5
Sum-of-squares chordal decomposition of polynomial matrix inequalities	5
Global optimization using random embeddings	5
An exponential lower bound for Zadeh’s pivot rule	5
Riemannian Optimization via Frank-Wolfe Methods	5
A new integer programming formulation of the graphical traveling salesman problem	5
Gradient regularization of Newton method with Bregman distances	5
Best approximation mappings in Hilbert spaces	5
A Lagrange–Newton algorithm for sparse nonlinear programming	5
General bounds for incremental maximization	5
Solving orthogonal group synchronization via convex and low-rank optimization: tightness and landscape analysis	5
Maximal quadratic-free sets	5
Lipschitz-like property relative to a set and the generalized Mordukhovich criterion	5
Risk-neutral PDE-constrained generalized Nash equilibrium problems	5
Inequality constrained stochastic nonlinear optimization via active-set sequential quadratic programming	5
Dynamic probabilistic constraints under continuous random distributions	5
Idealness of k-wise intersecting families	5
Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy	5
An inexact projected gradient method with rounding and lifting by nonlinear programming for solving rank-one semidefinite relaxation of polynomial optimization	5
Worst-case complexity of an SQP method for nonlinear equality constrained stochastic optimization	5
A colorful Steinitz Lemma with application to block-structured integer programs	5
Complexity of linear relaxations in integer programming	5
A solution framework for linear PDE-constrained mixed-integer problems	5
Subregular recourse in nonlinear multistage stochastic optimization	5
Quadratic optimization with switching variables: the convex hull for $$n=2$$	5
Strengthened SDP relaxation for an extended trust region subproblem with an application to optimal power flow	4
Sequence independent lifting for a set of submodular maximization problems	4
Characterizing quasiconvexity of the pointwise infimum of a family of arbitrary translations of quasiconvex functions, with applications to sums and quasiconvex optimization	4
Softmax policy gradient methods can take exponential time to converge	4
On the sensitivity of the optimal partition for parametric second-order conic optimization	4
An $$O(s^r)$$-resolution ODE framework for understanding discrete-time algorithms and applications to the linear convergence of minimax problems	4
Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach	4
A scaling-invariant algorithm for linear programming whose running time depends only on the constraint matrix	4
The price of Anarchy in series-parallel network congestion games	4
Supermodularity and valid inequalities for quadratic optimization with indicators	4
Constructing lattice-free gradient polyhedra in dimension two	4
Adaptive Sampling line search for local stochastic optimization with integer variables	4

Sublinear circuits and the constrained signomial nonnegativity problem	4
Branch-and-bound performance estimation programming: a unified methodology for constructing optimal optimization methods	4
Optimal sampled-data controls with running inequality state constraints: Pontryagin maximum principle and bouncing trajectory phenomenon	4
The landscape of the proximal point method for nonconvex–nonconcave minimax optimization	4
Improving the approximation ratio for capacitated vehicle routing	4
Curiosities and counterexamples in smooth convex optimization	4
Decomposition of loosely coupled integer programs: a multiobjective perspective	4
Tight approximation bounds for maximum multi-coverage	4
Distributionally robust stochastic variational inequalities	4
Complexity of optimizing over the integers	4
Error bounds, facial residual functions and applications to the exponential cone	4
Popular branchings and their dual certificates	4
On standard quadratic programs with exact and inexact doubly nonnegative relaxations	4
Node connectivity augmentation via iterative randomized rounding	4
Residuals-based distributionally robust optimization with covariate information	4
Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints	4
SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs	4