Computational Optimization and Applications

Papers
(The median citation count of Computational Optimization and Applications is 2. 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 2022-05-01 to 2026-05-01.)
ArticleCitations
Special issue for SIMAI 2020–2021: large-scale optimization and applications86
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems37
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints36
Adaptive dipole-like parameter calibration of complex black-box continuous processes30
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations30
Formulations and algorithms for the simple cycle problem29
A globally convergent gradient method with momentum28
Average curvature FISTA for nonconvex smooth composite optimization problems27
Scalable approximate optimal diagonal preconditioning25
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors23
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective22
A nonsmooth primal-dual method with interwoven PDE constraint solver20
Constrained and unconstrained deep image prior optimization models with automatic regularization20
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions19
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation18
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution17
Preprocessing and valid inequalities for exact detection of critical nodes via integer programming17
A derivative-free Levenberg–Marquardt method for sparse nonlinear least squares problems16
A nonlinear conjugate gradient algorithm for multiobjective optimization: multiple hybrid search direction and global rates16
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints15
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems14
Strong global convergence properties of algorithms for nonlinear symmetric cone programming13
Variable metric proximal stochastic gradient methods with additional sampling13
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function12
Correction to: From Halpern’s fixed-point iterations to Nesterov’s accelerated interpretations for root-finding problems12
A unified optimization framework for multiclass classification with structured hyperplane arrangements12
Behavioral portfolio optimization via cumulative prospect theory with a symmetric alternating direction method of multipliers12
Sample average approximation for portfolio optimization under CVaR constraint in a (re)insurance context12
Symplectic discretization approach for developing new proximal point algorithm12
Full-low evaluation methods for bound and linearly constrained derivative-free optimization11
A randomized feasible algorithm for optimization with orthogonal constraints11
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions11
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials11
Quantifying uncertainty with ensembles of surrogates for blackbox optimization10
Distributed stochastic compositional optimization problems over directed networks10
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization10
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions9
A heuristic algorithm for the cluster editing problem9
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines9
Adversarial perturbations of physical signals9
Modeling design and control problems involving neural network surrogates9
Computing the convex envelope of bivariate piecewise linear-quadratic functions in linear time9
FIRM: federated image reconstruction using multimodal tomographic data9
Inertial alternating direction method of multipliers for non-convex non-smooth optimization8
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs8
Correction to: The continuous stochastic gradient method: part II–application and numerics8
The continuous stochastic gradient method: part I–convergence theory8
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms8
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity8
Second order shape optimization for an interface identification problem constrained by nonlocal models8
General inertial proximal gradient method with gradient extrapolation for nonconvex nonsmooth optimization problems8
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems8
A mathematical programming approach to hierarchical clustering8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor8
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm7
Accelerated forward–backward algorithms for structured monotone inclusions7
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I7
The continuous stochastic gradient method: part II–application and numerics7
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space7
A nested primal–dual iterated Tikhonov method for regularized convex optimization7
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations7
Recycling basic columns of the splitting preconditioner in interior point methods7
Verifying Robustness of Neural Networks with Tight Semidefinite Relaxations7
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints7
Inexact log-domain interior-point methods for quadratic programming7
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing7
Efficient training of Gaussian processes with tensor product structure7
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems7
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming7
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs7
An inexact Riemannian proximal gradient method7
An overview and comparison of spectral bundle methods for primal and dual semidefinite programs7
Proximal-stabilized semidefinite programming7
Convergence rates for an inexact linearized ADMM for nonsmooth nonconvex optimization with nonlinear equality constraints7
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization6
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints6
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions6
A proximal gradient method with an explicit line search for multiobjective optimization6
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes6
Simple approximative algorithms for free-support Wasserstein barycenters6
On the solution stability of parabolic optimal control problems6
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data6
Branch-and-Model: a derivative-free global optimization algorithm6
Eigenvalue programming beyond matrices6
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization6
From inexact optimization to learning via gradient concentration6
A preconditioned inexact infeasible quantum interior point method for linear optimization6
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems5
Value of risk aversion in perishable products supply chain management5
A note on the convergence of deterministic gradient sampling in nonsmooth optimization5
Quadratic convex reformulations for a class of complex quadratic programming problems5
Stochastic projective splitting5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems5
Stochastic Steffensen method5
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares5
A general preconditioner for a class of vertical tensor complementarity problems5
Multiobjective BFGS method for optimization on Riemannian manifolds5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions5
An accelerated proximal gradient method for multiobjective optimization5
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization5
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule5
Tractable hierarchies of convex relaxations for polynomial optimization on the nonnegative orthant5
Randomized Kaczmarz methods for tensor complementarity problems5
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization5
Discrete Fick’s law algorithm with new transfer function and aggregation optimization strategy for solving multiple knapsack problem5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems5
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC5
A trust-region approach for computing Pareto fronts in multiobjective optimization4
COAP 2021 Best Paper Prize4
Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS4
A Bregman–Kaczmarz method for nonlinear systems of equations4
A more efficient reformulation of complex SDP as real SDP4
Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization4
A flexible gradient tracking algorithmic framework for decentralized optimization4
DC semidefinite programming and cone constrained DC optimization II: local search methods4
Accelerated nonnegative proximal gradient algorithm for sparse linear complementarity problem4
On initial point selection of the steepest descent algorithm for general quadratic functions4
Domain decomposition for entropic unbalanced optimal transport4
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs4
DC Semidefinite programming and cone constrained DC optimization I: theory4
Derivative-free stochastic bilevel optimization for inverse problems4
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition4
The Levenberg–Marquardt method: an overview of modern convergence theories and more4
A subgradient method with non-monotone line search4
Revisiting Extragradient-Type Methods: Part 1—Generalizations and Sublinear Convergence Rates4
A two-level distributed algorithm for nonconvex constrained optimization4
Efficient differentiable quadratic programming layers: an ADMM approach4
An arc-search interior-point algorithm for nonlinear constrained optimization3
Learning to accelerate tightening of convex relaxations of the AC optimal power flow problem3
Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming3
The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results3
Spectral stochastic gradient method with additional sampling for finite and infinite sums3
A modified inexact Levenberg–Marquardt method with the descent property for solving nonlinear equations3
Minimum cost b-matching problems with neighborhoods3
A unified approach for smoothing approximations to the exact $$\ell _1$$-penalty for inequality-constrained optimization3
Extragradient method with feasible inexact projection to variational inequality problem3
COAP 2022 Best Paper Prize3
A generalized shortest path tour problem with time windows3
An away-step Frank–Wolfe algorithm for constrained multiobjective optimization3
Speeding up L-BFGS by direct approximation of the inverse Hessian matrix3
MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization3
All saddle points for polynomial optimization3
A general framework for whiteness-based parameters selection in variational models3
Differentiability results and sensitivity calculation for optimal control of incompressible two-phase Navier-Stokes equations with surface tension3
Nonsmooth nonconvex optimization on Riemannian manifolds via bundle trust region algorithm3
Globally convergent Newton-type methods for multiobjective optimization3
A stochastic moving ball approximation method for smooth convex constrained minimization3
Inter-DS: a cost saving algorithm for expensive constrained multi-fidelity blackbox optimization3
Shape optimization of polytopes and application to the polyhedral Saint–Venant inequality3
A two-time-level model for mission and flight planning of an inhomogeneous fleet of unmanned aerial vehicles3
Distributionally robust Weber problem with uncertain demand3
Cardinality objective nonlinear programs for facility capacity expansion3
Distributed forward-backward methods for ring networks3
Optimization over the Pareto front of nonconvex multi-objective optimal control problems3
Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is $$o(\epsilon ^{-2})$$ rather than $$\mathcal{O}(\epsilon ^{-2})$$3
Risk-averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties3
A new dual spectral projected gradient method for log-determinant semidefinite programming with hidden clustering structures3
A branch-and-prune algorithm for discrete Nash equilibrium problems3
Practical gradient and conjugate gradient methods on flag manifolds3
Preface: global optimization algorithms and applications3
Extension of switch point algorithm to boundary-value problems3
A symmetric version of the generalized Chambolle-Pock-He-Yuan method for saddle point problems3
A second-order sequential optimality condition for nonlinear second-order cone programming problems3
A linesearch-type normal map-based semismooth Newton method for nonsmooth nonconvex composite optimization2
Some modified fast iterative shrinkage thresholding algorithms with a new adaptive non-monotone stepsize strategy for nonsmooth and convex minimization problems2
A generalized alternating direction method of multipliers for tensor complementarity problems2
Radius theorems for subregularity in infinite dimensions2
On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination2
A derivative-free approach to mixed integer constrained multiobjective nonsmooth black-box optimization2
Inexact gradient projection method with relative error tolerance2
Handling of constraints in multiobjective blackbox optimization2
First order inertial optimization algorithms with threshold effects associated with dry friction2
A successive centralized circumcentered-reflection method for the convex feasibility problem2
Solving continuous and discrete nonlinear programs with BARON2
A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming2
Improved Gauss-Seidel type and Jacobi type methods for linear complementarity problems2
Inexact penalty decomposition methods for optimization problems with geometric constraints2
Stochastic average model methods2
SCORE: approximating curvature information under self-concordant regularization2
Preface to special issue on “optimal control of nonlinear differential equations”2
Abstract strongly convergent variants of the proximal point algorithm2
On a globally convergent semismooth* Newton method in nonsmooth nonconvex optimization2
A split Levenberg-Marquardt method for large-scale sparse problems2
A general framework for inexact splitting algorithms with relative errors and applications to Chambolle–Pock and Davis–Yin methods2
Efficiency of higher-order algorithms for minimizing composite functions2
Efficient proximal subproblem solvers for a nonsmooth trust-region method2
T-product factorization based method for matrix and tensor completion problems2
Globally optimal univariate spline approximations2
A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique2
Convergence rate estimates for penalty methods revisited2
A stochastic primal-dual method for a class of nonconvex constrained optimization2
Linearly convergent bilevel optimization with single-step inner methods2
Convergence analysis of a mixed logarithmic barrier-augmented Lagrangian algorithm without constraint qualification2
A new proximal heavy ball inexact line-search algorithm2
Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares2
COAP 2024 best paper prize: paper of Y. Diouane, V. Kungurtsev, F. Rinaldi, and D. Zeffiro2
Shape and topology optimization for elasticity system using shape gradients and topological derivatives2
A block-coordinate approach of multi-level optimization with an application to physics-informed neural networks2
Inexact proximal DC Newton-type method for nonconvex composite functions2
Robust and continuous metric subregularity for linear inequality systems2
A shape optimization approach for a Batchelor flow problem2
A sequence-form differentiable path-following method to compute Nash equilibria2
Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming2
Accelerated forward-backward algorithms with subgradient corrections2
The indefinite proximal gradient method2
Convergence of derivative-free nonmonotone Direct Search Methods for unconstrained and box-constrained mixed-integer optimization2
Effectively leveraging momentum terms in stochastic line search frameworks for fast optimization of finite-sum problems2
A New branch-and-cut algorithm for linear sum-of-ratios problem based on SLO method and LO relaxation2
Inexact proximal Newton methods in Hilbert spaces2
A line search framework with restarting for noisy optimization problems2
Finite-sum smooth optimization with SARAH2
Integer set reduction for stochastic mixed-integer programming2
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