Computational Optimization and Applications

Article	Citations
Special issue for SIMAI 2020–2021: large-scale optimization and applications	55
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	46
Average curvature FISTA for nonconvex smooth composite optimization problems	34
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	26
Formulations and algorithms for the simple cycle problem	25
Parametric shape optimization using the support function	25
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	23
A nonsmooth primal-dual method with interwoven PDE constraint solver	20
Constrained and unconstrained deep image prior optimization models with automatic regularization	20
Adaptive dipole-like parameter calibration of complex black-box continuous processes	20
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions	19
Preprocessing and valid inequalities for exact detection of critical nodes via integer programming	18
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation	18
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution	17
Derivative-free methods for mixed-integer nonsmooth constrained optimization	16
Behavioral portfolio optimization via cumulative prospect theory with a symmetric alternating direction method of multipliers	15
Variable metric proximal stochastic gradient methods with additional sampling	15
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function	14
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
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems	13
Correction to: From Halpern’s fixed-point iterations to Nesterov’s accelerated interpretations for root-finding problems	12
Strong global convergence properties of algorithms for nonlinear symmetric cone programming	12

On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	12
Full-low evaluation methods for bound and linearly constrained derivative-free optimization	11
Adversarial perturbations of physical signals	11
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
A randomized feasible algorithm for optimization with orthogonal constraints	10
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms	10
Inertial alternating direction method of multipliers for non-convex non-smooth optimization	10
Distributed stochastic compositional optimization problems over directed networks	10
Modeling design and control problems involving neural network surrogates	10
Quantifying uncertainty with ensembles of surrogates for blackbox optimization	10
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization	10
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs	9
A heuristic algorithm for the cluster editing problem	9
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines	9
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems	9
Correction to: The continuous stochastic gradient method: part II–application and numerics	9
The continuous stochastic gradient method: part I–convergence theory	9
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor	8
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints	8
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming	8
An inexact Riemannian proximal gradient method	8
Recycling basic columns of the splitting preconditioner in interior point methods	8
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity	8
Second order shape optimization for an interface identification problem constrained by nonlocal models	8
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I	8
A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties	8
Bregman primal–dual first-order method and application to sparse semidefinite programming	8
The continuous stochastic gradient method: part II–application and numerics	8
Accelerated forward–backward algorithms for structured monotone inclusions	8
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs	8
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions	8
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	7
Proximal-stabilized semidefinite programming	7
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space	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	7
Inexact log-domain interior-point methods for quadratic programming	7
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems	7
Simple approximative algorithms for free-support Wasserstein barycenters	7
On the solution stability of parabolic optimal control problems	6
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization	6
Efficient training of Gaussian processes with tensor product structure	6
An overview and comparison of spectral bundle methods for primal and dual semidefinite programs	6
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints	6
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data	6
Branch-and-Model: a derivative-free global optimization algorithm	6
A proximal gradient method with an explicit line search for multiobjective optimization	6
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	6
Convergence rates for an inexact linearized ADMM for nonsmooth nonconvex optimization with nonlinear equality constraints	6

Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization	6
Value of risk aversion in perishable products supply chain management	6
On the inexact scaled gradient projection method	6
An adaptive trust-region method without function evaluations	6
Leveraging special-purpose hardware for local search heuristics	6
Multiobjective BFGS method for optimization on Riemannian manifolds	6
Eigenvalue programming beyond matrices	6
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	6
From inexact optimization to learning via gradient concentration	6
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization	6
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems	5
Stochastic projective splitting	5
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method	5
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares	5
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems	5
A flexible gradient tracking algorithmic framework for decentralized optimization	5
DC Semidefinite programming and cone constrained DC optimization I: theory	5
On the acceleration of the Barzilai–Borwein method	5
A general preconditioner for a class of vertical tensor complementarity problems	5
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization	5
Stochastic Steffensen method	5
A note on the convergence of deterministic gradient sampling in nonsmooth optimization	5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems	5
DC semidefinite programming and cone constrained DC optimization II: local search methods	5
Randomized Kaczmarz methods for tensor complementarity problems	5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC	5
Quadratic convex reformulations for a class of complex quadratic programming problems	5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions	5
COAP 2020 best paper prize	5
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule	5
An accelerated proximal gradient method for multiobjective optimization	5
Derivative-free stochastic bilevel optimization for inverse problems	5
A Bregman–Kaczmarz method for nonlinear systems of equations	4
On initial point selection of the steepest descent algorithm for general quadratic functions	4
An arc-search interior-point algorithm for nonlinear constrained optimization	4
A subgradient method with non-monotone line search	4
The Levenberg–Marquardt method: an overview of modern convergence theories and more	4
A two-level distributed algorithm for nonconvex constrained optimization	4
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition	4
Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization	4
Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS	4
Distributed forward-backward methods for ring networks	4
Speeding up L-BFGS by direct approximation of the inverse Hessian matrix	4
Linearization and parallelization schemes for convex mixed-integer nonlinear optimization	4
Efficient differentiable quadratic programming layers: an ADMM approach	4
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs	4
MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization	4
Learning to accelerate tightening of convex relaxations of the AC optimal power flow problem	4
A second-order sequential optimality condition for nonlinear second-order cone programming problems	4
Cardinality objective nonlinear programs for facility capacity expansion	4
A general variable neighborhood search for the cyclic antibandwidth problem	4
COAP 2021 Best Paper Prize	4
A trust-region approach for computing Pareto fronts in multiobjective optimization	4
Distributionally robust Weber problem with uncertain demand	3
Robust output-feedback stabilization for incompressible flows using low-dimensional $$\mathcal {H}_{\infty }$$-controllers	3
Preface: global optimization algorithms and applications	3
Abstract strongly convergent variants of the proximal point algorithm	3
A new dual spectral projected gradient method for log-determinant semidefinite programming with hidden clustering structures	3
A modified inexact Levenberg–Marquardt method with the descent property for solving nonlinear equations	3
A stochastic moving ball approximation method for smooth convex constrained minimization	3
The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results	3
A general framework for whiteness-based parameters selection in variational models	3
Inter-DS: a cost saving algorithm for expensive constrained multi-fidelity blackbox optimization	3
Optimization over the Pareto front of nonconvex multi-objective optimal control problems	3
Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming	3
Practical gradient and conjugate gradient methods on flag manifolds	3
Nonsmooth nonconvex optimization on Riemannian manifolds via bundle trust region algorithm	3
Expected complexity analysis of stochastic direct-search	3
A unified approach for smoothing approximations to the exact $$\ell _1$$-penalty for inequality-constrained optimization	3
A generalized shortest path tour problem with time windows	3
All saddle points for polynomial optimization	3
COAP 2022 Best Paper Prize	3
A two-time-level model for mission and flight planning of an inhomogeneous fleet of unmanned aerial vehicles	3
An away-step Frank–Wolfe algorithm for constrained multiobjective optimization	3
A symmetric version of the generalized Chambolle-Pock-He-Yuan method for saddle point problems	3
Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation	3
Globally convergent Newton-type methods for multiobjective optimization	3
A Riemannian rank-adaptive method for low-rank matrix completion	3
Minimum cost b-matching problems with neighborhoods	3
Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is $$o(\epsilon ^{-2})$$ rather than $$\mathcal{O}(\epsilon ^{-2})$$	3

Extragradient method with feasible inexact projection to variational inequality problem	3
Extension of switch point algorithm to boundary-value problems	3
Integer set reduction for stochastic mixed-integer programming	2
Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization	2
Handling of constraints in multiobjective blackbox optimization	2
Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming	2
A sublevel moment-SOS hierarchy for polynomial optimization	2
Solving continuous and discrete nonlinear programs with BARON	2
First order inertial optimization algorithms with threshold effects associated with dry friction	2
Globally optimal univariate spline approximations	2
Spectral stochastic gradient method with additional sampling for finite and infinite sums	2
On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination	2
COAP 2024 best paper prize: paper of Y. Diouane, V. Kungurtsev, F. Rinaldi, and D. Zeffiro	2
A block-coordinate approach of multi-level optimization with an application to physics-informed neural networks	2
Convergence of derivative-free nonmonotone Direct Search Methods for unconstrained and box-constrained mixed-integer optimization	2
A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming	2
SCORE: approximating curvature information under self-concordant regularization	2
Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares	2
Inexact penalty decomposition methods for optimization problems with geometric constraints	2
A successive centralized circumcentered-reflection method for the convex feasibility problem	2
$$\rho$$-regularization subproblems: strong duality and an eigensolver-based algorithm	2
A generalized alternating direction method of multipliers for tensor complementarity problems	2
Finite-sum smooth optimization with SARAH	2
Inexact proximal Newton methods in Hilbert spaces	2
A branch-and-prune algorithm for discrete Nash equilibrium problems	2
Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method	2
Stochastic average model methods	2
On a globally convergent semismooth* Newton method in nonsmooth nonconvex optimization	2
Clustering-based multipopulation approaches in MOEA/D for many-objective problems	2
An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems	2
Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse	2
A new proximal heavy ball inexact line-search algorithm	2
Efficient proximal subproblem solvers for a nonsmooth trust-region method	2
Some modified fast iterative shrinkage thresholding algorithms with a new adaptive non-monotone stepsize strategy for nonsmooth and convex minimization problems	2
Radius theorems for subregularity in infinite dimensions	2
Preface to special issue on “optimal control of nonlinear differential equations”	2
A stochastic primal-dual method for a class of nonconvex constrained optimization	2
Risk-averse constrained blackbox optimization under mixed aleatory/epistemic uncertainties	2
The indefinite proximal gradient method	2
Differentiability results and sensitivity calculation for optimal control of incompressible two-phase Navier-Stokes equations with surface tension	2
Linearly convergent bilevel optimization with single-step inner methods	2
A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique	2
A New branch-and-cut algorithm for linear sum-of-ratios problem based on SLO method and LO relaxation	2
Finding best approximation pairs for two intersections of closed convex sets	2
A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems	1
On the well-posedness of tracking Dirichlet data for Bernoulli free boundary problems	1
A hybrid inexact regularized Newton and negative curvature method	1
Block coordinate descent for smooth nonconvex constrained minimization	1
A Subspace Minimization Barzilai-Borwein Method for Multiobjective Optimization Problems	1
Diagonal BFGS updates and applications to the limited memory BFGS method	1
Preface to the 5th Brazil–China Symposium on Applied and Computational Mathematics	1
Finding the global optimum of a class of quartic minimization problem	1
A benchmark generator for scenario-based discrete optimization	1
Robust and continuous metric subregularity for linear inequality systems	1
Distributed inexact Newton method with adaptive step sizes	1
A two-stage stochastic programming approach for generation and transmission maintenance scheduling with risk management	1
Hybrid limited memory gradient projection methods for box-constrained optimization problems	1
On a primal-dual Newton proximal method for convex quadratic programs	1
Partially symmetric tensor structure preserving rank-R approximation via BFGS algorithm	1
“FISTA” in Banach spaces with adaptive discretisations	1
A product space reformulation with reduced dimension for splitting algorithms	1
Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction	1
Regularized methods via cubic model subspace minimization for nonconvex optimization	1
Regularized standard polynomial programming formulations for the maximum clique problem	1
Levenberg–Marquardt method based on probabilistic Jacobian models for nonlinear equations	1
Efficiency of higher-order algorithms for minimizing composite functions	1
Optimal control of the stationary Kirchhoff equation	1
An inexact ADMM for separable nonconvex and nonsmooth optimization	1
Riemannian optimization on unit sphere with p-norm and its applications	1
A smoothing proximal gradient algorithm with extrapolation for the relaxation of $${\ell_{0}}$$ regularization problem	1
An inexact regularized proximal Newton method without line search	1
An alternating algorithm for structure preserving CP-decompositions of partially symmetric tensors	1
A convex combined symmetric alternating direction method of multipliers for separable optimization	1
Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization	1
A projected-search interior-point method for nonlinearly constrained optimization	1
OFFO minimization algorithms for second-order optimality and their complexity	1
A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint	1
Parabolic optimal control problems with combinatorial switching constraints, part III: branch-and-bound algorithm	1
Avoiding bad steps in Frank-Wolfe variants	1
Projected fixed-point method for vertical tensor complementarity problems	1
A regularized limited memory BFGS method for large-scale unconstrained optimization and its efficient implementations	1
Truncated LSQR for matrix least squares problems	1
T-semidefinite programming relaxation with third-order tensors for constrained polynomial optimization	1
A successive relaxation algorithm to solve a MILP involving piecewise linear functions with application to road design	1
COAP 2023 best paper prize	1
A general framework for inexact splitting algorithms with relative errors and applications to Chambolle–Pock and Davis–Yin methods	1
Perturbation analysis of the euclidean distance matrix optimization problem and its numerical implications	1
A new and faster representation for counting integer points in parametric polyhedra	1
Preface: New trends in large scale optimization	1
A non-monotone trust-region method with noisy oracles and additional sampling	1
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: part II	1
Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound	1
Scaled-PAKKT sequential optimality condition for multiobjective problems and its application to an Augmented Lagrangian method	1
Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm	1
Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients	1