OOIR: Observatory of International Research

Papers

(The TQCC of Computational Optimization and Applications 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 2022-06-01 to 2026-06-01.)

Article	Citations
Special issue for SIMAI 2020–2021: large-scale optimization and applications	92
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	39
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints	38
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations	32
Adaptive dipole-like parameter calibration of complex black-box continuous processes	31
Formulations and algorithms for the simple cycle problem	30
A globally convergent gradient method with momentum	29
Average curvature FISTA for nonconvex smooth composite optimization problems	27
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors	25
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	24
A nonsmooth primal-dual method with interwoven PDE constraint solver	22
Constrained and unconstrained deep image prior optimization models with automatic regularization	21
Scalable approximate optimal diagonal preconditioning	20
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions	20
A derivative-free Levenberg–Marquardt method for sparse nonlinear least squares problems	19
A nonlinear conjugate gradient algorithm for multiobjective optimization: multiple hybrid search direction and global rates	18
Preprocessing and valid inequalities for exact detection of critical nodes via integer programming	17
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation	17
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution	16
Sample average approximation for portfolio optimization under CVaR constraint in a (re)insurance context	15
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints	14
Strong global convergence properties of algorithms for nonlinear symmetric cone programming	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
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	12

Symplectic discretization approach for developing new proximal point algorithm	12
Behavioral portfolio optimization via cumulative prospect theory with a symmetric alternating direction method of multipliers	12
A unified optimization framework for multiclass classification with structured hyperplane arrangements	12
Variable metric proximal stochastic gradient methods with additional sampling	12
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function	11
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials	11
Full-low evaluation methods for bound and linearly constrained derivative-free optimization	11
A randomized feasible algorithm for optimization with orthogonal constraints	10
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization	10
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	9
Modeling design and control problems involving neural network surrogates	9
On constraint qualifications for non-relaxable sets and an augmented Lagrangian method	9
A heuristic algorithm for the cluster editing problem	9
The continuous stochastic gradient method: part I–convergence theory	9
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems	9
Distributed stochastic compositional optimization problems over directed networks	9
Adversarial perturbations of physical signals	9
FIRM: federated image reconstruction using multimodal tomographic data	9
Accelerated forward–backward algorithms for structured monotone inclusions	8
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines	8
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs	8
A mathematical programming approach to hierarchical clustering	8
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming	8
Correction to: The continuous stochastic gradient method: part II–application and numerics	8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor	8
Inertial alternating direction method of multipliers for non-convex non-smooth optimization	8
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity	8
Learning to locate p-hubs in situations of changes in flow	8
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints	8
Quantifying uncertainty with ensembles of surrogates for blackbox optimization	8
Computing the convex envelope of bivariate piecewise linear-quadratic functions in linear time	8
General inertial proximal gradient method with gradient extrapolation for nonconvex nonsmooth optimization problems	8
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs	8
The continuous stochastic gradient method: part II–application and numerics	7
Second order shape optimization for an interface identification problem constrained by nonlocal models	7
Efficient training of Gaussian processes with tensor product structure	7
An overview and comparison of spectral bundle methods for primal and dual semidefinite programs	7
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems	7
Verifying Robustness of Neural Networks with Tight Semidefinite Relaxations	7
Recycling basic columns of the splitting preconditioner in interior point methods	7
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space	7
Proximal-stabilized semidefinite programming	7
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I	7
An inexact Riemannian proximal gradient method	7
Inexact log-domain interior-point methods for quadratic programming	7
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	7
A nested primal–dual iterated Tikhonov method for regularized convex optimization	7
Constraint hypergraph partitioning problems via recursive bipartition algorithm based on improved Dai–Kou conjugate gradient algorithm	6
A proximal gradient method with an explicit line search for multiobjective optimization	6
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing	6

Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	6
Revisiting implicit variables in mathematical optimization: simplified modeling and a numerical evidence	6
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization	6
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions	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
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints	6
Eigenvalue programming beyond matrices	6
Simple approximative algorithms for free-support Wasserstein barycenters	6
On the solution stability of parabolic optimal control problems	5
Branch-and-Model: a derivative-free global optimization algorithm	5
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data	5
Quadratic convex reformulations for a class of complex quadratic programming problems	5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC	5
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule	5
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares	5
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization	5
Multiobjective BFGS method for optimization on Riemannian manifolds	5
Value of risk aversion in perishable products supply chain management	5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems	5
Stochastic projective splitting	5
Stochastic Steffensen method	5
A preconditioned inexact infeasible quantum interior point method for linear optimization	5
From inexact optimization to learning via gradient concentration	5
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions	5
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems	5
Tractable hierarchies of convex relaxations for polynomial optimization on the nonnegative orthant	5
A general preconditioner for a class of vertical tensor complementarity problems	4
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems	4
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization	4
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs	4
A two-level distributed algorithm for nonconvex constrained optimization	4
The Levenberg–Marquardt method: an overview of modern convergence theories and more	4
COAP 2021 Best Paper Prize	4
A note on the convergence of deterministic gradient sampling in nonsmooth optimization	4
An accelerated proximal gradient method for multiobjective optimization	4
A flexible gradient tracking algorithmic framework for decentralized optimization	4
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition	4
A more efficient reformulation of complex SDP as real SDP	4
Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization	4
DC semidefinite programming and cone constrained DC optimization II: local search methods	4
Randomized Kaczmarz methods for tensor complementarity problems	4
Discrete Fick’s law algorithm with new transfer function and aggregation optimization strategy for solving multiple knapsack problem	4
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method	4
Derivative-free stochastic bilevel optimization for inverse problems	4
A trust-region approach for computing Pareto fronts in multiobjective optimization	4
Efficient differentiable quadratic programming layers: an ADMM approach	4
Accelerated nonnegative proximal gradient algorithm for sparse linear complementarity problem	4