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 2022-08-01 to 2026-08-01.)

Article	Citations
Special issue for SIMAI 2020–2021: large-scale optimization and applications	108
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	42
Adaptive dipole-like parameter calibration of complex black-box continuous processes	39
Formulations and algorithms for the simple cycle problem	37
A nonsmooth primal-dual method with interwoven PDE constraint solver	33
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors	29
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	27
Scalable approximate optimal diagonal preconditioning	26
Average curvature FISTA for nonconvex smooth composite optimization problems	24
A globally convergent gradient method with momentum	24
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints	21
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution	20
Preprocessing and valid inequalities for exact detection of critical nodes via integer programming	20
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation	20
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions	19
A derivative-free Levenberg–Marquardt method for sparse nonlinear least squares problems	17
A nonlinear conjugate gradient algorithm for multiobjective optimization: multiple hybrid search direction and global rates	15
Bayesian optimization by kernel regression and density-based exploration	15
Local convergence of the Gauss–Newton methods for constrained nonlinear equations	14
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints	13
Sample average approximation for portfolio optimization under CVaR constraint in a (re)insurance context	13
A unified optimization framework for multiclass classification with structured hyperplane arrangements	12
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems	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

Strong global convergence properties of algorithms for nonlinear symmetric cone programming	12
Variable metric proximal stochastic gradient methods with additional sampling	11
Distributed stochastic compositional optimization problems over directed networks	11
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	11
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	11
Correction to: From Halpern’s fixed-point iterations to Nesterov’s accelerated interpretations for root-finding problems	11
A randomized feasible algorithm for optimization with orthogonal constraints	11
Adversarial perturbations of physical signals	10
A heuristic algorithm for the cluster editing problem	10
General inertial proximal gradient method with gradient extrapolation for nonconvex nonsmooth optimization problems	10
Modeling design and control problems involving neural network surrogates	9
On constraint qualifications for non-relaxable sets and an augmented Lagrangian method	9
FIRM: federated image reconstruction using multimodal tomographic data	9
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines	9
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization	9
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems	9
Full-low evaluation methods for bound and linearly constrained derivative-free optimization	9
Computing the convex envelope of bivariate piecewise linear-quadratic functions in linear time	9
The continuous stochastic gradient method: part I–convergence theory	9
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming	8
Accelerated forward–backward algorithms for structured monotone inclusions	8
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs	8
A mathematical programming approach to hierarchical clustering	8
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
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
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs	8
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints	8
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials	8
Correction to: The continuous stochastic gradient method: part II–application and numerics	8
Verifying Robustness of Neural Networks with Tight Semidefinite Relaxations	7
Recycling basic columns of the splitting preconditioner in interior point methods	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
Second order shape optimization for an interface identification problem constrained by nonlocal models	7
Inexact log-domain interior-point methods for quadratic programming	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
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	7
Efficient training of Gaussian processes with tensor product structure	7
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
Simple approximative algorithms for free-support Wasserstein barycenters	6
Constraint hypergraph partitioning problems via recursive bipartition algorithm based on improved Dai–Kou conjugate gradient algorithm	6
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data	6
Eigenvalue programming beyond matrices	6
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	6
A nested primal–dual iterated Tikhonov method for regularized convex optimization	6

On the solution stability of parabolic optimal control problems	6
From inexact optimization to learning via gradient concentration	6
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing	6
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization	6
Revisiting implicit variables in mathematical optimization: simplified modeling and a numerical evidence	6
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization	6
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints	5
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization	5
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems	5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions	5
A proximal gradient method with an explicit line search for multiobjective optimization	5
Branch-and-Model: a derivative-free global optimization algorithm	5
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares	5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems	5
Value of risk aversion in perishable products supply chain management	5
A preconditioned inexact infeasible quantum interior point method for linear optimization	5
Multiobjective BFGS method for optimization on Riemannian manifolds	5
Quadratic convex reformulations for a class of complex quadratic programming problems	5
An accelerated proximal gradient method for multiobjective optimization	5
A more efficient reformulation of complex SDP as real SDP	4
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs	4
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems	4
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule	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
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition	4
DC semidefinite programming and cone constrained DC optimization II: local search methods	4
COAP 2021 Best Paper Prize	4
A two-level distributed algorithm for nonconvex constrained optimization	4
A general preconditioner for a class of vertical tensor complementarity problems	4
A note on the convergence of deterministic gradient sampling in nonsmooth optimization	4
Stochastic projective splitting	4
Efficient differentiable quadratic programming layers: an ADMM approach	4
MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization	4
Accelerated nonnegative proximal gradient algorithm for sparse linear complementarity problem	4
A flexible gradient tracking algorithmic framework for decentralized optimization	4
The Levenberg–Marquardt method: an overview of modern convergence theories and more	4
Tractable hierarchies of convex relaxations for polynomial optimization on the nonnegative orthant	4
Stochastic Steffensen method	4
Derivative-free stochastic bilevel optimization for inverse problems	4
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization	4
A trust-region approach for computing Pareto fronts in multiobjective optimization	4
Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization	4