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 2021-06-01 to 2025-06-01.)

Article	Citations
Special issue for SIMAI 2020–2021: large-scale optimization and applications	46
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	27
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints	26
Alternating conditional gradient method for convex feasibility problems	26
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations	23
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors	22
A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints	19
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	19
Adaptive dipole-like parameter calibration of complex black-box continuous processes	19
A nonsmooth primal-dual method with interwoven PDE constraint solver	19
Average curvature FISTA for nonconvex smooth composite optimization problems	18
Parametric shape optimization using the support function	17
Constrained and unconstrained deep image prior optimization models with automatic regularization	15
Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities	15
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions	15
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution	14
Sequential optimality conditions for cardinality-constrained optimization problems with applications	14
Derivative-free methods for mixed-integer nonsmooth constrained optimization	14
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	13
Strong global convergence properties of algorithms for nonlinear symmetric cone programming	12
Subspace quadratic regularization method for group sparse multinomial logistic regression	12
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems	12
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints	12
Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems	12
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function	12

Two limited-memory optimization methods with minimum violation of the previous secant conditions	11
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms	11
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems	10
The continuous stochastic gradient method: part I–convergence theory	10
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials	10
Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids	10
Full-low evaluation methods for bound and linearly constrained derivative-free optimization	10
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	10
Adversarial perturbations of physical signals	10
An effective procedure for feature subset selection in logistic regression based on information criteria	9
Quantifying uncertainty with ensembles of surrogates for blackbox optimization	9
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines	9
Inertial alternating direction method of multipliers for non-convex non-smooth optimization	9
Modeling design and control problems involving neural network surrogates	9
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity	8
Strengthened splitting methods for computing resolvents	8
Distributed stochastic compositional optimization problems over directed networks	8
An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation	8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor	8
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization	8
Correction to: The continuous stochastic gradient method: part II–application and numerics	8
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs	8
A randomized feasible algorithm for optimization with orthogonal constraints	8
An inexact Riemannian proximal gradient method	7
A distributed algorithm for high-dimension convex quadratically constrained quadratic programs	7
The continuous stochastic gradient method: part II–application and numerics	7
Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization	7
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions	7
Accelerated forward–backward algorithms for structured monotone inclusions	7
Second order shape optimization for an interface identification problem constrained by nonlocal models	7
A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties	7
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	7
Bregman primal–dual first-order method and application to sparse semidefinite programming	7
Newton-type methods near critical solutions of piecewise smooth nonlinear equations	7
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints	7
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming	7
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I	7
Eigenvalue programming beyond matrices	7
T-product factorization method for internet traffic data completion with spatio-temporal regularization	6
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches	6
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing	6
A nested primal–dual iterated Tikhonov method for regularized convex optimization	6
Recycling basic columns of the splitting preconditioner in interior point methods	6
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	6
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization	6
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space	6
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems	6
Inexact log-domain interior-point methods for quadratic programming	6
Proximal-stabilized semidefinite programming	6
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems	5

Multiobjective BFGS method for optimization on Riemannian manifolds	5
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization	5
From inexact optimization to learning via gradient concentration	5
Branch-and-Model: a derivative-free global optimization algorithm	5
COAP 2020 best paper prize	5
Leveraging special-purpose hardware for local search heuristics	5
Simple approximative algorithms for free-support Wasserstein barycenters	5
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	5
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data	5
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization	5
An adaptive trust-region method without function evaluations	5
Stochastic projective splitting	5
The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems	5
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints	5
Value of risk aversion in perishable products supply chain management	5
On the solution stability of parabolic optimal control problems	5
On the inexact scaled gradient projection method	5
Stochastic Steffensen method	4
A note on the convergence of deterministic gradient sampling in nonsmooth optimization	4
Quadratic convex reformulations for a class of complex quadratic programming problems	4
An accelerated proximal gradient method for multiobjective optimization	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
Optimal portfolio selections via $$\ell _{1, 2}$$-norm regularization	4
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems	4
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule	4
Ultra-small world detection in networks: subgraphs with prescribed distance distributions	4
On the acceleration of the Barzilai–Borwein method	4
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems	4
Linearization and parallelization schemes for convex mixed-integer nonlinear optimization	4
A two-level distributed algorithm for nonconvex constrained optimization	4
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC	4
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares	4
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization	4
Randomized Kaczmarz methods for tensor complementarity problems	4
Efficient differentiable quadratic programming layers: an ADMM approach	4
DC Semidefinite programming and cone constrained DC optimization I: theory	4
A trust-region approach for computing Pareto fronts in multiobjective optimization	4