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 2021-05-01 to 2025-05-01.)

Article	Citations
Special issue for SIMAI 2020–2021: large-scale optimization and applications	45
Alternating conditional gradient method for convex feasibility problems	26
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	26
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints	25
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations	20
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors	19
Parametric shape optimization using the support function	19
Adaptive dipole-like parameter calibration of complex black-box continuous processes	18
A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints	18
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	17
A nonsmooth primal-dual method with interwoven PDE constraint solver	16
Constrained and unconstrained deep image prior optimization models with automatic regularization	15
Average curvature FISTA for nonconvex smooth composite optimization problems	15
Sequential optimality conditions for cardinality-constrained optimization problems with applications	14
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution	14
Derivative-free methods for mixed-integer nonsmooth constrained optimization	13
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions	13
Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities	13
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints	12
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	12
Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems	12
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms	11
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function	11
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems	11
Subspace quadratic regularization method for group sparse multinomial logistic regression	11

Strong global convergence properties of algorithms for nonlinear symmetric cone programming	11
Two limited-memory optimization methods with minimum violation of the previous secant conditions	10
Distributed stochastic compositional optimization problems over directed networks	10
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	10
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials	10
Full-low evaluation methods for bound and linearly constrained derivative-free optimization	10
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems	10
Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids	9
The continuous stochastic gradient method: part I–convergence theory	9
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines	9
Adversarial perturbations of physical signals	9
Inertial alternating direction method of multipliers for non-convex non-smooth optimization	8
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs	8
An effective procedure for feature subset selection in logistic regression based on information criteria	8
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity	8
Strengthened splitting methods for computing resolvents	8
Quantifying uncertainty with ensembles of surrogates for blackbox optimization	8
An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation	8
Modeling design and control problems involving neural network surrogates	8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor	7
Accelerated forward–backward algorithms for structured monotone inclusions	7
The continuous stochastic gradient method: part II–application and numerics	7
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming	7
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	7
Recycling basic columns of the splitting preconditioner in interior point methods	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
Bregman primal–dual first-order method and application to sparse semidefinite programming	7
Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization	7
Eigenvalue programming beyond matrices	7
A distributed algorithm for high-dimension convex quadratically constrained quadratic programs	7
A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties	7
Correction to: The continuous stochastic gradient method: part II–application and numerics	7
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I	7
An inexact Riemannian proximal gradient method	7
Second order shape optimization for an interface identification problem constrained by nonlocal models	7
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions	7
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches	6
Proximal-stabilized semidefinite programming	6
Inexact log-domain interior-point methods for quadratic programming	6
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems	6
T-product factorization method for internet traffic data completion with spatio-temporal regularization	6
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization	6
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	6
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints	5
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data	5
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space	5
Simple approximative algorithms for free-support Wasserstein barycenters	5
The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems	5
An adaptive trust-region method without function evaluations	5

Branch-and-Model: a derivative-free global optimization algorithm	5
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing	5
Multiobjective BFGS method for optimization on Riemannian manifolds	5
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	5
From inexact optimization to learning via gradient concentration	5
On the solution stability of parabolic optimal control problems	5
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization	5
A nested primal–dual iterated Tikhonov method for regularized convex optimization	5
On the inexact scaled gradient projection method	5
Value of risk aversion in perishable products supply chain management	5
DC Semidefinite programming and cone constrained DC optimization I: theory	4
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition	4
Stochastic Steffensen method	4
On the acceleration of the Barzilai–Borwein method	4
Leveraging special-purpose hardware for local search heuristics	4
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization	4
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems	4
Randomized Kaczmarz methods for tensor complementarity problems	4
Efficient differentiable quadratic programming layers: an ADMM approach	4
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC	4
An accelerated proximal gradient method for multiobjective optimization	4
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares	4
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems	4
COAP 2020 best paper prize	4
Quadratic convex reformulations for a class of complex quadratic programming 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
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
Stochastic projective splitting	4
A note on the convergence of deterministic gradient sampling in nonsmooth optimization	4
Linearization and parallelization schemes for convex mixed-integer nonlinear optimization	4