SIAM Journal on Optimization

Papers
(The median citation count of SIAM Journal on Optimization is 1. 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 2020-11-01 to 2024-11-01.)
ArticleCitations
Generalized Penalty and Regularization Method for Differential Variational-Hemivariational Inequalities75
Well-Posedness, Optimal Control, and Sensitivity Analysis for a Class of Differential Variational-Hemivariational Inequalities66
TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity48
Convergence and Dynamical Behavior of the ADAM Algorithm for Nonconvex Stochastic Optimization43
Chordal-TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity with Chordal Extension40
A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems34
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation30
Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem25
Riemannian Conjugate Gradient Methods: General Framework and Specific Algorithms with Convergence Analyses25
Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise25
Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods23
A Bregman Forward-Backward Linesearch Algorithm for Nonconvex Composite Optimization: Superlinear Convergence to Nonisolated Local Minima20
A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints19
Riemannian Optimization on the Symplectic Stiefel Manifold19
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization18
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic17
On a Semismooth* Newton Method for Solving Generalized Equations17
Variable Metric Forward-Backward Algorithm for Composite Minimization Problems17
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction17
An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures17
Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems16
A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints16
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation16
Faster Lagrangian-Based Methods in Convex Optimization15
Equipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination Property15
An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems15
Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization14
Generalized Newton Algorithms for Tilt-Stable Minimizers in Nonsmooth Optimization14
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems14
Nonlinear Forward-Backward Splitting with Projection Correction13
Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization13
Greedy Quasi-Newton Methods with Explicit Superlinear Convergence13
Stochastic Approximation for Optimization in Shape Spaces13
Generalized Momentum-Based Methods: A Hamiltonian Perspective12
Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure12
Probabilistic Guarantees in Robust Optimization12
Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs11
The Computation of Approximate Generalized Feedback Nash Equilibria11
Mathematical Foundations of Distributionally Robust Multistage Optimization11
Sketched Newton--Raphson11
MultiLevel Composite Stochastic Optimization via Nested Variance Reduction10
Quadratic Convergence of Smoothing Newton's Method for 0/1 Loss Optimization10
A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization10
Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass10
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization10
Necessary and Sufficient Optimality Conditions in DC Semi-infinite Programming10
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems10
Optimization under Rare Chance Constraints10
Anisotropic Diffusion in Consensus-Based Optimization on the Sphere10
Shortest Paths in Graphs of Convex Sets9
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates9
ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces9
A Globally Convergent SQCQP Method for Multiobjective Optimization Problems9
Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems9
Constrained Consensus-Based Optimization9
Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems9
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective9
Spectral Relaxations and Branching Strategies for Global Optimization of Mixed-Integer Quadratic Programs8
On the Linear Convergence of the Multimarginal Sinkhorn Algorithm8
Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling8
Nonlinear Conjugate Gradient Methods for PDE Constrained Shape Optimization Based on Steklov--Poincaré-Type Metrics8
Exponential Convergence of Sum-of-Squares Hierarchies for Trigonometric Polynomials8
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy8
An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity8
Optimal Convergence Rates for the Proximal Bundle Method8
Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization8
Existence Results for Generalized Nash Equilibrium Problems under Continuity-Like Properties of Sublevel Sets8
The Condition Number of Riemannian Approximation Problems8
The Ratio-Cut Polytope and K-Means Clustering8
The Landweber Operator Approach to the Split Equality Problem8
Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs7
On the Complexity of Inverse Mixed Integer Linear Optimization7
Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization7
Unified Acceleration of High-Order Algorithms under General Hölder Continuity7
An SQP Method for Equality Constrained Optimization on Hilbert Manifolds7
On the Intrinsic Core of Convex Cones in Real Linear Spaces7
Symmetry Reduction in AM/GM-Based Optimization7
Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity7
Golden Ratio Primal-Dual Algorithm with Linesearch7
A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization7
Affinely Adjustable Robust Linear Complementarity Problems7
Error Bounds and Singularity Degree in Semidefinite Programming7
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds7
On High-Order Multilevel Optimization Strategies7
Degenerate Preconditioned Proximal Point Algorithms7
Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions6
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant6
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming6
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning6
Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support6
Distance-Sparsity Transference for Vertices of Corner Polyhedra6
The Generalized Bregman Distance6
On the Convergence of Stochastic Primal-Dual Hybrid Gradient6
Convergence of Random Reshuffling under the Kurdyka–Łojasiewicz Inequality6
Accelerated Iterative Regularization via Dual Diagonal Descent6
Split-Douglas--Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM6
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization6
Finite Convergence of Sum-of-Squares Hierarchies for the Stability Number of a Graph6
Tikhonov Regularization of a Perturbed Heavy Ball System with Vanishing Damping6
Policy Mirror Descent for Regularized Reinforcement Learning: A Generalized Framework with Linear Convergence6
Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold6
Distributionally Robust Two-Stage Stochastic Programming6
Making the Last Iterate of SGD Information Theoretically Optimal6
Convergence of Newton-MR under Inexact Hessian Information6
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets5
Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method5
An Efficient Quadratic Programming Relaxation Based Algorithm for Large-Scale MIMO Detection5
Generalized Leibniz Rules and Lipschitzian Stability for Expected-Integral Mappings5
New First-Order Algorithms for Stochastic Variational Inequalities5
Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints5
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization5
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering5
An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization5
Condition Number Minimization in Euclidean Jordan Algebras5
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function5
Improved Performance Guarantees for Orthogonal Group Synchronization via Generalized Power Method5
A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization5
Genericity Analysis of Multi-Leader-Disjoint-Followers Game5
Infeasibility and Error Bound Imply Finite Convergence of Alternating Projections5
A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes5
Amenable Cones Are Particularly Nice5
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel5
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices4
Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem4
Dual Space Preconditioning for Gradient Descent4
Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming4
An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems4
Model-Based Derivative-Free Methods for Convex-Constrained Optimization4
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data4
Higher-Order Methods for Convex-Concave Min-Max Optimization and Monotone Variational Inequalities4
A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization4
Generating Feasible Points for Mixed-Integer Convex Optimization Problems by Inner Parallel Cuts4
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence4
Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints4
The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem4
Optimal Self-Concordant Barriers for Quantum Relative Entropies4
Randomized Sketching Algorithms for Low-Memory Dynamic Optimization4
Exact Semidefinite Programming Bounds for Packing Problems4
Stochastic Saddle Point Problems with Decision-Dependent Distributions4
Space Mapping for PDE Constrained Shape Optimization4
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems4
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency4
Fenchel Duality and a Separation Theorem on Hadamard Manifolds4
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization4
A Derivative-Free Method for Structured Optimization Problems4
A Vectorization Scheme for Nonconvex Set Optimization Problems3
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces3
A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees3
Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions3
MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs3
Differentially Private Accelerated Optimization Algorithms3
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients3
Preference Robust Optimization for Choice Functions on the Space of CDFs3
A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems3
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity3
An Optimal Algorithm for Decentralized Finite-Sum Optimization3
Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications3
Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis3
Algorithms to Solve Unbounded Convex Vector Optimization Problems3
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance3
Characterizing Convexity of Images for Quadratic-Linear Mappings with Applications in Nonconvex Quadratic Optimization3
Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization3
Rational Generalized Nash Equilibrium Problems3
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer3
First-Order Algorithms for a Class of Fractional Optimization Problems3
Adaptive Douglas--Rachford Splitting Algorithm from a Yosida Approximation Standpoint3
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems3
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball3
Bayesian Optimization with Expensive Integrands3
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning3
Attouch--Théra Duality, Generalized Cycles, and Gap Vectors3
Quadratic Growth and Strong Metric Subregularity of the Subdifferential via Subgradient Graphical Derivative3
Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators3
Partial Smoothness and Constant Rank3
Variational Convexity of Functions and Variational Sufficiency in Optimization3
Variational Analysis in Normed Spaces with Applications to Constrained Optimization3
Direct Search Based on Probabilistic Descent in Reduced Spaces3
Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization2
Performance Bounds for PDE-Constrained Optimization under Uncertainty2
An Inexact Augmented Lagrangian Method for Second-Order Cone Programming with Applications2
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization2
Existence of Solutions for Deterministic Bilevel Games under a General Bayesian Approach2
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees2
An Improved Unconstrained Approach for Bilevel Optimization2
Adaptive Third-Order Methods for Composite Convex Optimization2
Linearly Constrained Nonsmooth Optimization for Training Autoencoders2
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization2
Riemannian Hamiltonian Methods for Min-Max Optimization on Manifolds2
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates2
The Structure of Conservative Gradient Fields2
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization2
Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization2
Approximate 1-Norm Minimization and Minimum-Rank Structured Sparsity for Various Generalized Inverses via Local Search2
Optimizing Hypergraph-Based Polynomials Modeling Job-Occupancy in Queuing with Redundancy Scheduling2
Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems2
Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning2
Certifying the Absence of Spurious Local Minima at Infinity2
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality2
Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions2
Horizon Maps and Graphical Convergence Revisited2
Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints2
On the Convergence of Projected-Gradient Methods with Low-Rank Projections for Smooth Convex Minimization over Trace-Norm Balls and Related Problems2
Generic Property of the Partial Calmness Condition for Bilevel Programming Problems2
Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem2
Subgradient Sampling for Nonsmooth Nonconvex Minimization2
Split Cuts in the Plane2
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints2
Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management2
The Bregman Proximal Average2
A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones2
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise2
Continuation Methods for Riemannian Optimization2
High-Order Optimization Methods for Fully Composite Problems2
A Riemannian Proximal Newton Method2
On the Divergence of Decentralized Nonconvex Optimization2
DIMIX: Diminishing Mixing for Sloppy Agents2
Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces2
Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound2
Convex Relaxations of Integral Variational Problems: Pointwise Dual Relaxation and Sum-of-Squares Optimization2
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints2
Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces2
Square-Root Metric Regularity and Related Stability Theorems for Smooth Mappings2
On the Benefit of Width for Neural Networks: Disappearance of Basins2
Fundamental Domains for Symmetric Optimization: Construction and Search2
First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems2
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty2
Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives2
Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem2
Primal-Dual First-Order Methods for Affinely Constrained Multi-block Saddle Point Problems2
An Unbiased Approach to Low Rank Recovery2
The Splitting Algorithms by Ryu, by Malitsky–Tam, and by Campoy Applied to Normal Cones of Linear Subspaces Converge Strongly to the Projection onto the Intersection2
A Bundle Trust Region Algorithm for Minimizing Locally Lipschitz Functions2
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search2
New Primal-Dual Algorithms for a Class of Nonsmooth and Nonlinear Convex-Concave Minimax Problems2
The FM and BCQ Qualifications for Inequality Systems of Convex Functions in Normed Linear Spaces2
Escaping Unknown Discontinuous Regions in Blackbox Optimization2
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations2
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions1
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency1
On Integrality in Semidefinite Programming for Discrete Optimization1
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory1
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds1
Random Coordinate Descent Methods for Nonseparable Composite Optimization1
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective1
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function1
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube1
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization1
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization1
Occupation Measure Relaxations in Variational Problems: The Role of Convexity1
A Simplex Method for Countably Infinite Linear Programs1
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