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 2021-05-01 to 2025-05-01.)
ArticleCitations
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming42
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function41
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization27
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity25
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets21
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials21
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles18
Occupation Measure Relaxations in Variational Problems: The Role of Convexity18
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions17
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives16
Optimal Self-Concordant Barriers for Quantum Relative Entropies16
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport15
Variational Convexity of Functions and Variational Sufficiency in Optimization15
Harnessing Structure in Composite Nonsmooth Minimization15
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness14
Fenchel Duality and a Separation Theorem on Hadamard Manifolds13
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer13
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems13
Optimal Convergence Rates for the Proximal Bundle Method12
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction12
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games12
Solution of Mismatched Monotone+Lipschitz Inclusion Problems12
Linear Programming on the Stiefel Manifold12
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms11
The Ratio-Cut Polytope and K-Means Clustering10
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints10
Subgradient Sampling for Nonsmooth Nonconvex Minimization10
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation9
Convergent Algorithms for a Class of Convex Semi-infinite Programs9
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties9
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs9
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints9
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization9
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs9
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations9
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs8
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps8
A Search-Free \({O(1/{k}^{3/2})}\) Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities8
Escaping Unknown Discontinuous Regions in Blackbox Optimization8
On the Complexity of Matrix Putinar’s Positivstellensätz8
Optimization on the Euclidean Unit Sphere8
A Disjunctive Cutting Plane Algorithm for Bilinear Programming8
Distributionally Robust Two-Stage Stochastic Programming8
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems8
Continuous Newton-like Methods Featuring Inertia and Variable Mass8
Consensus-Based Optimization Methods Converge Globally7
On the Divergence of Decentralized Nonconvex Optimization7
Degenerate Preconditioned Proximal Point Algorithms7
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients7
Mini-Batch Risk Forms7
A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems7
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization6
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy6
MINRES: From Negative Curvature Detection to Monotonicity Properties6
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence6
Linearly Constrained Nonsmooth Optimization for Training Autoencoders6
Minimal Pairs of Convex Sets Which Share a Recession Cone6
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces6
First-Order Penalty Methods for Bilevel Optimization6
Proximity Operators of Perspective Functions with Nonlinear Scaling6
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems5
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees5
An Exact Method for Nonlinear Network Flow Interdiction Problems5
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence5
Performance Bounds for PDE-Constrained Optimization under Uncertainty5
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds5
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation5
Algorithms to Solve Unbounded Convex Vector Optimization Problems5
Piecewise Polyhedral Relaxations of Multilinear Optimization5
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off5
Constrained Consensus-Based Optimization5
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency5
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization5
Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation5
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction5
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective5
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization5
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search4
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods4
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective4
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems4
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems4
Adaptive Partitioning for Chance-Constrained Problems with Finite Support4
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty4
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints4
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets4
A Unified Framework for Pricing in Nonconvex Resource Allocation Games4
Corrigendum: Convex Optimization Problems on Differentiable Sets4
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency4
Cyclic Coordinate Dual Averaging with Extrapolation4
Super-Universal Regularized Newton Method4
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm4
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization4
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant3
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices3
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 Intersection3
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem3
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning3
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints3
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence3
Bias Reduction in Sample-Based Optimization3
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction3
Second Order Conditions to Decompose Smooth Functions as Sums of Squares3
Kurdyka–Łojasiewicz Exponent via Hadamard Parametrization3
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization3
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function3
Policy Mirror Descent Inherently Explores Action Space3
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance3
Evolution of Mixed Strategies in Monotone Games3
Bayesian Optimization with Expensive Integrands3
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature3
Aubin Property and Strong Regularity Are Equivalent for Nonlinear Second-Order Cone Programming3
Strongly Stable Stationary Points for a Class of Generalized Equations3
A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming3
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization3
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient3
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy3
An Improved Unconstrained Approach for Bilevel Optimization3
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity3
How Do Exponential Size Solutions Arise in Semidefinite Programming?3
Subset Selection and the Cone of Factor-Width-kMatrices3
Tight Error Bounds for the Sign-Constrained Stiefel Manifold3
General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension2
Second-Order Subdifferential Optimality Conditions in Nonsmooth Optimization2
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming2
Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives2
Moderate Deviations and Invariance Principles for Sample Average Approximations2
Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions2
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization2
Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems2
Safe and Verified Gomory Mixed-Integer Cuts in a Rational Mixed-Integer Program Framework2
Sketched Newton--Raphson2
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty2
Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming2
Cutting Plane Generation through Sparse Principal Component Analysis2
An Inexact \({q}\)-Order Regularized Proximal Newton Method for Nonconvex Composite Optimization2
Golden Ratio Primal-Dual Algorithm with Linesearch2
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming2
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization2
Accelerated Minimax Algorithms Flock Together2
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow2
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems2
Accelerated Forward-Backward Optimization Using Deep Learning2
Pragmatic Distributionally Robust Optimization for Simple Integer Recourse Models2
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty2
Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization2
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm2
Revisiting Landscape Analysis in Deep Neural Networks: Eliminating Decreasing Paths to Infinity2
Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications2
First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems2
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise2
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems2
Benign Landscapes of Low-Dimensional Relaxations for Orthogonal Synchronization on General Graphs2
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube2
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing2
Provably Faster Gradient Descent via Long Steps2
On Minimal Extended Representations of Generalized Power Cones2
Partial Smoothness and Constant Rank2
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems2
Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls2
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal2
Accelerating Primal-Dual Methods for Regularized Markov Decision Processes2
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity2
Locating Theorems of Differential Inclusions Governed by Maximally Monotone Operators2
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds2
Path-Following Methods for Maximum a Posteriori Estimators in Bayesian Hierarchical Models: How Estimates Depend on Hyperparameters2
First-Order Algorithms for a Class of Fractional Optimization Problems2
Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps2
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients2
Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem2
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates2
Stability Analysis of Discrete-Time Linear Complementarity Systems2
Model Construction for Convex-Constrained Derivative-Free Optimization2
Clarke’s Tangent Cones, Subgradients, Optimality Conditions, and the Lipschitzness at Infinity1
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets1
A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization1
Constrained Optimization in the Presence of Noise1
Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis1
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning1
Robust Accelerated Primal-Dual Methods for Computing Saddle Points1
DIMIX: Diminishing Mixing for Sloppy Agents1
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization1
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems1
Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions1
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation1
Exponential Convergence of Sum-of-Squares Hierarchies for Trigonometric Polynomials1
A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem1
Complexity-Optimal and Parameter-Free First-Order Methods for Finding Stationary Points of Composite Optimization Problems1
Consistency of Sample-Based Stationary Points for Infinite-Dimensional Stochastic Optimization1
Affinely Adjustable Robust Linear Complementarity Problems1
Extending the Rademacher Theorem to Set-Valued Maps1
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem1
Sharper Bounds for Proximal Gradient Algorithms with Errors1
Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems1
A Variational Approach to Weakly Continuous Relations in Banach Spaces1
Space Mapping for PDE Constrained Shape Optimization1
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization1
Block Majorization-Minimization with Diminishing Radius for Constrained Nonsmooth Nonconvex Optimization1
Model-Based Derivative-Free Methods for Convex-Constrained Optimization1
Exact Augmented Lagrangian Duality for Mixed Integer Convex Optimization1
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization1
A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization1
On Integrality in Semidefinite Programming for Discrete Optimization1
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach1
Certifying the Absence of Spurious Local Minima at Infinity1
Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs1
Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training1
Approximating Higher-Order Derivative Tensors Using Secant Updates1
A Quadratically Convergent Sequential Programming Method for Second-Order Cone Programs Capable of Warm Starts1
Addressing Hierarchical Jointly Convex Generalized Nash Equilibrium Problems with Nonsmooth Payoffs1
Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization1
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions1
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds1
Condition Number Minimization in Euclidean Jordan Algebras1
Provably Accelerated Decentralized Gradient Methods Over Unbalanced Directed Graphs1
Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems1
A Nonparametric Robust Optimization Approach for Chance-Constrained Knapsack Problem1
A Solution Method for Arbitrary Polyhedral Convex Set Optimization Problems1
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory1
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic1
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations1
Faster Lagrangian-Based Methods in Convex Optimization1
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization1
Convergence Properties of Proximal (Sub)gradient Methods without Convexity or Smoothness of Any of the Functions1
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality1
Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization1
A Feasible Method for General Convex Low-Rank SDP Problems1
Fréchet Second-Order Subdifferentials of Lagrangian Functions and Optimality Conditions1
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning1
Bayesian Distributionally Robust Optimization1
The Derivatives of Sinkhorn–Knopp Converge1
Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution1
The Semiconvex Regularization of Functions1
Discrete Optimal Transport with Independent Marginals is #P-Hard1
Data-Driven Distributionally Robust Multiproduct Pricing Problems under Pure Characteristics Demand Models1
Fast Convergence of Inertial Multiobjective Gradient-Like Systems with Asymptotic Vanishing Damping1
Finding Sparse Solutions for Packing and Covering Semidefinite Programs1
Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions1
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