SIAM Journal on Optimization

Article	Citations
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity	30
Improving the Global Convergence of Inexact Restoration Methods for Constrained Optimization Problems	27
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering	20
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function	18
On Integrality in Semidefinite Programming for Discrete Optimization	17
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs	15
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization	15
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing	11
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems	11
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence	11
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization	10
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets	10
Occupation Measure Relaxations in Variational Problems: The Role of Convexity	10
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials	10
QNG: A Quasi-Natural Gradient Method for Large-Scale Statistical Learning	9
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning	9
Harmonic Hierarchies for Polynomial Optimization	9
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints	9
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach	8
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming	8
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective	8
PCA Sparsified	8
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off	8
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency	8
Performance Bounds for PDE-Constrained Optimization under Uncertainty	8

High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles	7
Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound	7
On Minimal Extended Representations of Generalized Power Cones	7
Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games	7
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives	7
The Computation of Approximate Generalized Feedback Nash Equilibria	7
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization	7
Min-Max-Min Optimization with Smooth and Strongly Convex Objectives	6
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization	6
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality	6
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization	6
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data	6
Random Coordinate Descent Methods for Nonseparable Composite Optimization	6
Constrained Consensus-Based Optimization	6
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions	6
DIMIX: Diminishing Mixing for Sloppy Agents	5
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization	5
Symmetry Reduction in AM/GM-Based Optimization	5
Corrigendum and Addendum: Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators	5
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations	5
Minimum Spanning Trees in Infinite Graphs: Theory and Algorithms	5
Optimal Self-Concordant Barriers for Quantum Relative Entropies	5
Stability Properties for Parametric Linear Programs under Data Ambiguities	5
Variational Convexity of Functions and Variational Sufficiency in Optimization	5
Sketched Newton--Raphson	5
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization	5
A Riemannian Proximal Newton Method	5
Model-Based Derivative-Free Methods for Convex-Constrained Optimization	5
Subgradient Sampling for Nonsmooth Nonconvex Minimization	4
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search	4
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise	4
Fenchel Duality and a Separation Theorem on Hadamard Manifolds	4
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates	4
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation	4
Harnessing Structure in Composite Nonsmooth Minimization	4
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube	4
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory	4
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds	4
A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization	4
Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints	4
Moderate Deviations and Invariance Principles for Sample Average Approximations	4
Optimal Convergence Rates for the Proximal Bundle Method	4
Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning	4
An Unbiased Approach to Low Rank Recovery	3
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization	3
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods	3
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints	3
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part II: Outer Approximation Algorithm	3
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms	3
Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization	3

Optimal Methods for Convex Risk-Averse Distributed Optimization	3
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal	3
The Ratio-Cut Polytope and K-Means Clustering	3
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty	3
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems	3
The Bregman Proximal Average	3
Derivative-Free Alternating Projection Algorithms for General Nonconvex-Concave Minimax Problems	3
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation	3
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow	3
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces	3
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	3
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity	3
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm	3
Cyclic Coordinate Dual Averaging with Extrapolation	3
Accelerated Forward-Backward Optimization Using Deep Learning	3
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport	3
First-Order Algorithms for a Class of Fractional Optimization Problems	3
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer	2
Distributionally Robust Two-Stage Stochastic Programming	2
Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem	2
Solution of Mismatched Monotone+Lipschitz Inclusion Problems	2
Provably Faster Gradient Descent via Long Steps	2
Aggregations of Quadratic Inequalities and Hidden Hyperplane Convexity	2
Constrained Optimization in the Presence of Noise	2
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets	2
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems	2
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency	2
Optimal Algorithms for Stochastic Complementary Composite Minimization	2
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty	2
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming	2
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds	2
Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses	2
Basic Convex Analysis in Metric Spaces with Bounded Curvature	2
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems	2
An Improved Unconstrained Approach for Bilevel Optimization	2
Linear Programming on the Stiefel Manifold	2
Adaptive Third-Order Methods for Composite Convex Optimization	2
Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators	2
Partial Smoothness and Constant Rank	2
Convergence Rate Analysis of a Dykstra-Type Projection Algorithm	2
Accelerated Minimax Algorithms Flock Together	2
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems	2
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation	2
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions	2
MIP Relaxations in Factorable Programming	2
Differentially Private Accelerated Optimization Algorithms	2
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients	2
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations	2
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization	2
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs	2
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction	2
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games	2
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates	2
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness	2
Generalized Power Cones: Optimal Error Bounds and Automorphisms	2
Preference Robust Optimization for Choice Functions on the Space of CDFs	2
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming	2
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty	2
Stochastic Differential Equations for Modeling First Order Optimization Methods	2
Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization	2
A Path-Based Approach to Constrained Sparse Optimization	2
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints	2
Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers	2
Super-Universal Regularized Newton Method	2
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties	2
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy	1
Approximating Tensor Norms via Sphere Covering: Bridging the Gap between Primal and Dual	1
Rational Generalized Nash Equilibrium Problems	1
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature	1
Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps	1
Block Policy Mirror Descent	1
Affinely Adjustable Robust Linear Complementarity Problems	1
Space Mapping for PDE Constrained Shape Optimization	1
Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions	1
Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization	1
Understanding a Class of Decentralized and Federated Optimization Algorithms: A Multirate Feedback Control Perspective	1
Adaptive Consensus: A Network Pruning Approach for Decentralized Optimization	1
A Unified Framework for Pricing in Nonconvex Resource Allocation Games	1
Bias Reduction in Sample-Based Optimization	1
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem	1

Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence	1
Finding Sparse Solutions for Packing and Covering Semidefinite Programs	1
Convergent Algorithms for a Class of Convex Semi-infinite Programs	1
The Geometry of Sparse Analysis Regularization	1
Evolution of Mixed Strategies in Monotone Games	1
A Quadratically Convergent Sequential Programming Method for Second-Order Cone Programs Capable of Warm Starts	1
Potential Function-Based Framework for Minimizing Gradients in Convex and Min-Max Optimization	1
Fast Optimization of Charged Particle Dynamics with Damping	1
Existence of Solutions for Deterministic Bilevel Games under a General Bayesian Approach	1
Escaping Unknown Discontinuous Regions in Blackbox Optimization	1
Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming	1
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets	1
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning	1
Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming	1
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem	1
Generic Property of the Partial Calmness Condition for Bilevel Programming Problems	1
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients	1
A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization	1
Finite Convergence of Moment-SOS Relaxations with Nonreal Radical Ideals	1
Discrete Optimal Transport with Independent Marginals is #P-Hard	1
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation	1
Universal Conditional Gradient Sliding for Convex Optimization	1
Degenerate Preconditioned Proximal Point Algorithms	1
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel	1
Certifying the Absence of Spurious Local Minima at Infinity	1
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization	1
The Derivatives of Sinkhorn–Knopp Converge	1
Affine Invariant Convergence Rates of the Conditional Gradient Method	1
Optimization on the Euclidean Unit Sphere	1
A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem	1
A Novel Nonconvex Relaxation Approach to Low-Rank Matrix Completion of Inexact Observed Data	1
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs	1
A Feasible Method for General Convex Low-Rank SDP Problems	1
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems	1
On Conditional Risk Assessments in Scenario Optimization	1
On the Benefit of Width for Neural Networks: Disappearance of Basins	1
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance	1
Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization	1
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity	1
Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training	1
Variational and Strong Variational Convexity in Infinite-Dimensional Variational Analysis	1
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning	1
Superlinear Convergence of a Semismooth Newton Method for Some Optimization Problems with Applications to Control Theory	1
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization	1
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems	1
Convex Relaxations of Integral Variational Problems: Pointwise Dual Relaxation and Sum-of-Squares Optimization	1
A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems	1
Corrigendum: Convex Optimization Problems on Differentiable Sets	1
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm	1
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs	1
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints	1
Strongly Nonexpansive Mappings Revisited: Uniform Monotonicity and Operator Splitting	1
A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization	1
Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming	1
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps	1