SIAM Journal on Optimization

Article	Citations
Generalized Penalty and Regularization Method for Differential Variational-Hemivariational Inequalities	70
Well-Posedness, Optimal Control, and Sensitivity Analysis for a Class of Differential Variational-Hemivariational Inequalities	56
TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity	37
Chordal-TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity with Chordal Extension	36
Convergence and Dynamical Behavior of the ADAM Algorithm for Nonconvex Stochastic Optimization	35
A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems	28
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation	18
A Bregman Forward-Backward Linesearch Algorithm for Nonconvex Composite Optimization: Superlinear Convergence to Nonisolated Local Minima	17
Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem	17
Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise	17
Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods	16
Variable Metric Forward-Backward Algorithm for Composite Minimization Problems	15
Riemannian Optimization on the Symplectic Stiefel Manifold	15
An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures	15
A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints	14
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction	14
On a Semismooth* Newton Method for Solving Generalized Equations	14
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization	13
Equipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination Property	13
A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints	12
Riemannian Conjugate Gradient Methods: General Framework and Specific Algorithms with Convergence Analyses	12
Stochastic Approximation for Optimization in Shape Spaces	12
Nonlinear Forward-Backward Splitting with Projection Correction	11
Generalized Newton Algorithms for Tilt-Stable Minimizers in Nonsmooth Optimization	11
Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization	11

Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems	11
Faster Lagrangian-Based Methods in Convex Optimization	10
Greedy Quasi-Newton Methods with Explicit Superlinear Convergence	10
Generalized Momentum-Based Methods: A Hamiltonian Perspective	10
Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure	9
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic	9
An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems	9
Necessary and Sufficient Optimality Conditions in DC Semi-infinite Programming	9
A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization	9
Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization	9
Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs	8
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems	8
Spectral Relaxations and Branching Strategies for Global Optimization of Mixed-Integer Quadratic Programs	8
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation	8
Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling	8
Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems	8
The Landweber Operator Approach to the Split Equality Problem	7
Nonlinear Conjugate Gradient Methods for PDE Constrained Shape Optimization Based on Steklov--Poincaré-Type Metrics	7
Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity	7
Quadratic Convergence of Smoothing Newton's Method for 0/1 Loss Optimization	7
An SQP Method for Equality Constrained Optimization on Hilbert Manifolds	7
ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces	7
Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass	7
Optimization under Rare Chance Constraints	7
Anisotropic Diffusion in Consensus-Based Optimization on the Sphere	7
MultiLevel Composite Stochastic Optimization via Nested Variance Reduction	7
On the Intrinsic Core of Convex Cones in Real Linear Spaces	7
The Computation of Approximate Generalized Feedback Nash Equilibria	7
Mathematical Foundations of Distributionally Robust Multistage Optimization	7
The Condition Number of Riemannian Approximation Problems	7
Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization	6
Affinely Adjustable Robust Linear Complementarity Problems	6
Error Bounds and Singularity Degree in Semidefinite Programming	6
The Ratio-Cut Polytope and K-Means Clustering	6
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization	6
On the Linear Convergence of the Multimarginal Sinkhorn Algorithm	6
Optimal Convergence Rates for the Proximal Bundle Method	6
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	6
Symmetry Reduction in AM/GM-Based Optimization	6
Probabilistic Guarantees in Robust Optimization	6
Existence Results for Generalized Nash Equilibrium Problems under Continuity-Like Properties of Sublevel Sets	6
Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems	6
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems	6
On the Complexity of Inverse Mixed Integer Linear Optimization	6
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy	5
Accelerated Iterative Regularization via Dual Diagonal Descent	5
Split-Douglas--Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM	5
Distance-Sparsity Transference for Vertices of Corner Polyhedra	5
Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization	5
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming	5

Unified Acceleration of High-Order Algorithms under General Hölder Continuity	5
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning	5
Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support	5
An Efficient Quadratic Programming Relaxation Based Algorithm for Large-Scale MIMO Detection	5
On High-Order Multilevel Optimization Strategies	5
A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes	5
A Globally Convergent SQCQP Method for Multiobjective Optimization Problems	5
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates	5
Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs	5
Condition Number Minimization in Euclidean Jordan Algebras	5
Golden Ratio Primal-Dual Algorithm with Linesearch	5
Finite Convergence of Sum-of-Squares Hierarchies for the Stability Number of a Graph	4
Policy Mirror Descent for Regularized Reinforcement Learning: A Generalized Framework with Linear Convergence	4
Degenerate Preconditioned Proximal Point Algorithms	4
A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization	4
Fenchel Duality and a Separation Theorem on Hadamard Manifolds	4
Convergence of Newton-MR under Inexact Hessian Information	4
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization	4
Randomized Sketching Algorithms for Low-Memory Dynamic Optimization	4
A Derivative-Free Method for Structured Optimization Problems	4
Generalized Leibniz Rules and Lipschitzian Stability for Expected-Integral Mappings	4
A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization	4
Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold	4
An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity	4
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization	4
Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions	4
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds	4
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices	4
Improved Performance Guarantees for Orthogonal Group Synchronization via Generalized Power Method	4
Distributionally Robust Two-Stage Stochastic Programming	4
Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method	4
Sketched Newton--Raphson	4
Constrained Consensus-Based Optimization	4
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel	3
Optimal Self-Concordant Barriers for Quantum Relative Entropies	3
Making the Last Iterate of SGD Information Theoretically Optimal	3
An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization	3
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function	3
Stochastic Approximation Methods for the Two-Stage Stochastic Linear Complementarity Problem	3
Generating Feasible Points for Mixed-Integer Convex Optimization Problems by Inner Parallel Cuts	3
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning	3
Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming	3
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization	3
An Optimal Algorithm for Decentralized Finite-Sum Optimization	3
The Generalized Bregman Distance	3
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant	3
Manifold Sampling for Optimizing Nonsmooth Nonconvex Compositions	3
Attouch--Théra Duality, Generalized Cycles, and Gap Vectors	3
Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization	3
An Average Curvature Accelerated Composite Gradient Method for Nonconvex Smooth Composite Optimization Problems	3
Variational Analysis in Normed Spaces with Applications to Constrained Optimization	3
Infeasibility and Error Bound Imply Finite Convergence of Alternating Projections	3
Amenable Cones Are Particularly Nice	3
Exact Semidefinite Programming Bounds for Packing Problems	3
Space Mapping for PDE Constrained Shape Optimization	3
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance	3
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients	2
A Vectorization Scheme for Nonconvex Set Optimization Problems	2
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer	2
High-Order Optimization Methods for Fully Composite Problems	2
The Convergence of the Generalized Lanczos Trust-Region Method for the Trust-Region Subproblem	2
Tikhonov Regularization of a Perturbed Heavy Ball System with Vanishing Damping	2
Genericity Analysis of Multi-Leader-Disjoint-Followers Game	2
On the Convergence of Stochastic Primal-Dual Hybrid Gradient	2
Adaptive Douglas--Rachford Splitting Algorithm from a Yosida Approximation Standpoint	2
Certifying the Absence of Spurious Local Minima at Infinity	2
The FM and BCQ Qualifications for Inequality Systems of Convex Functions in Normed Linear Spaces	2
Characterizing Convexity of Images for Quadratic-Linear Mappings with Applications in Nonconvex Quadratic Optimization	2
Linearly Constrained Nonsmooth Optimization for Training Autoencoders	2
Convergence of Random Reshuffling under the Kurdyka–Łojasiewicz Inequality	2
Differentially Private Accelerated Optimization Algorithms	2
Approximate 1-Norm Minimization and Minimum-Rank Structured Sparsity for Various Generalized Inverses via Local Search	2
Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints	2
The Bregman Proximal Average	2
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization	2
Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis	2
Preference Robust Optimization for Choice Functions on the Space of CDFs	2
A Geodesic Interior-Point Method for Linear Optimization over Symmetric Cones	2
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering	2
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 Intersection	2

Model-Based Derivative-Free Methods for Convex-Constrained Optimization	2
New First-Order Algorithms for Stochastic Variational Inequalities	2
Horizon Maps and Graphical Convergence Revisited	2
On the Divergence of Decentralized Nonconvex Optimization	2
Approximations of Countably Infinite Linear Programs over Bounded Measure Spaces	2
Fundamental Domains for Symmetric Optimization: Construction and Search	2
Square-Root Metric Regularity and Related Stability Theorems for Smooth Mappings	2
On the Benefit of Width for Neural Networks: Disappearance of Basins	2
MG/OPT and Multilevel Monte Carlo for Robust Optimization of PDEs	2
Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints	2
Optimizing Hypergraph-Based Polynomials Modeling Job-Occupancy in Queuing with Redundancy Scheduling	2
The Structure of Conservative Gradient Fields	2
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search	2
Tracking and Regret Bounds for Online Zeroth-Order Euclidean and Riemannian Optimization	2
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints	2
Distributionally Robust Second-Order Stochastic Dominance Constrained Optimization with Wasserstein Ball	2
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization	2
Dual Space Preconditioning for Gradient Descent	2
A Bilevel Approach for Identifying the Worst Contingencies for Nonconvex Alternating Current Power Systems	2
Escaping Unknown Discontinuous Regions in Blackbox Optimization	2
Split Cuts in the Plane	2
Bayesian Optimization with Expensive Integrands	2
Conditional Gradient Methods for Convex Optimization with General Affine and Nonlinear Constraints	2
Exponential Convergence of Sum-of-Squares Hierarchies for Trigonometric Polynomials	2
On the Convergence of Projected-Gradient Methods with Low-Rank Projections for Smooth Convex Minimization over Trace-Norm Balls and Related Problems	2
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets	2
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees	1
Solution Approaches to Linear Fractional Programming and Its Stochastic Generalizations Using Second Order Cone Approximations	1
Algorithms to Solve Unbounded Convex Vector Optimization Problems	1
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints	1
Robust Optimization with Continuous Decision-Dependent Uncertainty with applications to demand response management	1
First-Order Algorithms for a Class of Fractional Optimization Problems	1
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems	1
Mini-Batch Risk Forms	1
DIMIX: Diminishing Mixing for Sloppy Agents	1
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces	1
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity	1
Stochastic Saddle Point Problems with Decision-Dependent Distributions	1
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations	1
An Inexact Augmented Lagrangian Method for Second-Order Cone Programming with Applications	1
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence	1
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation	1
Generic Property of the Partial Calmness Condition for Bilevel Programming Problems	1
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems	1
Existence of Solutions for Deterministic Bilevel Games under a General Bayesian Approach	1
Cutting Plane Generation through Sparse Principal Component Analysis	1
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems	1
Moreau Envelope of Supremum Functions with Applications to Infinite and Stochastic Programming	1
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube	1
Some Strongly Polynomially Solvable Convex Quadratic Programs with Bounded Variables	1
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization	1
Bayesian Distributionally Robust Optimization	1
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise	1
Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators	1
Continuation Methods for Riemannian Optimization	1
Performance Bounds for PDE-Constrained Optimization under Uncertainty	1
Sublinear Convergence of a Tamed Stochastic Gradient Descent Method in Hilbert Space	1
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions	1
Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming	1
Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning	1
Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization	1
Inexact Cuts in Stochastic Dual Dynamic Programming Applied to Multistage Stochastic Nondifferentiable Problems	1
Shortest Paths in Graphs of Convex Sets	1
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets	1
A Smooth Inexact Penalty Reformulation of Convex Problems with Linear Constraints	1
Quadratic Growth and Strong Metric Subregularity of the Subdifferential via Subgradient Graphical Derivative	1
Dual Randomized Coordinate Descent Method for Solving a Class of Nonconvex Problems	1
Rational Generalized Nash Equilibrium Problems	1
Optimization of Stochastic Blackboxes with Adaptive Precision	1
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates	1
Convex Optimization Problems on Differentiable Sets	1
Partial Smoothness and Constant Rank	1
Higher-Order Methods for Convex-Concave Min-Max Optimization and Monotone Variational Inequalities	1
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory	1
A Simplex Method for Countably Infinite Linear Programs	1
A Newton Algorithm for Semidiscrete Optimal Transport with Storage Fees	1
Variational Convexity of Functions and Variational Sufficiency in Optimization	1
Continuous Newton-like Methods Featuring Inertia and Variable Mass	1
Random Coordinate Descent Methods for Nonseparable Composite Optimization	1
A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization	1
Perturbation Analysis of Metric Subregularity for Multifunctions	1
An Improved Unconstrained Approach for Bilevel Optimization	1
First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems	1
Existence and Approximation of Continuous Bayesian Nash Equilibria in Games with Continuous Type and Action Spaces	1
Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives	1
Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps	1