SIAM Journal on Optimization

Papers
(The median citation count of SIAM Journal on Optimization is 2. 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 2022-06-01 to 2026-06-01.)
ArticleCitations
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming74
The Lovász Theta Function for Recovering Planted Clique Covers and Graph Colorings65
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities56
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials37
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets36
Convex Ternary Quartics Are SOS-Convex36
Effective Front-Descent Algorithms with Convergence Guarantees32
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization30
Convex Approximations of Random Constrained Markov Decision Processes28
Large Deviation Upper Bounds and Improved MSE Rates of Nonlinear SGD: Heavy-Tailed Noise and Power of Symmetry28
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions26
Optimal Self-Concordant Barriers for Quantum Relative Entropies25
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity23
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function23
Variational Convexity of Functions and Variational Sufficiency in Optimization22
Occupation Measure Relaxations in Variational Problems: The Role of Convexity21
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles21
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives20
Refined TSSOS19
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness18
Solution of Mismatched Monotone+Lipschitz Inclusion Problems17
A QP1QC Approach for Deciding Whether or Not Two Quadratic Surfaces Intersect16
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods16
Harnessing Structure in Composite Nonsmooth Minimization16
A Proximal-Gradient Method for Equality Constrained Optimization16
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction16
Optimal Convergence Rates for the Proximal Bundle Method15
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport15
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games15
Subgradient Sampling for Nonsmooth Nonconvex Minimization14
Convergence Rates of Sum-of-Squares Hierarchies for Polynomial Semidefinite Programs14
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems14
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms14
Linear Programming on the Stiefel Manifold14
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints14
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation13
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints13
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs13
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs13
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization13
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs12
Convergent Algorithms for a Class of Convex Semi-infinite Programs12
On the Complexity of Matrix Putinar’s Positivstellensätz12
Distributionally Robust Two-Stage Stochastic Programming12
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations12
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties12
Escaping Unknown Discontinuous Regions in Blackbox Optimization12
A Four-Operator Splitting Algorithm for Nonconvex and Nonsmooth Optimization11
A Search-Free \({O(1/{k}^{3/2})}\) Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities11
Optimization on the Euclidean Unit Sphere11
On the Divergence of Decentralized Nonconvex Optimization11
A Disjunctive Cutting Plane Algorithm for Bilinear Programming11
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps11
A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems10
Consensus-Based Optimization Methods Converge Globally10
Continuous Newton-like Methods Featuring Inertia and Variable Mass10
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems10
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence10
Understanding the Influence of Digraphs on Decentralized Optimization: Effective Metrics, Lower Bound, and Optimal Algorithm10
Degenerate Preconditioned Proximal Point Algorithms10
Randomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds10
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients10
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces9
Exploring Chordal Sparsity in Semidefinite Programming with Sparse plus Low-Rank Data Matrices9
Limiting Normal Cones to the Union of Two Convex Sets and M-Stationarity: Local Uniqueness and Stability in Mathematical Programming9
An Exact Method for Nonlinear Network Flow Interdiction Problems9
Fisher–Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients9
Mini-Batch Risk Forms9
Tightness of SDP and Burer–Monteiro Factorization for Phase Synchronization in a High-Noise Regime9
On the Bredies–Chenchene–Lorenz–Naldi Algorithm: Linear Relations and Strong Convergence9
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation9
Proximity Operators of Perspective Functions with Nonlinear Scaling9
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization9
First-Order Penalty Methods for Bilevel Optimization9
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees9
Full Splitting Algorithms for Fractional Programs with Structured Numerators and Denominators9
Consensus-Based Algorithms for Stochastic Optimization Problems8
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems8
MINRES: From Negative Curvature Detection to Monotonicity Properties8
Subdifferentially Polynomially Bounded Functions and Gaussian Smoothing–Based Zeroth-Order Optimization8
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off8
Stochastic Optimization under Hidden Convexity8
Piecewise Polyhedral Relaxations of Multilinear Optimization8
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency8
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence8
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings8
Linearly Constrained Nonsmooth Optimization for Training Autoencoders8
Algorithms to Solve Unbounded Convex Vector Optimization Problems8
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds8
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization8
New Methods for Parametric Optimization via Differential Equations8
Super-Universal Regularized Newton Method7
Corrigendum: Convex Optimization Problems on Differentiable Sets7
Performance Bounds for PDE-Constrained Optimization under Uncertainty7
Cyclic Coordinate Dual Averaging with Extrapolation7
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints7
Comprehensive Analysis of Kernel-Based Interior-Point Methods for the \({P}_{{*}}{(\kappa )}\)-LCP7
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective7
On Cutting Plane Algorithms for Nonlinear Binary Optimization7
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective7
Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport7
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency7
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems7
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods7
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization7
Constrained Consensus-Based Optimization7
Optimization on a Finer Scale: Bounded Local Subgradient Variation Perspective7
Non-degenerate Rigid Alignment in a Patch Framework7
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems6
A Symmetric Gauss–Seidel Based Majorized Augmented Lagrangian Method for Generalized Nash Equilibrium Problems in Hilbert Spaces6
A Unified Framework for Pricing in Nonconvex Resource Allocation Games6
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity6
Nonsmooth Exact Penalty Methods for Equality-Constrained Optimization: Complexity and Implementation6
Sparse Polynomial Matrix Optimization6
TRFD: A Derivative-Free Trust-Region Method Based on Finite Differences for Composite Nonsmooth Optimization6
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets6
Computational Complexity of Sum-of-Squares Bounds for Copositive Programs6
Moment-Sos and Spectral Hierarchies for Polynomial Optimization on the Sphere and Quantum de Finetti Theorems6
Two-Norm Discrepancy and Convergence of the Stochastic Gradient Method with Application to Shape Optimization6
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence6
A Jacobi-Type Newton Method for Nash Equilibrium Problems with Descent Guarantees6
Adaptive Partitioning for Chance-Constrained Problems with Finite Support6
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy6
An Improved Unconstrained Approach for Bilevel Optimization6
Rockafellian Relaxation for PDE-Constrained Optimization with Distributional Ambiguity6
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm6
Path-Following Methods for Maximum a Posteriori Estimators in Bayesian Hierarchical Models: How Estimates Depend on Hyperparameters5
A Stochastic-Gradient-Based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems5
Forward-Backward Algorithms Devised by Graphs5
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient5
Second Order Conditions to Decompose Smooth Functions as Sums of Squares5
A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming5
Strongly Stable Stationary Points for a Class of Generalized Equations5
Kurdyka–Łojasiewicz Exponent via Hadamard Parametrization5
Projected Gradient Descent Accumulates at Bouligand Stationary Points5
Aubin Property and Strong Regularity Are Equivalent for Nonlinear Second-Order Cone Programming5
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem5
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints5
Convex Quadratic Sets and the Complexity of Mixed Integer Convex Quadratic Programming5
Evolution of Mixed Strategies in Monotone Games5
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant5
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 Intersection5
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization5
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function5
Tight Error Bounds for the Sign-Constrained Stiefel Manifold5
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance5
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction5
Policy Mirror Descent Inherently Explores Action Space5
Subset Selection and the Cone of Factor-Width-kMatrices5
How Do Exponential Size Solutions Arise in Semidefinite Programming?5
Safe and Verified Gomory Mixed-Integer Cuts in a Rational Mixed-Integer Program Framework5
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization5
Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications5
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity4
Model Construction for Convex-Constrained Derivative-Free Optimization4
Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls4
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing4
Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions4
Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems4
First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems4
Revisiting Landscape Analysis in Deep Neural Networks: Eliminating Decreasing Paths to Infinity4
A Relaxed Quasinormality Condition and the Boundedness of Dual Augmented Lagrangian Sequences4
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems4
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems4
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube4
Accelerated Minimax Algorithms Flock Together4
Sketched Newton--Raphson4
Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives4
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal4
Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem4
Pragmatic Distributionally Robust Optimization for Simple Integer Recourse Models4
Cutting Plane Generation through Sparse Principal Component Analysis4
Stability Analysis of Discrete-Time Linear Complementarity Systems4
Accelerated Forward-Backward Optimization Using Deep Learning4
Mirror Descent Algorithms with Nearly Dimension-Independent Rates for Differentially-Private Stochastic Saddle-Point Problems4
Analysis of the SiMPL Method for Density-Based Topology Optimization4
Finding Optimal Weight Vectors for Ridge Function Approximation in \(\boldsymbol{L}^{\boldsymbol{2}}\boldsymbol{(D)}\)4
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems4
Golden Ratio Primal-Dual Algorithm with Linesearch4
A Particle Algorithm for Mean-Field Variational Inference4
Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization4
General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension4
Policy Gradient Algorithms for Robust MDP\(\text{s}\) with Nonrectangular Uncertainty Sets4
Locating Theorems of Differential Inclusions Governed by Maximally Monotone Operators4
Accelerating Primal-Dual Methods for Regularized Markov Decision Processes4
Benign Landscapes of Low-Dimensional Relaxations for Orthogonal Synchronization on General Graphs4
On Minimal Extended Representations of Generalized Power Cones4
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming4
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty4
A Quadratically Convergent Sequential Programming Method for Second-Order Cone Programs Capable of Warm Starts3
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds3
Provably Faster Gradient Descent via Long Steps3
Second-Order Subdifferential Optimality Conditions in Nonsmooth Optimization3
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise3
Moderate Deviations and Invariance Principles for Sample Average Approximations3
The Derivatives of Sinkhorn–Knopp Converge3
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems3
Monotonicity in Quadratically Regularized Linear Programs3
Space Mapping for PDE Constrained Shape Optimization3
Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems3
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming3
A Solution Method for Arbitrary Polyhedral Convex Set Optimization Problems3
Discrete Optimal Transport with Independent Marginals is #P-Hard3
Certifying Solutions of Degenerate Semidefinite Programs3
Smoothed Gradient Clipping and Error Feedback for Decentralized Optimization under Symmetric Heavy-Tailed Noise3
An Inexact \({q}\)-Order Regularized Proximal Newton Method for Nonconvex Composite Optimization3
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients3
Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training3
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions3
Convergence Properties of Proximal (Sub)gradient Methods without Convexity or Smoothness of Any of the Functions3
Block Majorization-Minimization with Diminishing Radius for Constrained Nonsmooth Nonconvex Optimization3
Clarke’s Tangent Cones, Subgradients, Optimality Conditions, and the Lipschitzness at Infinity3
Certifying the Absence of Spurious Local Minima at Infinity3
TS-RSR: A Provably Efficient Approach for Batch Bayesian Optimization3
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem3
Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming3
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm3
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow3
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates3
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty3
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation3
Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems3
Interior-Point Algorithms with Full Newton Steps for Nonsymmetric Convex Conic Optimization3
Sharper Bounds for Proximal Gradient Algorithms with Errors3
A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem3
A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization3
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach2
Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization2
Adaptive Third-Order Methods for Composite Convex Optimization2
New Interior-Point Algorithm for Linear Optimization Based on a Universal Tangent Direction2
Model-Based Derivative-Free Methods for Convex-Constrained Optimization2
Distributed Nonlinear Conic Optimization with Partially Separable Structure2
Solving Moment and Polynomial Optimization Problems on Sobolev Spaces2
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization2
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory2
A Nonparametric Robust Optimization Approach for Chance-Constrained Knapsack Problem2
Projected Newton Method for Large-Scale Bayesian Linear Inverse Problems2
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning2
Avoiding Strict Saddle Points of Nonconvex Regularized Problems2
On Integrality in Semidefinite Programming for Discrete Optimization2
DIMIX: Diminishing Mixing for Sloppy Agents2
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization2
Approximations of Rockafellians, Lagrangians, and Dual Functions2
Exponential Convergence of General Iterative Proportional Fitting Procedures2
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces2
Convergence of ZH-Type Nonmonotone Descent Method for Kurdyka–Łojasiewicz Optimization Problems2
A General Framework for Symmetric and Asymmetric Variable Metric Proximal Point Methods, with Relations between Relative-Errors and Summable-Errors2
Homotopy Methods for Convex Optimization2
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization2
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality2
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