SIAM Journal on Optimization

Papers
(The TQCC 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 2021-03-01 to 2025-03-01.)
ArticleCitations
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity30
Improving the Global Convergence of Inexact Restoration Methods for Constrained Optimization Problems27
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function24
On Integrality in Semidefinite Programming for Discrete Optimization18
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization17
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems15
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs15
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials11
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization11
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets11
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective10
Variational Convexity of Functions and Variational Sufficiency in Optimization10
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning10
Harmonic Hierarchies for Polynomial Optimization10
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off9
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach9
Performance Bounds for PDE-Constrained Optimization under Uncertainty9
PCA Sparsified9
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives8
The Computation of Approximate Generalized Feedback Nash Equilibria8
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization8
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles8
Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound8
On Minimal Extended Representations of Generalized Power Cones8
Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning8
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization7
Min-Max-Min Optimization with Smooth and Strongly Convex Objectives7
Stability Analysis of Discrete-Time Linear Complementarity Systems7
Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games7
Random Coordinate Descent Methods for Nonseparable Composite Optimization7
A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization7
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation7
Constrained Consensus-Based Optimization6
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency6
Symmetry Reduction in AM/GM-Based Optimization6
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions6
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data6
Sketched Newton--Raphson6
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations6
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality6
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization6
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering6
DIMIX: Diminishing Mixing for Sloppy Agents5
Occupation Measure Relaxations in Variational Problems: The Role of Convexity5
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming5
Minimum Spanning Trees in Infinite Graphs: Theory and Algorithms5
Optimal Self-Concordant Barriers for Quantum Relative Entropies5
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints5
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing5
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization5
A Riemannian Proximal Newton Method5
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence5
QNG: A Quasi-Natural Gradient Method for Large-Scale Statistical Learning5
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization5
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates4
Corrigendum and Addendum: Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators4
Harnessing Structure in Composite Nonsmooth Minimization4
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube4
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory4
Stability Properties for Parametric Linear Programs under Data Ambiguities4
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds4
Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints4
Moderate Deviations and Invariance Principles for Sample Average Approximations4
Optimal Convergence Rates for the Proximal Bundle Method4
Model-Based Derivative-Free Methods for Convex-Constrained Optimization4
Subgradient Sampling for Nonsmooth Nonconvex Minimization4
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search4
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise4
Fenchel Duality and a Separation Theorem on Hadamard Manifolds4
Derivative-Free Alternating Projection Algorithms for General Nonconvex-Concave Minimax Problems3
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport3
The Bregman Proximal Average3
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems3
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity3
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces3
An Unbiased Approach to Low Rank Recovery3
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms3
Accelerated Minimax Algorithms Flock Together3
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal3
Optimal Methods for Convex Risk-Averse Distributed Optimization3
Cyclic Coordinate Dual Averaging with Extrapolation3
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints3
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization3
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective3
The Ratio-Cut Polytope and K-Means Clustering3
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation3
First-Order Algorithms for a Class of Fractional Optimization Problems3
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow3
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part II: Outer Approximation Algorithm3
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm3
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty3
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods3
Accelerated Forward-Backward Optimization Using Deep Learning3
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization3
Constrained Optimization in the Presence of Noise2
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations2
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets2
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty2
Generalized Power Cones: Optimal Error Bounds and Automorphisms2
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel2
Optimal Algorithms for Stochastic Complementary Composite Minimization2
MIP Relaxations in Factorable Programming2
Basic Convex Analysis in Metric Spaces with Bounded Curvature2
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction2
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds2
Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem2
Stochastic Differential Equations for Modeling First Order Optimization Methods2
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems2
Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization2
Partial Smoothness and Constant Rank2
Adaptive Third-Order Methods for Composite Convex Optimization2
Convergence Rate Analysis of a Dykstra-Type Projection Algorithm2
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems2
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates2
Provably Faster Gradient Descent via Long Steps2
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation2
Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators2
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients2
Differentially Private Accelerated Optimization Algorithms2
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems2
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions2
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints2
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs2
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming2
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games2
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming2
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness2
Linear Programming on the Stiefel Manifold2
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty2
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency2
Corrigendum: Convex Optimization Problems on Differentiable Sets2
Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization2
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer2
A Path-Based Approach to Constrained Sparse Optimization2
Super-Universal Regularized Newton Method2
Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers2
Preference Robust Optimization for Choice Functions on the Space of CDFs2
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties2
Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses2
Distributionally Robust Two-Stage Stochastic Programming2
Aggregations of Quadratic Inequalities and Hidden Hyperplane Convexity2
Solution of Mismatched Monotone+Lipschitz Inclusion Problems2
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