OOIR: Observatory of International Research

Papers

(The TQCC of SIAM Journal on Optimization is 3. 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 2021-04-01 to 2025-04-01.)

Article	Citations
Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls	36
Improving the Global Convergence of Inexact Restoration Methods for Constrained Optimization Problems	30
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function	24
On Integrality in Semidefinite Programming for Discrete Optimization	22
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization	21
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs	17
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials	16
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization	15
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets	15
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning	15
Harmonic Hierarchies for Polynomial Optimization	13
Performance Bounds for PDE-Constrained Optimization under Uncertainty	12
Variational Convexity of Functions and Variational Sufficiency in Optimization	12
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective	12
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off	12
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach	11
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives	11
PCA Sparsified	11
The Computation of Approximate Generalized Feedback Nash Equilibria	11
On Minimal Extended Representations of Generalized Power Cones	10
Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound	10
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization	10
Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning	9
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation	9
Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games	8

Random Coordinate Descent Methods for Nonseparable Composite Optimization	8
A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization	8
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data	8
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization	8
Min-Max-Min Optimization with Smooth and Strongly Convex Objectives	8
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality	8
Stability Analysis of Discrete-Time Linear Complementarity Systems	8
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations	7
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency	7
Sketched Newton--Raphson	7
Symmetry Reduction in AM/GM-Based Optimization	7
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles	7
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions	7
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering	7
A Riemannian Proximal Newton Method	6
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints	6
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing	6
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization	6
Minimum Spanning Trees in Infinite Graphs: Theory and Algorithms	6
Occupation Measure Relaxations in Variational Problems: The Role of Convexity	6
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence	6
DIMIX: Diminishing Mixing for Sloppy Agents	6
Optimal Self-Concordant Barriers for Quantum Relative Entropies	6
QNG: A Quasi-Natural Gradient Method for Large-Scale Statistical Learning	6
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming	6
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization	6
Corrigendum and Addendum: Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators	5
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity	5
MIP Relaxations in Factorable Programming	5
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search	5
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems	5
Stability Properties for Parametric Linear Programs under Data Ambiguities	5
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds	5
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems	5
On the Connections between Optimization Algorithms, Lyapunov Functions, and Differential Equations: Theory and Insights	5
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube	5
Model-Based Derivative-Free Methods for Convex-Constrained Optimization	5
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization	5
Constrained Consensus-Based Optimization	5
Fenchel Duality and a Separation Theorem on Hadamard Manifolds	5
Harnessing Structure in Composite Nonsmooth Minimization	5
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction	4
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow	4
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm	4
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory	4
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport	4
Cyclic Coordinate Dual Averaging with Extrapolation	4
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity	4
Moderate Deviations and Invariance Principles for Sample Average Approximations	4
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets	4

On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization	4
The Bregman Proximal Average	4
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces	4
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise	4
Optimal Methods for Convex Risk-Averse Distributed Optimization	4
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization	3
Constrained Optimization in the Presence of Noise	3
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming	3
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms	3
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal	3
Accelerated Minimax Algorithms Flock Together	3
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints	3
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems	3
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty	3
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part II: Outer Approximation Algorithm	3
Convergence Rate Analysis of a Dykstra-Type Projection Algorithm	3
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty	3
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation	3
Provably Faster Gradient Descent via Long Steps	3
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games	3
Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints	3
Optimal Convergence Rates for the Proximal Bundle Method	3
Accelerated Forward-Backward Optimization Using Deep Learning	3
Linear Programming on the Stiefel Manifold	3
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients	3
Derivative-Free Alternating Projection Algorithms for General Nonconvex-Concave Minimax Problems	3
The Ratio-Cut Polytope and K-Means Clustering	3
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	3
An Unbiased Approach to Low Rank Recovery	3