OOIR: Observatory of International Research

Papers

(The TQCC of SIAM Journal on Optimization is 5. 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 2020-11-01 to 2024-11-01.)

Article	Citations
Generalized Penalty and Regularization Method for Differential Variational-Hemivariational Inequalities	75
Well-Posedness, Optimal Control, and Sensitivity Analysis for a Class of Differential Variational-Hemivariational Inequalities	66
TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity	48
Convergence and Dynamical Behavior of the ADAM Algorithm for Nonconvex Stochastic Optimization	43
Chordal-TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity with Chordal Extension	40
A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems	34
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation	30
Riemannian Conjugate Gradient Methods: General Framework and Specific Algorithms with Convergence Analyses	25
Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise	25
Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem	25
Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods	23
A Bregman Forward-Backward Linesearch Algorithm for Nonconvex Composite Optimization: Superlinear Convergence to Nonisolated Local Minima	20
A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints	19
Riemannian Optimization on the Symplectic Stiefel Manifold	19
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization	18
Variable Metric Forward-Backward Algorithm for Composite Minimization Problems	17
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction	17
An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures	17
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic	17
On a Semismooth* Newton Method for Solving Generalized Equations	17
A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints	16
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation	16
Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems	16
Equipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination Property	15
An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems	15

Faster Lagrangian-Based Methods in Convex Optimization	15
Generalized Newton Algorithms for Tilt-Stable Minimizers in Nonsmooth Optimization	14
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems	14
Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization	14
Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization	13
Greedy Quasi-Newton Methods with Explicit Superlinear Convergence	13
Stochastic Approximation for Optimization in Shape Spaces	13
Nonlinear Forward-Backward Splitting with Projection Correction	13
Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure	12
Probabilistic Guarantees in Robust Optimization	12
Generalized Momentum-Based Methods: A Hamiltonian Perspective	12
Mathematical Foundations of Distributionally Robust Multistage Optimization	11
Sketched Newton--Raphson	11
Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs	11
The Computation of Approximate Generalized Feedback Nash Equilibria	11
A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization	10
Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass	10
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization	10
Necessary and Sufficient Optimality Conditions in DC Semi-infinite Programming	10
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems	10
Optimization under Rare Chance Constraints	10
Anisotropic Diffusion in Consensus-Based Optimization on the Sphere	10
MultiLevel Composite Stochastic Optimization via Nested Variance Reduction	10
Quadratic Convergence of Smoothing Newton's Method for 0/1 Loss Optimization	10
A Globally Convergent SQCQP Method for Multiobjective Optimization Problems	9
Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems	9
Constrained Consensus-Based Optimization	9
Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems	9
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	9
Shortest Paths in Graphs of Convex Sets	9
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates	9
ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces	9
Exponential Convergence of Sum-of-Squares Hierarchies for Trigonometric Polynomials	8
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy	8
An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity	8
Optimal Convergence Rates for the Proximal Bundle Method	8
Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization	8
Existence Results for Generalized Nash Equilibrium Problems under Continuity-Like Properties of Sublevel Sets	8
The Condition Number of Riemannian Approximation Problems	8
The Ratio-Cut Polytope and K-Means Clustering	8
The Landweber Operator Approach to the Split Equality Problem	8
Spectral Relaxations and Branching Strategies for Global Optimization of Mixed-Integer Quadratic Programs	8
On the Linear Convergence of the Multimarginal Sinkhorn Algorithm	8
Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling	8
Nonlinear Conjugate Gradient Methods for PDE Constrained Shape Optimization Based on Steklov--Poincaré-Type Metrics	8
An SQP Method for Equality Constrained Optimization on Hilbert Manifolds	7
On the Intrinsic Core of Convex Cones in Real Linear Spaces	7
Symmetry Reduction in AM/GM-Based Optimization	7
Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity	7
Golden Ratio Primal-Dual Algorithm with Linesearch	7

A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization	7
Affinely Adjustable Robust Linear Complementarity Problems	7
Error Bounds and Singularity Degree in Semidefinite Programming	7
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds	7
On High-Order Multilevel Optimization Strategies	7
Degenerate Preconditioned Proximal Point Algorithms	7
Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs	7
On the Complexity of Inverse Mixed Integer Linear Optimization	7
Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization	7
Unified Acceleration of High-Order Algorithms under General Hölder Continuity	7
On the Convergence of Stochastic Primal-Dual Hybrid Gradient	6
Convergence of Random Reshuffling under the Kurdyka–Łojasiewicz Inequality	6
Accelerated Iterative Regularization via Dual Diagonal Descent	6
Split-Douglas--Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM	6
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization	6
Finite Convergence of Sum-of-Squares Hierarchies for the Stability Number of a Graph	6
Tikhonov Regularization of a Perturbed Heavy Ball System with Vanishing Damping	6
Policy Mirror Descent for Regularized Reinforcement Learning: A Generalized Framework with Linear Convergence	6
Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold	6
Distributionally Robust Two-Stage Stochastic Programming	6
Making the Last Iterate of SGD Information Theoretically Optimal	6
Convergence of Newton-MR under Inexact Hessian Information	6
Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions	6
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant	6
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming	6
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning	6
Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support	6
Distance-Sparsity Transference for Vertices of Corner Polyhedra	6
The Generalized Bregman Distance	6
An Accelerated Method for Derivative-Free Smooth Stochastic Convex Optimization	5
Condition Number Minimization in Euclidean Jordan Algebras	5
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function	5
Improved Performance Guarantees for Orthogonal Group Synchronization via Generalized Power Method	5
A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization	5
Genericity Analysis of Multi-Leader-Disjoint-Followers Game	5
Infeasibility and Error Bound Imply Finite Convergence of Alternating Projections	5
A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes	5
Amenable Cones Are Particularly Nice	5
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel	5
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets	5
Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method	5
An Efficient Quadratic Programming Relaxation Based Algorithm for Large-Scale MIMO Detection	5
Generalized Leibniz Rules and Lipschitzian Stability for Expected-Integral Mappings	5
New First-Order Algorithms for Stochastic Variational Inequalities	5
Optimality Conditions for Convex Stochastic Optimization Problems in Banach Spaces with Almost Sure State Constraints	5
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization	5
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering	5