SIAM Journal on Optimization

Papers
(The TQCC of SIAM Journal on Optimization is 6. 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 2022-05-01 to 2026-05-01.)
ArticleCitations
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming72
The Lovász Theta Function for Recovering Planted Clique Covers and Graph Colorings60
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities54
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials37
Convex Ternary Quartics Are SOS-Convex36
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets35
Variational Convexity of Functions and Variational Sufficiency in Optimization31
Effective Front-Descent Algorithms with Convergence Guarantees29
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization27
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles26
Convex Approximations of Random Constrained Markov Decision Processes25
Large Deviation Upper Bounds and Improved MSE Rates of Nonlinear SGD: Heavy-Tailed Noise and Power of Symmetry24
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions23
Optimal Self-Concordant Barriers for Quantum Relative Entropies22
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity22
Fenchel Duality and a Separation Theorem on Hadamard Manifolds21
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function21
Occupation Measure Relaxations in Variational Problems: The Role of Convexity21
Refined TSSOS21
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives21
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness20
Solution of Mismatched Monotone+Lipschitz Inclusion Problems19
Harnessing Structure in Composite Nonsmooth Minimization18
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction18
A QP1QC Approach for Deciding Whether or Not Two Quadratic Surfaces Intersect17
A Proximal-Gradient Method for Equality Constrained Optimization16
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods16
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport16
Linear Programming on the Stiefel Manifold15
Subgradient Sampling for Nonsmooth Nonconvex Minimization15
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games15
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints15
Optimal Convergence Rates for the Proximal Bundle Method14
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
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs13
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties13
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation13
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization13
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs13
Distributionally Robust Two-Stage Stochastic Programming12
Optimization on the Euclidean Unit Sphere12
On the Divergence of Decentralized Nonconvex Optimization12
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs12
Convergent Algorithms for a Class of Convex Semi-infinite Programs12
A Disjunctive Cutting Plane Algorithm for Bilinear Programming12
On the Complexity of Matrix Putinar’s Positivstellensätz12
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints12
A Search-Free \({O(1/{k}^{3/2})}\) Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities12
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations12
A Four-Operator Splitting Algorithm for Nonconvex and Nonsmooth Optimization11
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems11
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps11
Continuous Newton-like Methods Featuring Inertia and Variable Mass11
Randomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds11
Escaping Unknown Discontinuous Regions in Blackbox Optimization10
Degenerate Preconditioned Proximal Point Algorithms10
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence10
Exploring Chordal Sparsity in Semidefinite Programming with Sparse plus Low-Rank Data Matrices10
Mini-Batch Risk Forms10
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients10
A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems10
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces10
Tightness of SDP and Burer–Monteiro Factorization for Phase Synchronization in a High-Noise Regime10
Understanding the Influence of Digraphs on Decentralized Optimization: Effective Metrics, Lower Bound, and Optimal Algorithm10
Consensus-Based Optimization Methods Converge Globally10
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization10
First-Order Penalty Methods for Bilevel Optimization10
Minimal Pairs of Convex Sets Which Share a Recession Cone9
Fisher–Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients9
Proximity Operators of Perspective Functions with Nonlinear Scaling9
Limiting Normal Cones to the Union of Two Convex Sets and M-Stationarity: Local Uniqueness and Stability in Mathematical Programming9
MINRES: From Negative Curvature Detection to Monotonicity Properties9
On the Bredies–Chenchene–Lorenz–Naldi Algorithm: Linear Relations and Strong Convergence9
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees9
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation9
An Exact Method for Nonlinear Network Flow Interdiction Problems9
Linearly Constrained Nonsmooth Optimization for Training Autoencoders9
Stochastic Optimization under Hidden Convexity8
Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation8
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency8
Subdifferentially Polynomially Bounded Functions and Gaussian Smoothing–Based Zeroth-Order Optimization8
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off8
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence8
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems8
Algorithms to Solve Unbounded Convex Vector Optimization Problems8
New Methods for Parametric Optimization via Differential Equations8
Full Splitting Algorithms for Fractional Programs with Structured Numerators and Denominators8
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds8
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings8
Piecewise Polyhedral Relaxations of Multilinear Optimization8
Consensus-Based Algorithms for Stochastic Optimization Problems8
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective8
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization8
Performance Bounds for PDE-Constrained Optimization under Uncertainty8
Constrained Consensus-Based Optimization8
Super-Universal Regularized Newton Method7
TRFD: A Derivative-Free Trust-Region Method Based on Finite Differences for Composite Nonsmooth Optimization7
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods7
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search7
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization7
Corrigendum: Convex Optimization Problems on Differentiable Sets7
A Jacobi-Type Newton Method for Nash Equilibrium Problems with Descent Guarantees7
Non-degenerate Rigid Alignment in a Patch Framework7
Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport7
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency7
Optimization on a Finer Scale: Bounded Local Subgradient Variation Perspective7
On Cutting Plane Algorithms for Nonlinear Binary Optimization7
Cyclic Coordinate Dual Averaging with Extrapolation7
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints7
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective7
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems7
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm6
Computational Complexity of Sum-of-Squares Bounds for Copositive Programs6
Two-Norm Discrepancy and Convergence of the Stochastic Gradient Method with Application to Shape Optimization6
Rockafellian Relaxation for PDE-Constrained Optimization with Distributional Ambiguity6
Sparse Polynomial Matrix Optimization6
Policy Mirror Descent Inherently Explores Action Space6
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature6
Convex Quadratic Sets and the Complexity of Mixed Integer Convex Quadratic Programming6
Nonsmooth Exact Penalty Methods for Equality-Constrained Optimization: Complexity and Implementation6
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems6
A Unified Framework for Pricing in Nonconvex Resource Allocation Games6
A Symmetric Gauss–Seidel Based Majorized Augmented Lagrangian Method for Generalized Nash Equilibrium Problems in Hilbert Spaces6
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence6
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints6
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient6
Subset Selection and the Cone of Factor-Width-kMatrices6
Moment-Sos and Spectral Hierarchies for Polynomial Optimization on the Sphere and Quantum de Finetti Theorems6
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets6
Adaptive Partitioning for Chance-Constrained Problems with Finite Support6
An Improved Unconstrained Approach for Bilevel Optimization6
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity6
How Do Exponential Size Solutions Arise in Semidefinite Programming?6
Forward-Backward Algorithms Devised by Graphs6
Evolution of Mixed Strategies in Monotone Games6
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy6
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