OOIR: Observatory of International Research

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.)

Article	Citations
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity	30
Improving the Global Convergence of Inexact Restoration Methods for Constrained Optimization Problems	27
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function	24
On Integrality in Semidefinite Programming for Discrete Optimization	18
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization	17
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs	15
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems	15
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets	11
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials	11
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization	11
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning	10
Harmonic Hierarchies for Polynomial Optimization	10
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- ${\boldsymbol{\mathcal{C}^2}}$ Objective	10
Variational Convexity of Functions and Variational Sufficiency in Optimization	10
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach	9
Performance Bounds for PDE-Constrained Optimization under Uncertainty	9
PCA Sparsified	9
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off	9
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles	8
Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an $\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}$ Complexity Bound	8
On Minimal Extended Representations of Generalized Power Cones	8
Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning	8
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives	8
The Computation of Approximate Generalized Feedback Nash Equilibria	8
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization	8

Stability Analysis of Discrete-Time Linear Complementarity Systems	7
Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games	7
Random Coordinate Descent Methods for Nonseparable Composite Optimization	7
A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization	7
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation	7
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization	7
Min-Max-Min Optimization with Smooth and Strongly Convex Objectives	7
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations	6
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality	6
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization	6
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering	6
Constrained Consensus-Based Optimization	6
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency	6
Symmetry Reduction in AM/GM-Based Optimization	6
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions	6
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data	6
Sketched Newton--Raphson	6
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints	5
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing	5
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization	5
A Riemannian Proximal Newton Method	5
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence	5
QNG: A Quasi-Natural Gradient Method for Large-Scale Statistical Learning	5
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization	5
DIMIX: Diminishing Mixing for Sloppy Agents	5
Occupation Measure Relaxations in Variational Problems: The Role of Convexity	5
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming	5
Minimum Spanning Trees in Infinite Graphs: Theory and Algorithms	5
Optimal Self-Concordant Barriers for Quantum Relative Entropies	5
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds	4
Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints	4
Moderate Deviations and Invariance Principles for Sample Average Approximations	4
Optimal Convergence Rates for the Proximal Bundle Method	4
Model-Based Derivative-Free Methods for Convex-Constrained Optimization	4
Subgradient Sampling for Nonsmooth Nonconvex Minimization	4
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search	4
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise	4
Fenchel Duality and a Separation Theorem on Hadamard Manifolds	4
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates	4
Corrigendum and Addendum: Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators	4
Harnessing Structure in Composite Nonsmooth Minimization	4
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube	4
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory	4
Stability Properties for Parametric Linear Programs under Data Ambiguities	4
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints	3
The Bregman Proximal Average	3
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization	3
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems	3
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	3
The Ratio-Cut Polytope and K-Means Clustering	3

Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation	3
First-Order Algorithms for a Class of Fractional Optimization Problems	3
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part II: Outer Approximation Algorithm	3
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal	3
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty	3
Cyclic Coordinate Dual Averaging with Extrapolation	3
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods	3
Accelerated Forward-Backward Optimization Using Deep Learning	3
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization	3
Derivative-Free Alternating Projection Algorithms for General Nonconvex-Concave Minimax Problems	3
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport	3
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow	3
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity	3
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm	3
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces	3
An Unbiased Approach to Low Rank Recovery	3
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms	3
Accelerated Minimax Algorithms Flock Together	3
Optimal Methods for Convex Risk-Averse Distributed Optimization	3
Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses	2
Distributionally Robust Two-Stage Stochastic Programming	2
Aggregations of Quadratic Inequalities and Hidden Hyperplane Convexity	2
Solution of Mismatched Monotone+Lipschitz Inclusion Problems	2
Constrained Optimization in the Presence of Noise	2
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations	2
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets	2
Approximation Guarantees for Min-Max-Min Robust Optimization and ${\boldsymbol{k}}$-Adaptability Under Objective Uncertainty	2
Generalized Power Cones: Optimal Error Bounds and Automorphisms	2
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel	2
Optimal Algorithms for Stochastic Complementary Composite Minimization	2
MIP Relaxations in Factorable Programming	2
Basic Convex Analysis in Metric Spaces with Bounded Curvature	2
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction	2
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds	2
Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem	2
Stochastic Differential Equations for Modeling First Order Optimization Methods	2
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems	2
Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization	2
Partial Smoothness and Constant Rank	2
Adaptive Third-Order Methods for Composite Convex Optimization	2
Convergence Rate Analysis of a Dykstra-Type Projection Algorithm	2
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems	2
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates	2
Provably Faster Gradient Descent via Long Steps	2
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation	2
Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators	2
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients	2
Differentially Private Accelerated Optimization Algorithms	2
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems	2
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions	2
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints	2
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs	2
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming	2
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games	2
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming	2
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness	2
Linear Programming on the Stiefel Manifold	2
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty	2
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency	2
Corrigendum: Convex Optimization Problems on Differentiable Sets	2
Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization	2
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer	2
A Path-Based Approach to Constrained Sparse Optimization	2
Super-Universal Regularized Newton Method	2
Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers	2
Preference Robust Optimization for Choice Functions on the Space of CDFs	2
A Family of $\boldsymbol{s}$-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties	2