OOIR: Observatory of International Research

Papers

(The TQCC of SIAM Journal on Optimization is 4. 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 2020-04-01 to 2024-04-01.)

Article	Citations
Generalized Penalty and Regularization Method for Differential Variational-Hemivariational Inequalities	71
Well-Posedness, Optimal Control, and Sensitivity Analysis for a Class of Differential Variational-Hemivariational Inequalities	58
TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity	38
Chordal-TSSOS: A Moment-SOS Hierarchy That Exploits Term Sparsity with Chordal Extension	37
Convergence and Dynamical Behavior of the ADAM Algorithm for Nonconvex Stochastic Optimization	35
A Primal-Dual Algorithm with Line Search for General Convex-Concave Saddle Point Problems	30
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation	21
Global Convergence Rate Analysis of a Generic Line Search Algorithm with Noise	19
Operator Splitting for a Homogeneous Embedding of the Linear Complementarity Problem	19
Weakly Convex Optimization over Stiefel Manifold Using Riemannian Subgradient-Type Methods	19
A Bregman Forward-Backward Linesearch Algorithm for Nonconvex Composite Optimization: Superlinear Convergence to Nonisolated Local Minima	18
Riemannian Optimization on the Symplectic Stiefel Manifold	16
A Unified Approach to Mixed-Integer Optimization Problems With Logical Constraints	16
An Interior-Point Approach for Solving Risk-Averse PDE-Constrained Optimization Problems with Coherent Risk Measures	16
On a Semismooth* Newton Method for Solving Generalized Equations	16
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction	15
Variable Metric Forward-Backward Algorithm for Composite Minimization Problems	15
Sequential Quadratic Optimization for Nonlinear Equality Constrained Stochastic Optimization	14
Riemannian Conjugate Gradient Methods: General Framework and Specific Algorithms with Convergence Analyses	13
Equipping the Barzilai--Borwein Method with the Two Dimensional Quadratic Termination Property	13
Efficient Search of First-Order Nash Equilibria in Nonconvex-Concave Smooth Min-Max Problems	13
A Method with Convergence Rates for Optimization Problems with Variational Inequality Constraints	12
Analysis and Algorithms for Some Compressed Sensing Models Based on L1/L2 Minimization	12
Stochastic Approximation for Optimization in Shape Spaces	12
Generalized Newton Algorithms for Tilt-Stable Minimizers in Nonsmooth Optimization	12

Inexact High-Order Proximal-Point Methods with Auxiliary Search Procedure	11
Greedy Quasi-Newton Methods with Explicit Superlinear Convergence	11
Trust-Region Newton-CG with Strong Second-Order Complexity Guarantees for Nonconvex Optimization	11
Generalized Momentum-Based Methods: A Hamiltonian Perspective	11
Nonlinear Forward-Backward Splitting with Projection Correction	11
Necessary and Sufficient Optimality Conditions in DC Semi-infinite Programming	10
Faster Lagrangian-Based Methods in Convex Optimization	10
An Accelerated Inexact Proximal Point Method for Solving Nonconvex-Concave Min-Max Problems	10
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation	10
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic	9
Convergence Rate Analysis of a Sequential Convex Programming Method with Line Search for a Class of Constrained Difference-of-Convex Optimization Problems	9
A Lagrange Multiplier Expression Method for Bilevel Polynomial Optimization	9
Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling	8
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization	8
Probabilistic Guarantees in Robust Optimization	8
Anisotropic Diffusion in Consensus-Based Optimization on the Sphere	8
The Landweber Operator Approach to the Split Equality Problem	8
Mathematical Foundations of Distributionally Robust Multistage Optimization	8
Exponential Decay of Sensitivity in Graph-Structured Nonlinear Programs	8
Distributed Variable Sample-Size Gradient-Response and Best-Response Schemes for Stochastic Nash Equilibrium Problems	8
Optimization under Rare Chance Constraints	8
Spectral Relaxations and Branching Strategies for Global Optimization of Mixed-Integer Quadratic Programs	8
Distributionally Robust Partially Observable Markov Decision Process with Moment-Based Ambiguity	7
An SQP Method for Equality Constrained Optimization on Hilbert Manifolds	7
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	7
Nonlinear Conjugate Gradient Methods for PDE Constrained Shape Optimization Based on Steklov--Poincaré-Type Metrics	7
Quadratic Convergence of Smoothing Newton's Method for 0/1 Loss Optimization	7
MultiLevel Composite Stochastic Optimization via Nested Variance Reduction	7
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems	7
Convergence Analysis of Gradient Algorithms on Riemannian Manifolds without Curvature Constraints and Application to Riemannian Mass	7
The Condition Number of Riemannian Approximation Problems	7
On the Intrinsic Core of Convex Cones in Real Linear Spaces	7
ADMM-Type Methods for Generalized Nash Equilibrium Problems in Hilbert Spaces	7
The Computation of Approximate Generalized Feedback Nash Equilibria	7
Stochastic Dynamic Linear Programming: A Sequential Sampling Algorithm for Multistage Stochastic Linear Programming	6
On the Linear Convergence of the Multimarginal Sinkhorn Algorithm	6
Error Bounds and Singularity Degree in Semidefinite Programming	6
Symmetry Reduction in AM/GM-Based Optimization	6
Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization	6
Unified Acceleration of High-Order Algorithms under General Hölder Continuity	6
Affinely Adjustable Robust Linear Complementarity Problems	6
Optimal Convergence Rates for the Proximal Bundle Method	6
On the Complexity of Inverse Mixed Integer Linear Optimization	6
Outlier Detection in Time Series via Mixed-Integer Conic Quadratic Optimization	6
Existence Results for Generalized Nash Equilibrium Problems under Continuity-Like Properties of Sublevel Sets	6
Local Convergence Analysis of Augmented Lagrangian Methods for Piecewise Linear-Quadratic Composite Optimization Problems	6
The Ratio-Cut Polytope and K-Means Clustering	6
Constrained Consensus-Based Optimization	6
Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions	5
On High-Order Multilevel Optimization Strategies	5

A Proximal Bundle Variant with Optimal Iteration-Complexity for a Large Range of Prox Stepsizes	5
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy	5
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning	5
Adaptive Sequential Sample Average Approximation for Solving Two-Stage Stochastic Linear Programs	5
Efficient Algorithms for Distributionally Robust Stochastic Optimization with Discrete Scenario Support	5
Distance-Sparsity Transference for Vertices of Corner Polyhedra	5
An Efficient Quadratic Programming Relaxation Based Algorithm for Large-Scale MIMO Detection	5
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds	5
Degenerate Preconditioned Proximal Point Algorithms	5
Accelerated Iterative Regularization via Dual Diagonal Descent	5
An Optimal-Storage Approach to Semidefinite Programming Using Approximate Complementarity	5
Split-Douglas--Rachford Algorithm for Composite Monotone Inclusions and Split-ADMM	5
Convergence of Newton-MR under Inexact Hessian Information	5
Condition Number Minimization in Euclidean Jordan Algebras	5
Golden Ratio Primal-Dual Algorithm with Linesearch	5
A Globally Convergent SQCQP Method for Multiobjective Optimization Problems	5
Exact Penalty Function for $\ell_{2,1}$ Norm Minimization over the Stiefel Manifold	5
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates	5
Sketched Newton--Raphson	5
Reformulation of the M-Stationarity Conditions as a System of Discontinuous Equations and Its Solution by a Semismooth Newton Method	5
Finite Convergence of Sum-of-Squares Hierarchies for the Stability Number of a Graph	4
Policy Mirror Descent for Regularized Reinforcement Learning: A Generalized Framework with Linear Convergence	4
Generalized Leibniz Rules and Lipschitzian Stability for Expected-Integral Mappings	4
Improved Performance Guarantees for Orthogonal Group Synchronization via Generalized Power Method	4
Distributionally Robust Two-Stage Stochastic Programming	4
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization	4
A Derivative-Free Method for Structured Optimization Problems	4
On the Convergence of Stochastic Primal-Dual Hybrid Gradient	4
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices	4
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel	4
Fenchel Duality and a Separation Theorem on Hadamard Manifolds	4
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization	4
Randomized Sketching Algorithms for Low-Memory Dynamic Optimization	4
Tikhonov Regularization of a Perturbed Heavy Ball System with Vanishing Damping	4
Exponential Convergence of Sum-of-Squares Hierarchies for Trigonometric Polynomials	4
A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization	4
A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization	4
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization	4