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 2022-01-01 to 2026-01-01.)

Article	Citations
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming	62
Convex Approximations of Random Constrained Markov Decision Processes	48
The Lovász Theta Function for Recovering Planted Clique Covers and Graph Colorings	48
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function	41
Occupation Measure Relaxations in Variational Problems: The Role of Convexity	31
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization	28
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions	28
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials	27
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives	27
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets	25
Convex Ternary Quartics Are SOS-Convex	25
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities	23
Optimal Self-Concordant Barriers for Quantum Relative Entropies	23
Variational Convexity of Functions and Variational Sufficiency in Optimization	22
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity	22
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles	22
Fenchel Duality and a Separation Theorem on Hadamard Manifolds	21
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness	20
Linear Programming on the Stiefel Manifold	20
Solution of Mismatched Monotone+Lipschitz Inclusion Problems	20
Refined TSSOS	20
Harnessing Structure in Composite Nonsmooth Minimization	18
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction	18
Subgradient Sampling for Nonsmooth Nonconvex Minimization	18
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods	17

A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer	17
Optimal Convergence Rates for the Proximal Bundle Method	17
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints	16
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems	15
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games	15
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport	15
The Ratio-Cut Polytope and K-Means Clustering	14
A Proximal-Gradient Method for Equality Constrained Optimization	14
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms	14
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs	13
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization	13
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs	12
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation	12
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations	12
A Family of $\boldsymbol{s}$-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties	12
Distributionally Robust Two-Stage Stochastic Programming	11
On the Divergence of Decentralized Nonconvex Optimization	11
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints	11
A Search-Free ${O(1/{k}^{3/2})}$ Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities	11
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs	11
On the Complexity of Matrix Putinar’s Positivstellensätz	11
Convergent Algorithms for a Class of Convex Semi-infinite Programs	11
A Disjunctive Cutting Plane Algorithm for Bilinear Programming	10
Consensus-Based Optimization Methods Converge Globally	10
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems	10
Randomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds	10
A Regularized Newton Method for ${\boldsymbol{\ell}}_{q}$ -Norm Composite Optimization Problems	10
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients	10
Escaping Unknown Discontinuous Regions in Blackbox Optimization	10
Continuous Newton-like Methods Featuring Inertia and Variable Mass	10
Understanding the Influence of Digraphs on Decentralized Optimization: Effective Metrics, Lower Bound, and Optimal Algorithm	10
Optimization on the Euclidean Unit Sphere	10
A Four-Operator Splitting Algorithm for Nonconvex and Nonsmooth Optimization	10
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps	10
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy	9
First-Order Penalty Methods for Bilevel Optimization	9
Mini-Batch Risk Forms	9
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization	9
Degenerate Preconditioned Proximal Point Algorithms	9
Limiting Normal Cones to the Union of Two Convex Sets and M-Stationarity: Local Uniqueness and Stability in Mathematical Programming	9
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence	9
On the Bredies–Chenchene–Lorenz–Naldi Algorithm: Linear Relations and Strong Convergence	8
Proximity Operators of Perspective Functions with Nonlinear Scaling	8
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation	8
Consensus-Based Algorithms for Stochastic Optimization Problems	8
Piecewise Polyhedral Relaxations of Multilinear Optimization	8
Linearly Constrained Nonsmooth Optimization for Training Autoencoders	8
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees	8
Algorithms to Solve Unbounded Convex Vector Optimization Problems	8
Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation	8

Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction	8
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces	8
Fisher–Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients	8
Minimal Pairs of Convex Sets Which Share a Recession Cone	8
Stochastic Optimization under Hidden Convexity	8
An Exact Method for Nonlinear Network Flow Interdiction Problems	8
MINRES: From Negative Curvature Detection to Monotonicity Properties	8
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems	7
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization	7
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- ${\boldsymbol{\mathcal{C}^2}}$ Objective	7
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings	7
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency	7
Constrained Consensus-Based Optimization	7
Performance Bounds for PDE-Constrained Optimization under Uncertainty	7
Subdifferentially Polynomially Bounded Functions and Gaussian Smoothing–Based Zeroth-Order Optimization	7
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization	7
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds	7
New Methods for Parametric Optimization via Differential Equations	7
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence	7
Full Splitting Algorithms for Fractional Programs with Structured Numerators and Denominators	7
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm	6
Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport	6
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods	6
Super-Universal Regularized Newton Method	6
On Cutting Plane Algorithms for Nonlinear Binary Optimization	6
TRFD: A Derivative-Free Trust-Region Method Based on Finite Differences for Composite Nonsmooth Optimization	6
Adaptive Partitioning for Chance-Constrained Problems with Finite Support	6
Corrigendum: Convex Optimization Problems on Differentiable Sets	6
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search	6
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints	6
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency	6
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	6
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems	6
A Jacobi-Type Newton Method for Nash Equilibrium Problems with Descent Guarantees	6
An Improved Unconstrained Approach for Bilevel Optimization	6
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off	6
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty	6
Cyclic Coordinate Dual Averaging with Extrapolation	6
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems	6
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization	6
A Symmetric Gauss–Seidel Based Majorized Augmented Lagrangian Method for Generalized Nash Equilibrium Problems in Hilbert Spaces	6
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant	5
Kurdyka–Łojasiewicz Exponent via Hadamard Parametrization	5
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization	5
Forward-Backward Algorithms Devised by Graphs	5
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function	5
Bayesian Optimization with Expensive Integrands	5
Policy Mirror Descent Inherently Explores Action Space	5
Evolution of Mixed Strategies in Monotone Games	5
A Unified Framework for Pricing in Nonconvex Resource Allocation Games	5
Subset Selection and the Cone of Factor-Width-kMatrices	5
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature	5
Strongly Stable Stationary Points for a Class of Generalized Equations	5
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices	5
Tight Error Bounds for the Sign-Constrained Stiefel Manifold	5
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem	5
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction	5
Bias Reduction in Sample-Based Optimization	5
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy	5
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity	5
Computational Complexity of Sum-of-Squares Bounds for Copositive Programs	5
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning	5
A Stochastic-Gradient-Based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems	5
Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications	5
The Splitting Algorithms by Ryu, by Malitsky–Tam, and by Campoy Applied to Normal Cones of Linear Subspaces Converge Strongly to the Projection onto the Intersection	5
Second Order Conditions to Decompose Smooth Functions as Sums of Squares	5
How Do Exponential Size Solutions Arise in Semidefinite Programming?	5
Convex Quadratic Sets and the Complexity of Mixed Integer Convex Quadratic Programming	5
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints	5
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance	5
Regularized Newton Method with Global ${\boldsymbol{\mathcal{O}(1/{k}^2)}}$ Convergence	5
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets	5
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient	5