Optimization Methods & Software

Papers
(The median citation count of Optimization Methods & Software is 1. 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 2020-07-01 to 2024-07-01.)
ArticleCitations
COCO: a platform for comparing continuous optimizers in a black-box setting167
Inexact model: a framework for optimization and variational inequalities28
Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning25
Quasi-Newton methods for machine learning: forget the past, just sample14
An ADMM-based interior-point method for large-scale linear programming13
Inexact SARAH algorithm for stochastic optimization13
An efficient hybrid conjugate gradient method for unconstrained optimization12
EAGO.jl: easy advanced global optimization in Julia12
A Benson-type algorithm for bounded convex vector optimization problems with vertex selection12
Stochastic distributed learning with gradient quantization and double-variance reduction11
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints9
Tensor methods for finding approximate stationary points of convex functions9
Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments8
Inexact basic tensor methods for some classes of convex optimization problems8
An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems8
Reflected three-operator splitting method for monotone inclusion problem7
Γ-robust linear complementarity problems7
Two families of hybrid conjugate gradient methods with restart procedures and their applications6
On basic operations related to network induction of discrete convex functions6
A primal-dual interior point trust-region method for nonlinear semidefinite programming6
A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems6
Quadratic rates of asymptotic regularity for the Tikhonov–Mann iteration6
Newton projection method as applied to assembly simulation6
On the numerical performance of finite-difference-based methods for derivative-free optimization5
A DC approach for minimax fractional optimization programs with ratios of convex functions5
Global optimization for sparse solution of least squares problems5
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines5
A Newton-type proximal gradient method for nonlinear multi-objective optimization problems4
Solving SDP completely with an interior point oracle4
An algorithm for nonsymmetric conic optimization inspired by MOSEK4
Accelerated gradient methods with absolute and relative noise in the gradient4
On well-structured convex–concave saddle point problems and variational inequalities with monotone operators4
Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems4
Robust piecewise linear L1-regression via nonsmooth DC optimization4
A C++ application programming interface for co-evolutionary biased random-key genetic algorithms for solution and scenario generation4
Global convergence of a new sufficient descent spectral three-term conjugate gradient class for large-scale optimization4
A fully stochastic second-order trust region method4
On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems4
Preference robust models in multivariate utility-based shortfall risk minimization3
Solution approaches for the vehicle routing problem with occasional drivers and time windows3
Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation3
Urban air mobility: from complex tactical conflict resolution to network design and fairness insights3
Solving quadratic multi-leader-follower games by smoothing the follower's best response3
Gradient methods with memory3
Stochastic approximation versus sample average approximation for Wasserstein barycenters3
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software3
Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection3
Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number3
An efficient hybrid conjugate gradient method with sufficient descent property for unconstrained optimization3
Tensorial total variation-based image and video restoration with optimized projection methods2
A penalty decomposition approach for multi-objective cardinality-constrained optimization problems2
Unrestricted Douglas-Rachford algorithms for solving convex feasibility problems in Hilbert space2
Study on precoding optimization algorithms in massive MIMO system with multi-antenna users2
A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions2
Improving dynamic programming for travelling salesman with precedence constraints: parallel Morin–Marsten bounding2
Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods2
Outer approximation algorithms for convex vector optimization problems2
Efficient numerical methods to solve sparse linear equations with application to PageRank2
A new multipoint symmetric secant method with a dense initial matrix2
Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming2
AB/Push-Pull method for distributed optimization in time-varying directed networks2
Primal-dual algorithms for multi-agent structured optimization over message-passing architectures with bounded communication delays2
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem2
Gravity-magnetic cross-gradient joint inversion by the cyclic gradient method2
On the abs-polynomial expansion of piecewise smooth functions2
On minty variational principle for quasidifferentiable vector optimization problems2
A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results2
Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case2
Off-line exploration of rectangular cellular environments with a rectangular obstacle2
Data-driven distributionally robust risk parity portfolio optimization2
A class of projected-search methods for bound-constrained optimization2
An active set method for bound-constrained optimization2
A study of one-parameter regularization methods for mathematical programs with vanishing constraints2
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization1
Nonconvex equilibrium models for energy markets: exploiting price information to determine the existence of an equilibrium1
Using first-order information in direct multisearch for multiobjective optimization1
A Newton-bracketing method for a simple conic optimization problem1
Full-low evaluation methods for derivative-free optimization1
A descent family of the spectral Hestenes–Stiefel method by considering the quasi-Newton method1
Projection onto the exponential cone: a univariate root-finding problem1
An optimal interpolation set for model-based derivative-free optimization methods1
Operator splitting for adaptive radiation therapy with nonlinear health dynamics1
Feasible Newton methods for symmetric tensor Z-eigenvalue problems1
On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations1
Decentralized gradient tracking with local steps1
Optimal algorithms for some inverse uncapacitated facility location problems on networks1
An approximate Newton-type proximal method using symmetric rank-one updating formula for minimizing the nonsmooth composite functions1
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection1
A new randomized primal-dual algorithm for convex optimization with fast last iterate convergence rates1
The role of local steps in local SGD1
On a Frank-Wolfe approach for abs-smooth functions1
A globally convergent regularized interior point method for constrained optimization1
PathWyse: a flexible, open-source library for the resource constrained shortest path problem1
A modified direction approach for proper efficiency of multiobjective optimization1
General framework for binary classification on top samples1
Exact gradient methods with memory1
Loraine – an interior-point solver for low-rank semidefinite programming1
Properties of semi-conjugate gradient methods for solving unsymmetric positive definite linear systems1
Length-constrained cycle partition with an application to UAV routing*1
A branch and bound method solving the max–min linear discriminant analysis problem1
A finite convergence algorithm for solving linear-quadratic network games with strategic complements and bounded strategies1
Interior point methods for solving Pareto eigenvalue complementarity problems1
Convergence analysis of stochastic higher-order majorization–minimization algorithms1
Stochastic block projection algorithms with extrapolation for convex feasibility problems1
Exact penalties for decomposable convex optimization problems1
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ 1 -regularized problems1
Inexact tensor methods and their application to stochastic convex optimization1
A gradient descent akin method for constrained optimization: algorithms and applications1
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