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 2021-11-01 to 2025-11-01.)
ArticleCitations
A majorization penalty method for SVM with sparse constraint38
An adaptive regularization method in Banach spaces22
Exact gradient methods with memory20
FLECS: a federated learning second-order framework via compression and sketching19
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets17
Sparse convex optimization toolkit: a mixed-integer framework16
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations16
A proximal-gradient inertial algorithm with Tikhonov regularization: strong convergence to the minimal norm solution16
Correction14
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem14
The largest- K -norm for general measure spaces and a DC reformulation for L 0 -constrained problems in function sp12
Practical perspectives on symplectic accelerated optimization10
Numerical simulation of differential-algebraic equations with embedded global optimization criteria10
Toward state estimation by high gain differentiators with automatic differentiation9
A mixed-integer programming formulation for optimizing the double row layout problem9
Spatially sparse optimization problems in fractional order Sobolev spaces8
Data-driven distributionally robust risk parity portfolio optimization7
Conic optimization-based algorithms for nonnegative matrix factorization7
Two RMIL-type schemes with compressed sensing applications7
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition6
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems6
Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems6
On the proximal point algorithm for strongly quasiconvex functions in Hadamard spaces5
Sequential hierarchical least-squares programming for prioritized non-linear optimal control5
One-point feedback for composite optimization with applications to distributed and federated learning5
On the numerical performance of finite-difference-based methods for derivative-free optimization5
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software5
A note on the generalized Hessian of the least squares associated with systems of linear inequalities4
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization4
Three-operator reflected forward-backward splitting algorithm with double inertial effects4
General framework for binary classification on top samples4
The role of local steps in local SGD4
A family of limited memory three term conjugate gradient methods4
Cone-compactness of a set and related topological properties: stability issues and applications4
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems4
An efficient hybrid conjugate gradient method for unconstrained optimization4
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems4
Decentralized gradient tracking with local steps4
Proximal subgradient method for non-Lipschitz objective functions4
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ 1 -regularized problems3
Foreword3
An efficient model for the multiple allocation hub maximal covering problem3
A gradient descent akin method for constrained optimization: algorithms and applications3
Accelerated gradient methods with absolute and relative noise in the gradient3
Towards global parameter estimation exploiting reduced data sets3
Distributionally robust joint chance-constrained programming with Wasserstein metric3
Two modified conjugate gradient methods for unconstrained optimization3
FRanDI: data-free neural network compression via feature regression and deep inversion3
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure3
Inexact tensor methods and their application to stochastic convex optimization3
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions3
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods3
A meta-heuristic extension of the Lagrangian heuristic framework3
A general framework for floating point error analysis of first-order simplex derivatives3
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection2
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems2
A novel approach for solving a class of diffusion identification problems2
Preface2
An approximate Newton-type proximal method using symmetric rank-one updating formula for minimizing the nonsmooth composite functions2
An inexact restoration direct multisearch filter approach to multiobjective constrained derivative-free optimization2
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization2
Interior point methods for solving Pareto eigenvalue complementarity problems2
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property2
Reduced basis model predictive control for semilinear parabolic partial differential equations2
A penalty decomposition approach for multi-objective cardinality-constrained optimization problems2
On minty variational principle for quasidifferentiable vector optimization problems2
Convergences for robust bilevel polynomial programmes with applications2
Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations2
Dual spectral projected gradient method for generalized log-det semidefinite programming2
Optimized convergence of stochastic gradient descent by weighted averaging2
Parametric transformation approach for non-linear interval fractional programming: a case study on water-efficient cultivation2
An incremental descent method for multi-objective optimization2
A bundle trust-region algorithm for nonsmooth nonconvex constrained optimization2
Two families of hybrid conjugate gradient methods with restart procedures and their applications1
A new spectral conjugate subgradient method with application in computed tomography image reconstruction1
Shape-changing trust-region methods using multipoint symmetric secant matrices1
Delay-tolerant distributed Bregman proximal algorithms1
PDE-constrained shape optimization with first-order and Newton-type methods in the W 1,∞ topology1
Sequential approximate optimization with adaptive parallel infill strategy assisted by inaccurate Pareto front1
Distributed learning with compressed gradient differences1
Two efficient spectral hybrid CG methods based on memoryless BFGS direction and Dai–Liao conjugacy condition1
Closing duality gaps of SDPs completely through perturbation when singularity degree is one1
Outer approximation algorithms for convex vector optimization problems1
GBOML: a structure-exploiting optimization modelling language in Python1
An active set method for bound-constrained optimization1
Optimal order multigrid preconditioners for the distributed control of parabolic equations with coarsening in space and time1
Length-constrained cycle partition with an application to UAV routing*1
Gradient-type methods for decentralized optimization problems with Polyak–Łojasiewicz condition over time-varying networks1
Stochastic distributed learning with gradient quantization and double-variance reduction1
Exponential convergence rates of a second-order dynamic system and algorithm for a linear equality constrained optimization problem1
A finite convergence algorithm for solving linear-quadratic network games with strategic complements and bounded strategies1
AB /Push-Pull method for distributed optimization in time-varying directed networks1
Tensor decompositions for count data that leverage stochastic and deterministic optimization1
Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures1
Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods1
Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments1
Projection onto the exponential cone: a univariate root-finding problem1
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines1
Complexity and performance for two classes of noise-tolerant first-order algorithms1
Solution approaches for the vehicle routing problem with occasional drivers and time windows1
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems1
Using general triangle inequalities within quadratic convex reformulation method1
A derivative free projection method for the singularities of vector fields with convex constraints on Hadamard manifolds1
A new inertial projected reflected gradient method with application to optimal control problems1
A branch and bound method solving the max–min linear discriminant analysis problem1
Crossing edge minimization in radial outerplanar layered graphs using segment paths1
Near-optimal algorithm with complexity separation for strongly convex-strongly concave composite saddle point problems1
Least squares monotonic unimodal approximations to successively updated data and an application to a Covid-19 outbreak1
Robust reverse 1-center problems on trees with interval costs1
Sequential path-equilibration algorithm for highly accurate traffic flow assignment in an urban road network1
New iterative algorithms with self-adaptive step size for solving split equality fixed point problem and its applications1
Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem1
Preface to the special issue1
Distributionally robust expected residual minimization for stochastic variational inequality problems1
On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations1
Linear programming with nonparametric penalty programs and iterated thresholding1
A new multipoint symmetric secant method with a dense initial matrix1
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