Optimization Methods & Software

Papers
(The median citation count of Optimization Methods & Software is 0. 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 2020-10-01 to 2024-10-01.)
ArticleCitations
Inexact model: a framework for optimization and variational inequalities31
Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning27
Stochastic distributed learning with gradient quantization and double-variance reduction18
An efficient hybrid conjugate gradient method for unconstrained optimization16
A Benson-type algorithm for bounded convex vector optimization problems with vertex selection14
Quasi-Newton methods for machine learning: forget the past, just sample13
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints11
On the numerical performance of finite-difference-based methods for derivative-free optimization10
Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments9
An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems9
A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems8
Inexact basic tensor methods for some classes of convex optimization problems8
Two families of hybrid conjugate gradient methods with restart procedures and their applications7
Reflected three-operator splitting method for monotone inclusion problem7
Γ-robust linear complementarity problems7
A fully stochastic second-order trust region method6
Global optimization for sparse solution of least squares problems6
AB/Push-Pull method for distributed optimization in time-varying directed networks6
Quadratic rates of asymptotic regularity for the Tikhonov–Mann iteration6
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines6
An efficient hybrid conjugate gradient method with sufficient descent property for unconstrained optimization5
A C++ application programming interface for co-evolutionary biased random-key genetic algorithms for solution and scenario generation5
On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems5
Accelerated gradient methods with absolute and relative noise in the gradient5
Robust piecewise linearL1-regression via nonsmooth DC optimization4
HyKKT: a hybrid direct-iterative method for solving KKT linear systems4
On minty variational principle for quasidifferentiable vector optimization problems4
Solving SDP completely with an interior point oracle4
Urban air mobility: from complex tactical conflict resolution to network design and fairness insights4
Solution approaches for the vehicle routing problem with occasional drivers and time windows4
A Newton-type proximal gradient method for nonlinear multi-objective optimization problems4
An algorithm for nonsymmetric conic optimization inspired by MOSEK4
Solving quadratic multi-leader-follower games by smoothing the follower's best response4
On well-structured convex–concave saddle point problems and variational inequalities with monotone operators4
Global convergence of a new sufficient descent spectral three-term conjugate gradient class for large-scale optimization4
Gradient methods with memory3
Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number3
Preference robust models in multivariate utility-based shortfall risk minimization3
Decentralized gradient tracking with local steps3
Stochastic approximation versus sample average approximation for Wasserstein barycenters3
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software3
Full-low evaluation methods for derivative-free optimization3
A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions3
Outer approximation algorithms for convex vector optimization problems3
Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming2
The role of local steps in local SGD2
Stochastic block projection algorithms with extrapolation for convex feasibility problems2
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem2
Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods2
A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results2
A new multipoint symmetric secant method with a dense initial matrix2
Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case2
Data-driven distributionally robust risk parity portfolio optimization2
A modified direction approach for proper efficiency of multiobjective optimization2
An active set method for bound-constrained optimization2
Unrestricted Douglas-Rachford algorithms for solving convex feasibility problems in Hilbert space2
A penalty decomposition approach for multi-objective cardinality-constrained optimization problems2
Study on precoding optimization algorithms in massive MIMO system with multi-antenna users2
Off-line exploration of rectangular cellular environments with a rectangular obstacle2
Primal-dual algorithms for multi-agent structured optimization over message-passing architectures with bounded communication delays2
A class of projected-search methods for bound-constrained optimization2
On the abs-polynomial expansion of piecewise smooth functions2
Efficient numerical methods to solve sparse linear equations with application to PageRank2
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection1
A new inertial projected reflected gradient method with application to optimal control problems1
Convergences for robust bilevel polynomial programmes with applications1
Projection onto the exponential cone: a univariate root-finding problem1
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems1
On a Frank-Wolfe approach for abs-smooth functions1
PathWyse: a flexible, open-source library for the resource constrained shortest path problem1
An optimal interpolation set for model-based derivative-free optimization methods1
Second-order cone programming for frictional contact mechanics using interior point algorithm1
Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments1
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization1
An approximate Newton-type proximal method using symmetric rank-one updating formula for minimizing the nonsmooth composite functions1
Two efficient spectral hybrid CG methods based on memoryless BFGS direction and Dai–Liao conjugacy condition1
Convergence analysis of stochastic higher-order majorization–minimization algorithms1
A new randomized primal-dual algorithm for convex optimization with fast last iterate convergence rates1
Exact penalties for decomposable convex optimization problems1
A finite convergence algorithm for solving linear-quadratic network games with strategic complements and bounded strategies1
A globally convergent regularized interior point method for constrained optimization1
Parallel interior-point solver for block-structured nonlinear programs on SIMD/GPU architectures1
PersA-FL : personalized asynchronous federated learning1
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ 1 -regularized problems1
Feasible Newton methods for symmetric tensor Z-eigenvalue problems1
A gradient descent akin method for constrained optimization: algorithms and applications1
Tensorial total variation-based image and video restoration with optimized projection methods1
Optimal algorithms for some inverse uncapacitated facility location problems on networks1
On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations1
Length-constrained cycle partition with an application to UAV routing*1
Sequential hierarchical least-squares programming for prioritized non-linear optimal control1
A branch and bound method solving the max–min linear discriminant analysis problem1
Interior point methods for solving Pareto eigenvalue complementarity problems1
A descent family of the spectral Hestenes–Stiefel method by considering the quasi-Newton method1
Toward state estimation by high gain differentiators with automatic differentiation1
Inexact tensor methods and their application to stochastic convex optimization1
Operator splitting for adaptive radiation therapy with nonlinear health dynamics1
Distributionally robust expected residual minimization for stochastic variational inequality problems1
General framework for binary classification on top samples1
Loraine – an interior-point solver for low-rank semidefinite programming1
Nonconvex equilibrium models for energy markets: exploiting price information to determine the existence of an equilibrium1
Exact gradient methods with memory1
Using first-order information in direct multisearch for multiobjective optimization1
A mixed-integer programming formulation for optimizing the double row layout problem0
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems0
A note on the generalized Hessian of the least squares associated with systems of linear inequalities0
Decentralized saddle point problems via non-Euclidean mirror prox0
On a minimal criterion of efficiency in vector variational control problems0
Optimized convergence of stochastic gradient descent by weighted averaging0
A hybrid direct search and projected simplex gradient method for convex constrained minimization0
Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization0
Crossing edge minimization in radial outerplanar layered graphs using segment paths0
A highly efficient algorithm for solving exclusive lasso problems0
An investigation of stochastic trust-region based algorithms for finite-sum minimization0
An adaptive regularization method in Banach spaces0
Preface to the special issue0
Conic optimization-based algorithms for nonnegative matrix factorization0
A family of limited memory three term conjugate gradient methods0
A note on the computational complexity of chain rule differentiation0
Sparktope: linear programs from algorithms0
A neurodynamic approach for a class of pseudoconvex semivectorial bilevel optimization problems0
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods0
A new interior-point approach for large separable convex quadratic two-stage stochastic problems0
An equivalent nonlinear optimization model with triangular low-rank factorization for semidefinite programs0
Analysis and comparison of two-level KFAC methods for training deep neural networks0
Addendum to the paper ‘Nonsmooth DC-constrained optimization: constraint qualification and minimizing methodologies’0
Sequential path-equilibration algorithm for highly accurate traffic flow assignment in an urban road network0
Preface0
An efficient model for the multiple allocation hub maximal covering problem0
Efficient second-order optimization with predictions in differential games0
A new inexact gradient descent method with applications to nonsmooth convex optimization0
Minimum point-overlap labelling*0
Convergence rate analysis of the gradient descent–ascent method for convex–concave saddle-point problems0
Matrix extreme points and free extreme points of free spectrahedra0
IntSat: integer linear programming by conflict-driven constraint learning0
Practical perspectives on symplectic accelerated optimization0
Globalization of convergence of the constrained piecewise Levenberg–Marquardt method0
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems0
Optimal order multigrid preconditioners for the distributed control of parabolic equations with coarsening in space and time0
Dual formulation of the sparsity constrained optimization problem: application to classification0
Distributionally robust joint chance-constrained programming with Wasserstein metric0
A wide neighbourhood predictor–corrector infeasible-interior-point algorithm for symmetric cone programming0
A semismooth conjugate gradients method – theoretical analysis0
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition0
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems0
Learning graph Laplacian with MCP0
Numerical simulation of differential-algebraic equations with embedded global optimization criteria0
GBOML: a structure-exploiting optimization modelling language in Python0
Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations0
Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem0
A new spectral conjugate subgradient method with application in computed tomography image reconstruction0
Sparse convex optimization toolkit: a mixed-integer framework0
Tensor decompositions for count data that leverage stochastic and deterministic optimization0
A Fenchel dual gradient method enabling regularization for nonsmooth distributed optimization over time-varying networks0
A Bregman stochastic method for nonconvex nonsmooth problem beyond global Lipschitz gradient continuity0
More on second-order properties of the Moreau regularization-approximation of a convex function0
Delay-tolerant distributed Bregman proximal algorithms0
Optimal inexactness schedules for tunable oracle-based methods0
Properties of semi-conjugate gradient methods for solving unsymmetric positive definite linear systems0
New iterative algorithms with self-adaptive step size for solving split equality fixed point problem and its applications0
A primer on the application of neural networks to covering array generation0
Isotonicity of the proximity operator and stochastic optimization problems in Hilbert quasi-lattices endowed with Lorentz cones0
A linear-time algorithm for finding Hamiltonian cycles in rectangular grid graphs with two rectangular holes0
A symmetric grouped and ordered multi-secant Quasi-Newton update formula0
Complexity of a class of first-order objective-function-free optimization algorithms0
Three-operator reflected forward-backward splitting algorithm with double inertial effects0
Shape-changing trust-region methods using multipoint symmetric secant matrices0
Shortest path reoptimization vs resolution from scratch: a computational comparison0
Loan interest rate Nash models with solvency constraints in the banking sector0
Predicting pairwise interaction affinities with ℓ 0 -penalized least squares–a nonsmooth bi-objective optimization based approach*0
On generalized Nash equilibrium problems in infinite-dimensional spaces using Nikaido–Isoda type functionals0
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property0
Sequential approximate optimization with adaptive parallel infill strategy assisted by inaccurate Pareto front0
Correction0
Robust reverse 1-center problems on trees with interval costs0
A quasi-Newton method in shape optimization for a transmission problem0
A derivative free projection method for the singularities of vector fields with convex constraints on Hadamard manifolds0
Foreword0
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure0
Maximizing the number of rides served for time-limited Dial-a-Ride*0
A proximal-gradient method for problems with overlapping group-sparse regularization: support identification complexity0
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations0
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization0
Editorial0
Derivative-free bound-constrained optimization for solving structured problems with surrogate models0
A generic optimization framework for resilient systems0
An efficient semismooth Newton method for adaptive sparse signal recovery problems0
Observability inequality of backward stochastic heat equations with Lévy process for measurable sets and its applications0
Linear programming sensitivity measured by the optimal value worst-case analysis0
Steering exact penalty DCA for nonsmooth DC optimisation problems with equality and inequality constraints0
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems0
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets0
Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems0
A stochastic approximation method for convex programming with many semidefinite constraints0
Preface0
On inexact stochastic splitting methods for a class of nonconvex composite optimization problems with relative error0
Distributed learning with compressed gradient differences*0
Using general triangle inequalities within quadratic convex reformulation method0
A majorization penalty method for SVM with sparse constraint0
Infinite dimensional tensor variational inequalities with applications to an economic equilibrium problem0
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions0
Exact penalization for cardinality and rank-constrained optimization problems via partial regularization0
Linear programming with nonparametric penalty programs and iterated thresholding0
An ADMM based method for underdetermined box-constrained integer least squares problems0
The use of a family of Gerstewitz scalarization functions in the context of vector optimization with variable domination structures to derive scalarization results0
Towards global parameter estimation exploiting reduced data sets0
An incremental descent method for multi-objective optimization0
Automatic source code generation for deterministic global optimization with parallel architectures0
A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices0
Incremental quasi-Newton algorithms for solving a nonconvex, nonsmooth, finite-sum optimization problem0
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