OOIR: Observatory of International Research

Papers

(The TQCC of Optimization Methods & Software is 2. 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 2021-07-01 to 2025-07-01.)

Article	Citations
A majorization penalty method for SVM with sparse constraint	36
An adaptive regularization method in Banach spaces	35
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations	23
Sparse convex optimization toolkit: a mixed-integer framework	23
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets	16
Exact gradient methods with memory	15
Correction	14
The largest- K -norm for general measure spaces and a DC reformulation for L ⁰ -constrained problems in function sp	14
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem	13
Practical perspectives on symplectic accelerated optimization	12
Spatially sparse optimization problems in fractional order Sobolev spaces	10
Numerical simulation of differential-algebraic equations with embedded global optimization criteria	10
Data-driven distributionally robust risk parity portfolio optimization	9
Toward state estimation by high gain differentiators with automatic differentiation	9
Conic optimization-based algorithms for nonnegative matrix factorization	8
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition	7
A mixed-integer programming formulation for optimizing the double row layout problem	7
Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems	6
Two RMIL-type schemes with compressed sensing applications	6
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software	6
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems	6
On the numerical performance of finite-difference-based methods for derivative-free optimization	6
Sequential hierarchical least-squares programming for prioritized non-linear optimal control	5
A note on the generalized Hessian of the least squares associated with systems of linear inequalities	5
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization	4

Decentralized gradient tracking with local steps	4
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems	4
An efficient hybrid conjugate gradient method for unconstrained optimization	4
A family of limited memory three term conjugate gradient methods	4
The role of local steps in local SGD	4
An efficient model for the multiple allocation hub maximal covering problem	3
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods	3
Cone-compactness of a set and related topological properties: stability issues and applications	3
A meta-heuristic extension of the Lagrangian heuristic framework	3
Distributionally robust joint chance-constrained programming with Wasserstein metric	3
Two modified conjugate gradient methods for unconstrained optimization	3
Inexact tensor methods and their application to stochastic convex optimization	3
Preface	3
Proximal subgradient method for non-Lipschitz objective functions	3
A gradient descent akin method for constrained optimization: algorithms and applications	3
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions	3
Foreword	3
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ ₁ -regularized problems	3
Three-operator reflected forward-backward splitting algorithm with double inertial effects	3
General framework for binary classification on top samples	3
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems	3
Accelerated gradient methods with absolute and relative noise in the gradient	3
Towards global parameter estimation exploiting reduced data sets	3
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure	3
An approximate Newton-type proximal method using symmetric rank-one updating formula for minimizing the nonsmooth composite functions	2
New iterative algorithms with self-adaptive step size for solving split equality fixed point problem and its applications	2
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection	2
Interior point methods for solving Pareto eigenvalue complementarity problems	2
A novel approach for solving a class of diffusion identification problems	2
Preface	2
On minty variational principle for quasidifferentiable vector optimization problems	2
Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments	2
Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations	2
Stochastic approximation versus sample average approximation for Wasserstein barycenters	2
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property	2
Optimized convergence of stochastic gradient descent by weighted averaging	2
An incremental descent method for multi-objective optimization	2
A penalty decomposition approach for multi-objective cardinality-constrained optimization problems	2
Reduced basis model predictive control for semilinear parabolic partial differential equations	2
Convergences for robust bilevel polynomial programmes with applications	2
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems	2
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization	2
A bundle trust-region algorithm for nonsmooth nonconvex constrained optimization	2