OOIR: Observatory of International Research

Papers

(The TQCC of Optimization Methods & Software is 3. 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 2022-05-01 to 2026-05-01.)

Article	Citations
An adaptive regularization method in Banach spaces	47
FLECS: a federated learning second-order framework via compression and sketching	26
A majorization penalty method for SVM with sparse constraint	23
Sparse convex optimization toolkit: a mixed-integer framework	22
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations	21
Exact gradient methods with memory	18
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets	18
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem	17
The largest- K -norm for general measure spaces and a DC reformulation for L ⁰ -constrained problems in function sp	14
Correction	12
A proximal-gradient inertial algorithm with Tikhonov regularization: strong convergence to the minimal norm solution	11
Practical perspectives on symplectic accelerated optimization	11
Numerical simulation of differential-algebraic equations with embedded global optimization criteria	8
Variance-reduction for variational inequality problems with Bregman distance function	8
Spatially sparse optimization problems in fractional order Sobolev spaces	7
A mixed-integer programming formulation for optimizing the double row layout problem	7
Toward state estimation by high gain differentiators with automatic differentiation	7
Two RMIL-type schemes with compressed sensing applications	7
On the proximal point algorithm for strongly quasiconvex functions in Hadamard spaces	6
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems	6
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition	6
A first-order method for nonconvex-strongly-concave constrained minimax optimization	6
Conic optimization-based algorithms for nonnegative matrix factorization	6
On the numerical performance of finite-difference-based methods for derivative-free optimization	5
Indirect methods for optimal control of parabolic hybrid PDE-dynamical/switching systems using relaxation	5

Robust GAN inversion	5
The generalized conditional gradient method for multiobjective composite optimization problems with non-monotone line search	5
Block coordinate descent methods of centres for solving block-constrained optimization problems	5
The role of local steps in local SGD	5
One-point feedback for composite optimization with applications to distributed and federated learning	5
A note on the generalized Hessian of the least squares associated with systems of linear inequalities	5
Sequential hierarchical least-squares programming for prioritized non-linear optimal control	5
A smoothing method for solving quadratic convex separable knapsack problems	4
Decentralized gradient tracking with local steps	4
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems	4
A meta-heuristic extension of the Lagrangian heuristic framework	4
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization	4
Three-operator reflected forward-backward splitting algorithm with double inertial effects	4
A family of limited memory three term conjugate gradient methods	4
Proximal subgradient method for non-Lipschitz objective functions	4
Cone-compactness of a set and related topological properties: stability issues and applications	4
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems	4
A gradient descent akin method for constrained optimization: algorithms and applications	4
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions	3
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods	3
Two modified conjugate gradient methods for unconstrained optimization	3
Foreword	3
Dual spectral projected gradient method for generalized log-det semidefinite programming	3
Interior point methods for solving Pareto eigenvalue complementarity problems	3
Optimized convergence of stochastic gradient descent by weighted averaging	3
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ ₁ -regularized problems	3
On pseudoinverse-free randomized methods for linear systems: unified framework and acceleration	3
FRanDI: data-free neural network compression via feature regression and deep inversion	3
A general framework for floating point error analysis of first-order simplex derivatives	3
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems	3
2023 Charles Broyden Prize Winner	3
A novel approach for solving a class of diffusion identification problems	3
Accelerated gradient methods with absolute and relative noise in the gradient	3
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure	3
Towards global parameter estimation exploiting reduced data sets	3
An efficient model for the multiple allocation hub maximal covering problem	3
Inexact tensor methods and their application to stochastic convex optimization	3
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property	3
Distributionally robust joint chance-constrained programming with Wasserstein metric	3
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection	3