Optimization Methods & Software

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 2021-04-01 to 2025-04-01.)
ArticleCitations
Analysis and comparison of two-level KFAC methods for training deep neural networks35
A linear-time algorithm for finding Hamiltonian cycles in rectangular grid graphs with two rectangular holes31
A note on the computational complexity of chain rule differentiation23
An efficient model for the multiple allocation hub maximal covering problem19
A gradient descent akin method for constrained optimization: algorithms and applications14
Two efficient spectral hybrid CG methods based on memoryless BFGS direction and Dai–Liao conjugacy condition14
Preface12
Two modified conjugate gradient methods for unconstrained optimization10
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines9
More on second-order properties of the Moreau regularization-approximation of a convex function9
GBOML: a structure-exploiting optimization modelling language in Python9
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets6
A meta-heuristic extension of the Lagrangian heuristic framework6
Second-order cone programming for frictional contact mechanics using interior point algorithm6
General framework for binary classification on top samples5
Exact gradient methods with memory5
On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations5
Derivative-free bound-constrained optimization for solving structured problems with surrogate models4
Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization4
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems4
Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments4
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods4
Sparse convex optimization toolkit: a mixed-integer framework4
An adaptive regularization method in Banach spaces4
A majorization penalty method for SVM with sparse constraint4
New iterative algorithms with self-adaptive step size for solving split equality fixed point problem and its applications4
Linear programming sensitivity measured by the optimal value worst-case analysis3
Line-search based optimization using function approximations with tunable accuracy3
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems3
Outer approximation algorithms for convex vector optimization problems3
An inexact restoration direct multisearch filter approach to multiobjective constrained derivative-free optimization3
Predicting pairwise interaction affinities with ℓ 0 -penalized least squares–a nonsmooth bi-objective optimization based approach*3
A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices3
An active set method for bound-constrained optimization3
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations3
PersA-FL : personalized asynchronous federated learning3
On a minimal criterion of efficiency in vector variational control problems3
A quasi-Newton method in shape optimization for a transmission problem2
The largest- K -norm for general measure spaces and a DC reformulation for L 0 -constrained problems in function sp2
A new inexact gradient descent method with applications to nonsmooth convex optimization2
A piecewise smooth version of the Griewank function2
PathWyse: a flexible, open-source library for the resource constrained shortest path problem2
Correction2
Optimal order multigrid preconditioners for the distributed control of parabolic equations with coarsening in space and time2
Feasible Newton methods for symmetric tensor Z-eigenvalue problems2
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure2
Linear programming with nonparametric penalty programs and iterated thresholding2
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions2
Multiobjective optimization by using cutting angle methods and hypervolume criterion2
Inexact tensor methods and their application to stochastic convex optimization2
Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods2
Towards global parameter estimation exploiting reduced data sets2
SLiSeS: subsampled line search spectral gradient method for finite sums2
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ 1 -regularized problems2
Complexity of a class of first-order objective-function-free optimization algorithms2
An optimal interpolation set for model-based derivative-free optimization methods2
Convergence rate analysis of the gradient descent–ascent method for convex–concave saddle-point problems2
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