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 2021-03-01 to 2025-03-01.)
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 holes27
A note on the computational complexity of chain rule differentiation19
Two modified conjugate gradient methods for unconstrained optimization18
Preface18
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines13
GBOML: a structure-exploiting optimization modelling language in Python10
More on second-order properties of the Moreau regularization-approximation of a convex function9
Second-order cone programming for frictional contact mechanics using interior point algorithm9
An efficient model for the multiple allocation hub maximal covering problem9
A meta-heuristic extension of the Lagrangian heuristic framework9
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets8
Exact gradient methods with memory6
General framework for binary classification on top samples6
On the implementation of a quasi-Newton interior-point method for PDE-constrained optimization using finite element discretizations6
Sparse convex optimization toolkit: a mixed-integer framework5
New iterative algorithms with self-adaptive step size for solving split equality fixed point problem and its applications5
A majorization penalty method for SVM with sparse constraint4
Derivative-free bound-constrained optimization for solving structured problems with surrogate models4
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems4
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods4
An active set method for bound-constrained optimization4
Techniques for accelerating branch-and-bound algorithms dedicated to sparse optimization4
An adaptive regularization method in Banach spaces4
Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments4
An inexact restoration direct multisearch filter approach to multiobjective constrained derivative-free optimization3
Line-search based optimization using function approximations with tunable accuracy3
Outer approximation algorithms for convex vector optimization problems3
Linear programming sensitivity measured by the optimal value worst-case analysis3
A gradient descent akin method for constrained optimization: algorithms and applications3
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations3
Two efficient spectral hybrid CG methods based on memoryless BFGS direction and Dai–Liao conjugacy condition3
Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning3
PersA-FL : personalized asynchronous federated learning2
A dual active-set proximal Newton algorithm for sparse approximation of correlation matrices2
Shortest path reoptimization vs resolution from scratch: a computational comparison2
Complexity of a class of first-order objective-function-free optimization algorithms2
The largest- K -norm for general measure spaces and a DC reformulation for L 0 -constrained problems in function sp2
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ 1 -regularized problems2
A piecewise smooth version of the Griewank function2
Distributed learning with compressed gradient differences*2
PathWyse: a flexible, open-source library for the resource constrained shortest path problem2
Predicting pairwise interaction affinities with ℓ 0 -penalized least squares–a nonsmooth bi-objective optimization based approach*2
Multiobjective optimization by using cutting angle methods and hypervolume criterion2
Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods2
SLiSeS: subsampled line search spectral gradient method for finite sums2
Correction2
On a minimal criterion of efficiency in vector variational control problems2
Implementation of a projection and rescaling algorithm for second-order conic feasibility problems2
Linear programming with nonparametric penalty programs and iterated thresholding2
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions2
Optimal order multigrid preconditioners for the distributed control of parabolic equations with coarsening in space and time2
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure2
A new inexact gradient descent method with applications to nonsmooth convex optimization2
0.046737909317017