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 2020-03-01 to 2024-03-01.)

Article	Citations
COCO: a platform for comparing continuous optimizers in a black-box setting	154
Modified Popov's explicit iterative algorithms for solving pseudomonotone equilibrium problems	40
A dual approach for optimal algorithms in distributed optimization over networks	27
Inexact model: a framework for optimization and variational inequalities	26
Complexity and performance of an Augmented Lagrangian algorithm	24
Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning	18
Primal–dual accelerated gradient methods with small-dimensional relaxation oracle	16
An ADMM-based interior-point method for large-scale linear programming	13
Inexact SARAH algorithm for stochastic optimization	13
EAGO.jl: easy advanced global optimization in Julia	11
A Benson-type algorithm for bounded convex vector optimization problems with vertex selection	10
An efficient hybrid conjugate gradient method for unconstrained optimization	9
A superlinearly convergent nonmonotone quasi-Newton method for unconstrained multiobjective optimization	9
On inexact solution of auxiliary problems in tensor methods for convex optimization	9
An efficient augmented Lagrangian method for support vector machine	8
Two-machine routing open shop on a tree: instance reduction and efficiently solvable subclass	7
Γ-robust linear complementarity problems	7
Tensor methods for finding approximate stationary points of convex functions	7
Stochastic distributed learning with gradient quantization and double-variance reduction	7
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints	7
Quasi-Newton methods for machine learning: forget the past, just sample	7
Inexact basic tensor methods for some classes of convex optimization problems	7
Training GANs with centripetal acceleration	6
An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems	6
On basic operations related to network induction of discrete convex functions	6

Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments	6
Reflected three-operator splitting method for monotone inclusion problem	6
Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function	5
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines	5
Newton projection method as applied to assembly simulation	5
A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems	5
On SOR-like iteration methods for solving weakly nonlinear systems	5
Global convergence of a new sufficient descent spectral three-term conjugate gradient class for large-scale optimization	4
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes	4
On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems	4
Stability analysis of a class of sparse optimization problems	4
Quadratic rates of asymptotic regularity for the Tikhonov–Mann iteration	4
An algorithm for nonsymmetric conic optimization inspired by MOSEK	4
On the numerical performance of finite-difference-based methods for derivative-free optimization	4
Global optimization for sparse solution of least squares problems	4
Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems	4
Robust piecewise linear L₁-regression via nonsmooth DC optimization	4
A DC approach for minimax fractional optimization programs with ratios of convex functions	4
A Newton-type proximal gradient method for nonlinear multi-objective optimization problems	3
Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number	3
A fully stochastic second-order trust region method	3
Projection-free accelerated method for convex optimization	3
Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection	3
Gradient methods with memory	3
Two families of hybrid conjugate gradient methods with restart procedures and their applications	3
Solving SDP completely with an interior point oracle	3
Solving quadratic multi-leader-follower games by smoothing the follower's best response	3
An alternating direction method of multipliers for the eigenvalue complementarity problem	3
On well-structured convex–concave saddle point problems and variational inequalities with monotone operators	3
A primal-dual interior point trust-region method for nonlinear semidefinite programming	3
Stochastic approximation versus sample average approximation for Wasserstein barycenters	3
Preference robust models in multivariate utility-based shortfall risk minimization	3
Further results on sum-of-squares tensors	3