Optimization Methods & Software

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 2022-06-01 to 2026-06-01.)
ArticleCitations
An adaptive regularization method in Banach spaces47
FLECS: a federated learning second-order framework via compression and sketching26
A majorization penalty method for SVM with sparse constraint23
Sparse convex optimization toolkit: a mixed-integer framework23
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations21
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets18
Exact gradient methods with memory17
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem16
A proximal-gradient inertial algorithm with Tikhonov regularization: strong convergence to the minimal norm solution12
The largest- K -norm for general measure spaces and a DC reformulation for L 0 -constrained problems in function sp12
Variance-reduction for variational inequality problems with Bregman distance function11
Correction9
Toward state estimation by high gain differentiators with automatic differentiation8
Practical perspectives on symplectic accelerated optimization8
Spatially sparse optimization problems in fractional order Sobolev spaces7
Numerical simulation of differential-algebraic equations with embedded global optimization criteria7
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems7
One-point feedback for composite optimization with applications to distributed and federated learning6
Two RMIL-type schemes with compressed sensing applications6
A first-order method for nonconvex-strongly-concave constrained minimax optimization6
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition6
A mixed-integer programming formulation for optimizing the double row layout problem6
Conic optimization-based algorithms for nonnegative matrix factorization6
On the proximal point algorithm for strongly quasiconvex functions in Hadamard spaces5
Indirect methods for optimal control of parabolic hybrid PDE-dynamical/switching systems using relaxation5
A smoothing method for solving quadratic convex separable knapsack problems5
A note on the generalized Hessian of the least squares associated with systems of linear inequalities5
On the numerical performance of finite-difference-based methods for derivative-free optimization5
Sequential hierarchical least-squares programming for prioritized non-linear optimal control5
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization5
The generalized conditional gradient method for multiobjective composite optimization problems with non-monotone line search5
The role of local steps in local SGD5
Robust GAN inversion5
Block coordinate descent methods of centres for solving block-constrained optimization problems5
Preface for the special issue honouring Andreas Griewank4
Three-operator reflected forward-backward splitting algorithm with double inertial effects4
A family of limited memory three term conjugate gradient methods4
A meta-heuristic extension of the Lagrangian heuristic framework4
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems4
Decentralized gradient tracking with local steps4
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods4
Cone-compactness of a set and related topological properties: stability issues and applications4
Proximal subgradient method for non-Lipschitz objective functions4
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems4
An efficient model for the multiple allocation hub maximal covering problem3
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ 1 -regularized problems3
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure3
Foreword3
Dual spectral projected gradient method for generalized log-det semidefinite programming3
Interior point methods for solving Pareto eigenvalue complementarity problems3
Two modified conjugate gradient methods for unconstrained optimization3
FRanDI: data-free neural network compression via feature regression and deep inversion3
On pseudoinverse-free randomized methods for linear systems: unified framework and acceleration3
Towards global parameter estimation exploiting reduced data sets3
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems3
2023 Charles Broyden Prize Winner3
Accelerated gradient methods with absolute and relative noise in the gradient3
A gradient descent akin method for constrained optimization: algorithms and applications3
A general framework for floating point error analysis of first-order simplex derivatives3
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions3
Inexact tensor methods and their application to stochastic convex optimization3
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property3
Distributionally robust joint chance-constrained programming with Wasserstein metric3
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