Optimization Methods & Software

(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 2020-02-01 to 2024-02-01.)
COCO: a platform for comparing continuous optimizers in a black-box setting150
Modified Popov's explicit iterative algorithms for solving pseudomonotone equilibrium problems39
An investigation of Newton-Sketch and subsampled Newton methods27
A dual approach for optimal algorithms in distributed optimization over networks26
Inexact model: a framework for optimization and variational inequalities25
Complexity and performance of an Augmented Lagrangian algorithm23
Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning17
Inexact SARAH algorithm for stochastic optimization13
Primal–dual accelerated gradient methods with small-dimensional relaxation oracle13
Gradient methods exploiting spectral properties13
An ADMM-based interior-point method for large-scale linear programming11
EAGO.jl: easy advanced global optimization in Julia11
A Benson-type algorithm for bounded convex vector optimization problems with vertex selection10
On inexact solution of auxiliary problems in tensor methods for convex optimization9
A superlinearly convergent nonmonotone quasi-Newton method for unconstrained multiobjective optimization9
An efficient hybrid conjugate gradient method for unconstrained optimization8
An efficient augmented Lagrangian method for support vector machine8
Stochastic distributed learning with gradient quantization and double-variance reduction7
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints7
Quasi-Newton methods for machine learning: forget the past, just sample7
Inexact basic tensor methods for some classes of convex optimization problems7
Two-machine routing open shop on a tree: instance reduction and efficiently solvable subclass7
Composite optimization for the resource allocation problem7
Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments6
Tensor methods for finding approximate stationary points of convex functions6
On basic operations related to network induction of discrete convex functions6
Γ-robust linear complementarity problems6
An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems6
Reflected three-operator splitting method for monotone inclusion problem6
A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems5
On SOR-like iteration methods for solving weakly nonlinear systems5
Full Nesterov-Todd step feasible interior-point algorithm for symmetric cone horizontal linear complementarity problem based on a positive-asymptotic barrier function5
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines5
Training GANs with centripetal acceleration5
Newton projection method as applied to assembly simulation5
On high-order model regularization for multiobjective optimization4
Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems4
An algorithm for nonsymmetric conic optimization inspired by MOSEK4
On the numerical performance of finite-difference-based methods for derivative-free optimization4
Stability analysis of a class of sparse optimization problems4
Quadratic rates of asymptotic regularity for the Tikhonov–Mann iteration4
Robust piecewise linear L1-regression via nonsmooth DC optimization4
A DC approach for minimax fractional optimization programs with ratios of convex functions4
Global optimization for sparse solution of least squares problems4
Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes4
On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems4
Two families of hybrid conjugate gradient methods with restart procedures and their applications3
Solving SDP completely with an interior point oracle3
Projection-free accelerated method for convex optimization3
An alternating direction method of multipliers for the eigenvalue complementarity problem3
Global convergence of a new sufficient descent spectral three-term conjugate gradient class for large-scale optimization3
Stochastic approximation versus sample average approximation for Wasserstein barycenters3
Solving quadratic multi-leader-follower games by smoothing the follower's best response3
Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection3
Gradient methods with memory3
A fully stochastic second-order trust region method3
Preference robust models in multivariate utility-based shortfall risk minimization3
Further results on sum-of-squares tensors3