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 2020-11-01 to 2024-11-01.)
ArticleCitations
Inexact model: a framework for optimization and variational inequalities31
Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning27
Stochastic distributed learning with gradient quantization and double-variance reduction18
An efficient hybrid conjugate gradient method for unconstrained optimization16
A Benson-type algorithm for bounded convex vector optimization problems with vertex selection14
Quasi-Newton methods for machine learning: forget the past, just sample13
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints11
On the numerical performance of finite-difference-based methods for derivative-free optimization10
Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments9
An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems9
A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems8
Inexact basic tensor methods for some classes of convex optimization problems8
Two families of hybrid conjugate gradient methods with restart procedures and their applications7
Reflected three-operator splitting method for monotone inclusion problem7
A fully stochastic second-order trust region method6
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines6
Quadratic rates of asymptotic regularity for the Tikhonov–Mann iteration6
Global optimization for sparse solution of least squares problems6
AB/Push-Pull method for distributed optimization in time-varying directed networks6
Accelerated gradient methods with absolute and relative noise in the gradient5
An efficient hybrid conjugate gradient method with sufficient descent property for unconstrained optimization5
A C++ application programming interface for co-evolutionary biased random-key genetic algorithms for solution and scenario generation5
On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems5
HyKKT: a hybrid direct-iterative method for solving KKT linear systems4
On minty variational principle for quasidifferentiable vector optimization problems4
Solving SDP completely with an interior point oracle4
Urban air mobility: from complex tactical conflict resolution to network design and fairness insights4
Solution approaches for the vehicle routing problem with occasional drivers and time windows4
A Newton-type proximal gradient method for nonlinear multi-objective optimization problems4
An algorithm for nonsymmetric conic optimization inspired by MOSEK4
On well-structured convex–concave saddle point problems and variational inequalities with monotone operators4
Global convergence of a new sufficient descent spectral three-term conjugate gradient class for large-scale optimization4
Robust piecewise linearL1-regression via nonsmooth DC optimization4
Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number3
A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions3
Gradient methods with memory3
Stochastic approximation versus sample average approximation for Wasserstein barycenters3
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software3
Decentralized gradient tracking with local steps3
Full-low evaluation methods for derivative-free optimization3
Outer approximation algorithms for convex vector optimization problems3
Efficient numerical methods to solve sparse linear equations with application to PageRank2
Convergence to a second-order critical point by a primal-dual interior point trust-region method for nonlinear semidefinite programming2
Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case2
Stochastic block projection algorithms with extrapolation for convex feasibility problems2
A class of projected-search methods for bound-constrained optimization2
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem2
A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results2
A new multipoint symmetric secant method with a dense initial matrix2
The role of local steps in local SGD2
Primal-dual algorithms for multi-agent structured optimization over message-passing architectures with bounded communication delays2
Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods2
Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments2
Unrestricted Douglas-Rachford algorithms for solving convex feasibility problems in Hilbert space2
A penalty decomposition approach for multi-objective cardinality-constrained optimization problems2
Study on precoding optimization algorithms in massive MIMO system with multi-antenna users2
Off-line exploration of rectangular cellular environments with a rectangular obstacle2
Data-driven distributionally robust risk parity portfolio optimization2
A modified direction approach for proper efficiency of multiobjective optimization2
An active set method for bound-constrained optimization2
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