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 2022-01-01 to 2026-01-01.)

Article	Citations
An adaptive regularization method in Banach spaces	40
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets	22
FLECS: a federated learning second-order framework via compression and sketching	22
A majorization penalty method for SVM with sparse constraint	19
Exact gradient methods with memory	18
Sparse convex optimization toolkit: a mixed-integer framework	18
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations	16
Correction	14
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem	14
The largest- K -norm for general measure spaces and a DC reformulation for L ⁰ -constrained problems in function sp	13
Practical perspectives on symplectic accelerated optimization	11
A proximal-gradient inertial algorithm with Tikhonov regularization: strong convergence to the minimal norm solution	11
Numerical simulation of differential-algebraic equations with embedded global optimization criteria	11
Toward state estimation by high gain differentiators with automatic differentiation	10
Spatially sparse optimization problems in fractional order Sobolev spaces	8
Conic optimization-based algorithms for nonnegative matrix factorization	7
Two RMIL-type schemes with compressed sensing applications	7
Data-driven distributionally robust risk parity portfolio optimization	7
Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems	6
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems	6
A mixed-integer programming formulation for optimizing the double row layout problem	6
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software	6
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition	6
One-point feedback for composite optimization with applications to distributed and federated learning	5
Sequential hierarchical least-squares programming for prioritized non-linear optimal control	5

An efficient hybrid conjugate gradient method for unconstrained optimization	5
Indirect methods for optimal control of parabolic hybrid PDE-dynamical/switching systems using relaxation	5
On the proximal point algorithm for strongly quasiconvex functions in Hadamard spaces	5
On the numerical performance of finite-difference-based methods for derivative-free optimization	5
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods	4
Robust GAN inversion	4
Proximal subgradient method for non-Lipschitz objective functions	4
Decentralized gradient tracking with local steps	4
Cone-compactness of a set and related topological properties: stability issues and applications	4
A note on the generalized Hessian of the least squares associated with systems of linear inequalities	4
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization	4
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems	4
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems	4
The role of local steps in local SGD	4
A family of limited memory three term conjugate gradient methods	4
Three-operator reflected forward-backward splitting algorithm with double inertial effects	4
Inexact tensor methods and their application to stochastic convex optimization	3
A meta-heuristic extension of the Lagrangian heuristic framework	3
An efficient model for the multiple allocation hub maximal covering problem	3
Towards global parameter estimation exploiting reduced data sets	3
Dual spectral projected gradient method for generalized log-det semidefinite programming	3
A novel approach for solving a class of diffusion identification problems	3
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure	3
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ ₁ -regularized problems	3
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions	3
Two modified conjugate gradient methods for unconstrained optimization	3
FRanDI: data-free neural network compression via feature regression and deep inversion	3
Foreword	3
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems	3
Interior point methods for solving Pareto eigenvalue complementarity problems	3
Accelerated gradient methods with absolute and relative noise in the gradient	3
A general framework for floating point error analysis of first-order simplex derivatives	3
A gradient descent akin method for constrained optimization: algorithms and applications	3
On pseudoinverse-free randomized methods for linear systems: unified framework and acceleration	3
Distributionally robust joint chance-constrained programming with Wasserstein metric	3
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property	3
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection	3