Mathematical Programming

Papers
(The TQCC of Mathematical Programming is 4. 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 2020-05-01 to 2024-05-01.)
ArticleCitations
A generic exact solver for vehicle routing and related problems84
First-order optimization algorithms via inertial systems with Hessian driven damping55
Understanding the acceleration phenomenon via high-resolution differential equations39
Tikhonov regularization of a second order dynamical system with Hessian driven damping32
The sum-of-squares hierarchy on the sphere and applications in quantum information theory26
Accelerated proximal point method for maximally monotone operators24
A primal-dual interior-point algorithm for nonsymmetric exponential-cone optimization23
Multistage distributionally robust mixed-integer programming with decision-dependent moment-based ambiguity sets22
Riemannian proximal gradient methods22
Distributionally robust chance-constrained programs with right-hand side uncertainty under Wasserstein ambiguity19
On the tightness of SDP relaxations of QCQPs19
Sparse regression at scale: branch-and-bound rooted in first-order optimization18
Mixed-integer optimal control problems with switching costs: a shortest path approach16
Optimal complexity and certification of Bregman first-order methods15
Policy mirror descent for reinforcement learning: linear convergence, new sampling complexity, and generalized problem classes15
The generalized trust region subproblem: solution complexity and convex hull results15
On the linear convergence rates of exchange and continuous methods for total variation minimization14
Robust multidimensional pricing: separation without regret14
An augmented Lagrangian method for optimization problems with structured geometric constraints14
Inexact accelerated high-order proximal-point methods14
Prophet secretary through blind strategies14
Stochastic first-order methods for convex and nonconvex functional constrained optimization14
Adaptive regularization with cubics on manifolds14
Mixed-integer optimal control under minimum dwell time constraints14
From differential equation solvers to accelerated first-order methods for convex optimization14
Augmented Lagrangians and hidden convexity in sufficient conditions for local optimality14
Rates of superlinear convergence for classical quasi-Newton methods13
Projective splitting with forward steps13
A globally convergent proximal Newton-type method in nonsmooth convex optimization12
Statistical robustness in utility preference robust optimization models12
Distributionally robust stochastic programs with side information based on trimmings12
Dynamic flows with adaptive route choice12
Convergence rates for an inertial algorithm of gradient type associated to a smooth non-convex minimization12
Outer approximation for global optimization of mixed-integer quadratic bilevel problems12
Sparse semidefinite programs with guaranteed near-linear time complexity via dualized clique tree conversion11
Scalable subspace methods for derivative-free nonlinear least-squares optimization11
Bootstrap robust prescriptive analytics11
A regularized smoothing method for fully parameterized convex problems with applications to convex and nonconvex two-stage stochastic programming11
Ideal formulations for constrained convex optimization problems with indicator variables11
Lower bounds for non-convex stochastic optimization11
Convergence of proximal solutions for evolution inclusions with time-dependent maximal monotone operators11
Sparse noncommutative polynomial optimization11
On the local stability of semidefinite relaxations11
New extremal principles with applications to stochastic and semi-infinite programming11
An exact algorithm for robust influence maximization10
On lower iteration complexity bounds for the convex concave saddle point problems10
Sparse optimization on measures with over-parameterized gradient descent10
On linear optimization over Wasserstein balls10
A hybrid stochastic optimization framework for composite nonconvex optimization10
Submodular function minimization and polarity10
A control-theoretic perspective on optimal high-order optimization10
A stochastic extra-step quasi-Newton method for nonsmooth nonconvex optimization9
Stochastic dual dynamic programming for multistage stochastic mixed-integer nonlinear optimization9
Stochastic Lipschitz dynamic programming9
Lower bounds on the size of general branch-and-bound trees9
An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians9
A frequency-domain analysis of inexact gradient methods8
Polynomial-time algorithms for multimarginal optimal transport problems with structure8
First-order inertial algorithms involving dry friction damping8
Distributionally robust bottleneck combinatorial problems: uncertainty quantification and robust decision making8
Joint chance-constrained programs and the intersection of mixing sets through a submodularity lens8
Resolvent splitting for sums of monotone operators with minimal lifting8
The integrality number of an integer program8
Near-optimal analysis of Lasserre’s univariate measure-based bounds for multivariate polynomial optimization8
Accelerating variance-reduced stochastic gradient methods8
Semidefinite programming hierarchies for constrained bilinear optimization8
Complexity of branch-and-bound and cutting planes in mixed-integer optimization8
Sum-of-squares hierarchies for binary polynomial optimization8
Finitely convergent deterministic and stochastic iterative methods for solving convex feasibility problems8
The condition number of a function relative to a set8
Stochastic quasi-gradient methods: variance reduction via Jacobian sketching8
Iteratively reweighted least squares and slime mold dynamics: connection and convergence7
Sparse PSD approximation of the PSD cone7
Block-coordinate and incremental aggregated proximal gradient methods for nonsmooth nonconvex problems7
Optimization on flag manifolds7
Constrained composite optimization and augmented Lagrangian methods7
Exact solution of network flow models with strong relaxations7
Mixing convex-optimization bounds for maximum-entropy sampling7
Optimization-based convex relaxations for nonconvex parametric systems of ordinary differential equations7
Random projections for quadratic programs7
Fair colorful k-center clustering7
Error bounds and a condition number for the absolute value equations7
Chance-constrained set covering with Wasserstein ambiguity7
First- and second-order high probability complexity bounds for trust-region methods with noisy oracles7
Stochastic variance-reduced prox-linear algorithms for nonconvex composite optimization7
Graph coloring with decision diagrams6
Parallel random block-coordinate forward–backward algorithm: a unified convergence analysis6
Submodular maximization of concave utility functions composed with a set-union operator with applications to maximal covering location problems6
A framework for generalized Benders’ decomposition and its application to multilevel optimization6
The role of optimization in some recent advances in data-driven decision-making6
Non-convex nested Benders decomposition6
Complexity of stochastic dual dynamic programming6
Implications, conflicts, and reductions for Steiner trees6
Unifying mirror descent and dual averaging6
Convergence of augmented Lagrangian methods in extensions beyond nonlinear programming6
On the effective Putinar’s Positivstellensatz and moment approximation6
A Lagrange–Newton algorithm for sparse nonlinear programming6
A graph-based decomposition method for convex quadratic optimization with indicators6
Convergence of the forward-backward algorithm: beyond the worst-case with the help of geometry6
Penalty alternating direction methods for mixed-integer optimal control with combinatorial constraints6
Finding and verifying the nucleolus of cooperative games6
On the implementation and strengthening of intersection cuts for QCQPs5
On a multistage discrete stochastic optimization problem with stochastic constraints and nested sampling5
Idealness of k-wise intersecting families5
A trust region method for noisy unconstrained optimization5
Existence of efficient and properly efficient solutions to problems of constrained vector optimization5
Convex generalized Nash equilibrium problems and polynomial optimization5
Decomposition of arrow type positive semidefinite matrices with application to topology optimization5
Complexity of linear relaxations in integer programming5
Revisiting augmented Lagrangian duals5
Box-total dual integrality, box-integrality, and equimodular matrices5
A primal–dual algorithm for risk minimization5
Riemannian Optimization via Frank-Wolfe Methods5
Decreasing minimization on M-convex sets: background and structures5
A semismooth Newton based augmented Lagrangian method for nonsmooth optimization on matrix manifolds5
Revisiting the approximate Carathéodory problem via the Frank-Wolfe algorithm5
Connecting optimization with spectral analysis of tri-diagonal matrices5
A loose Benders decomposition algorithm for approximating two-stage mixed-integer recourse models5
Sampling Kaczmarz-Motzkin method for linear feasibility problems: generalization and acceleration5
Scaled relative graphs: nonexpansive operators via 2D Euclidean geometry5
Global optimization using random embeddings5
A decomposition method for distributionally-robust two-stage stochastic mixed-integer conic programs5
Extended formulations from communication protocols in output-efficient time5
A solution framework for linear PDE-constrained mixed-integer problems5
Dynamic probabilistic constraints under continuous random distributions5
An exact penalty approach for optimization with nonnegative orthogonality constraints5
Compactness and convergence rates in the combinatorial integral approximation decomposition5
Best approximation mappings in Hilbert spaces5
Generalized adaptive partition-based method for two-stage stochastic linear programs with fixed recourse5
An optimal gradient method for smooth strongly convex minimization5
Semi-discrete optimal transport: hardness, regularization and numerical solution5
General bounds for incremental maximization5
A computational status update for exact rational mixed integer programming5
A robust approach to warped Gaussian process-constrained optimization5
On the computation of equilibria in monotone and potential stochastic hierarchical games5
Globally convergent coderivative-based generalized Newton methods in nonsmooth optimization4
A computational study of exact subgraph based SDP bounds for Max-Cut, stable set and coloring4
Robust convex optimization: A new perspective that unifies and extends4
Computation and efficiency of potential function minimizers of combinatorial congestion games4
Adaptive Sampling line search for local stochastic optimization with integer variables4
The price of anarchy in routing games as a function of the demand4
Empowering the configuration-IP: new PTAS results for scheduling with setup times4
On sample average approximation for two-stage stochastic programs without relatively complete recourse4
Maximal quadratic-free sets4
Zeroth-order optimization with orthogonal random directions4
An exponential lower bound for Zadeh’s pivot rule4
Stopping criteria for, and strong convergence of, stochastic gradient descent on Bottou-Curtis-Nocedal functions4
Faster first-order primal-dual methods for linear programming using restarts and sharpness4
Characterizing quasiconvexity of the pointwise infimum of a family of arbitrary translations of quasiconvex functions, with applications to sums and quasiconvex optimization4
Sequence independent lifting for a set of submodular maximization problems4
Popular branchings and their dual certificates4
An $$O(s^r)$$-resolution ODE framework for understanding discrete-time algorithms and applications to the linear convergence of minimax problems4
Fairness over time in dynamic resource allocation with an application in healthcare4
Sparse representation of vectors in lattices and semigroups4
Curiosities and counterexamples in smooth convex optimization4
Further results on an abstract model for branching and its application to mixed integer programming4
Sample average approximation with heavier tails I: non-asymptotic bounds with weak assumptions and stochastic constraints4
Subregular recourse in nonlinear multistage stochastic optimization4
SDP-quality bounds via convex quadratic relaxations for global optimization of mixed-integer quadratic programs4
Quadratic optimization with switching variables: the convex hull for $$n=2$$4
Finding stationary points on bounded-rank matrices: a geometric hurdle and a smooth remedy4
About the complexity of two-stage stochastic IPs4
Local convergence of tensor methods4
Fast Augmented Lagrangian Method in the convex regime with convergence guarantees for the iterates4
Sum-of-squares chordal decomposition of polynomial matrix inequalities4
Solving orthogonal group synchronization via convex and low-rank optimization: tightness and landscape analysis4
Robust spectral risk optimization when the subjective risk aversion is ambiguous: a moment-type approach4
Risk-neutral PDE-constrained generalized Nash equilibrium problems4
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