Computational Optimization and Applications

Papers
(The median citation count of Computational Optimization and Applications is 1. 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 2021-08-01 to 2025-08-01.)
ArticleCitations
Special issue for SIMAI 2020–2021: large-scale optimization and applications50
Average curvature FISTA for nonconvex smooth composite optimization problems30
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems29
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors27
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations27
Parametric shape optimization using the support function24
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints22
A nonsmooth primal-dual method with interwoven PDE constraint solver20
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective20
Constrained and unconstrained deep image prior optimization models with automatic regularization17
Adaptive dipole-like parameter calibration of complex black-box continuous processes17
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions17
Derivative-free methods for mixed-integer nonsmooth constrained optimization16
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution16
Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems15
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints15
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation15
Strong global convergence properties of algorithms for nonlinear symmetric cone programming13
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems13
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions13
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function13
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions12
Two limited-memory optimization methods with minimum violation of the previous secant conditions12
Full-low evaluation methods for bound and linearly constrained derivative-free optimization12
Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids11
Adversarial perturbations of physical signals11
The continuous stochastic gradient method: part I–convergence theory11
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials11
Inertial alternating direction method of multipliers for non-convex non-smooth optimization10
Distributed stochastic compositional optimization problems over directed networks10
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines10
Quantifying uncertainty with ensembles of surrogates for blackbox optimization10
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization10
Modeling design and control problems involving neural network surrogates10
A randomized feasible algorithm for optimization with orthogonal constraints10
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms10
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs9
Strengthened splitting methods for computing resolvents9
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems9
Correction to: The continuous stochastic gradient method: part II–application and numerics9
Newton-type methods near critical solutions of piecewise smooth nonlinear equations9
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity9
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor9
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I8
A distributed algorithm for high-dimension convex quadratically constrained quadratic programs8
Bregman primal–dual first-order method and application to sparse semidefinite programming8
A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties8
The continuous stochastic gradient method: part II–application and numerics8
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming8
An inexact Riemannian proximal gradient method8
Accelerated forward–backward algorithms for structured monotone inclusions8
Eigenvalue programming beyond matrices7
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm7
Inexact log-domain interior-point methods for quadratic programming7
Recycling basic columns of the splitting preconditioner in interior point methods7
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs7
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions7
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems7
Second order shape optimization for an interface identification problem constrained by nonlocal models7
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints7
T-product factorization method for internet traffic data completion with spatio-temporal regularization7
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations6
Value of risk aversion in perishable products supply chain management6
The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems6
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization6
A nested primal–dual iterated Tikhonov method for regularized convex optimization6
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing6
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization6
From inexact optimization to learning via gradient concentration6
A proximal gradient method with an explicit line search for multiobjective optimization6
An adaptive trust-region method without function evaluations6
Efficient training of Gaussian processes with tensor product structure6
Proximal-stabilized semidefinite programming6
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes6
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization6
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints6
On the solution stability of parabolic optimal control problems6
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data6
Simple approximative algorithms for free-support Wasserstein barycenters6
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space6
COAP 2020 best paper prize5
Leveraging special-purpose hardware for local search heuristics5
A note on the convergence of deterministic gradient sampling in nonsmooth optimization5
On the acceleration of the Barzilai–Borwein method5
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization5
An accelerated proximal gradient method for multiobjective optimization5
On the inexact scaled gradient projection method5
Stochastic projective splitting5
Quadratic convex reformulations for a class of complex quadratic programming problems5
Multiobjective BFGS method for optimization on Riemannian manifolds5
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares5
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule5
Branch-and-Model: a derivative-free global optimization algorithm5
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC5
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems5
A general preconditioner for a class of vertical tensor complementarity problems5
Efficient differentiable quadratic programming layers: an ADMM approach4
A flexible gradient tracking algorithmic framework for decentralized optimization4
Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization4
A trust-region approach for computing Pareto fronts in multiobjective optimization4
Ultra-small world detection in networks: subgraphs with prescribed distance distributions4
Linearization and parallelization schemes for convex mixed-integer nonlinear optimization4
DC semidefinite programming and cone constrained DC optimization II: local search methods4
Optimal portfolio selections via $$\ell _{1, 2}$$-norm regularization4
The Levenberg–Marquardt method: an overview of modern convergence theories and more4
A two-level distributed algorithm for nonconvex constrained optimization4
Stochastic Steffensen method4
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition4
A general variable neighborhood search for the cyclic antibandwidth problem4
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs4
COAP 2021 Best Paper Prize4
Randomized Kaczmarz methods for tensor complementarity problems4
DC Semidefinite programming and cone constrained DC optimization I: theory4
A Bregman–Kaczmarz method for nonlinear systems of equations3
Distributed forward-backward methods for ring networks3
A second-order sequential optimality condition for nonlinear second-order cone programming problems3
A general framework for whiteness-based parameters selection in variational models3
A new dual spectral projected gradient method for log-determinant semidefinite programming with hidden clustering structures3
A stochastic moving ball approximation method for smooth convex constrained minimization3
Practical gradient and conjugate gradient methods on flag manifolds3
Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming3
Cardinality objective nonlinear programs for facility capacity expansion3
Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation3
Distributionally robust Weber problem with uncertain demand3
An arc-search interior-point algorithm for nonlinear constrained optimization3
Cut-sharing across trees and efficient sequential sampling for SDDP with uncertainty in the RHS3
MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization3
Forward-reflected-backward method with variance reduction3
A Riemannian rank-adaptive method for low-rank matrix completion3
All saddle points for polynomial optimization3
A generalized shortest path tour problem with time windows3
Extragradient method with feasible inexact projection to variational inequality problem3
Extension of switch point algorithm to boundary-value problems3
An away-step Frank–Wolfe algorithm for constrained multiobjective optimization3
A symmetric version of the generalized Chambolle-Pock-He-Yuan method for saddle point problems3
On initial point selection of the steepest descent algorithm for general quadratic functions3
A subgradient method with non-monotone line search3
A two-time-level model for mission and flight planning of an inhomogeneous fleet of unmanned aerial vehicles3
The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results3
A unified approach for smoothing approximations to the exact $$\ell _1$$-penalty for inequality-constrained optimization3
Inter-DS: a cost saving algorithm for expensive constrained multi-fidelity blackbox optimization3
Refining asymptotic complexity bounds for nonconvex optimization methods, including why steepest descent is $$o(\epsilon ^{-2})$$ rather than $$\mathcal{O}(\epsilon ^{-2})$$3
Expected complexity analysis of stochastic direct-search3
Optimization over the Pareto front of nonconvex multi-objective optimal control problems3
COAP 2022 Best Paper Prize3
Robust output-feedback stabilization for incompressible flows using low-dimensional $$\mathcal {H}_{\infty }$$-controllers3
Speeding up L-BFGS by direct approximation of the inverse Hessian matrix3
A modified inexact Levenberg–Marquardt method with the descent property for solving nonlinear equations2
Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers2
Inexact penalty decomposition methods for optimization problems with geometric constraints2
Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method2
A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming2
Stochastic average model methods2
Finding best approximation pairs for two intersections of closed convex sets2
Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization2
Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming2
Spectral stochastic gradient method with additional sampling for finite and infinite sums2
Some modified fast iterative shrinkage thresholding algorithms with a new adaptive non-monotone stepsize strategy for nonsmooth and convex minimization problems2
Abstract strongly convergent variants of the proximal point algorithm2
$$\rho$$-regularization subproblems: strong duality and an eigensolver-based algorithm2
Globally convergent Newton-type methods for multiobjective optimization2
Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse2
On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination2
A New branch-and-cut algorithm for linear sum-of-ratios problem based on SLO method and LO relaxation2
A block-coordinate approach of multi-level optimization with an application to physics-informed neural networks2
SCORE: approximating curvature information under self-concordant regularization2
A new proximal heavy ball inexact line-search algorithm2
First order inertial optimization algorithms with threshold effects associated with dry friction2
Finite-sum smooth optimization with SARAH2
A branch-and-prune algorithm for discrete Nash equilibrium problems2
Convergence of derivative-free nonmonotone Direct Search Methods for unconstrained and box-constrained mixed-integer optimization2
Minimum cost b-matching problems with neighborhoods2
A sublevel moment-SOS hierarchy for polynomial optimization2
Integer set reduction for stochastic mixed-integer programming2
On a globally convergent semismooth* Newton method in nonsmooth nonconvex optimization2
An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems2
Linearly convergent bilevel optimization with single-step inner methods2
Majorization-minimization-based Levenberg–Marquardt method for constrained nonlinear least squares2
A fast continuous time approach for non-smooth convex optimization using Tikhonov regularization technique2
Preface to special issue on “optimal control of nonlinear differential equations”2
Efficient proximal subproblem solvers for a nonsmooth trust-region method2
Differentiability results and sensitivity calculation for optimal control of incompressible two-phase Navier-Stokes equations with surface tension2
Nonsmooth nonconvex optimization on Riemannian manifolds via bundle trust region algorithm2
Convergence analysis of a mixed logarithmic barrier-augmented Lagrangian algorithm without constraint qualification1
A new technique to derive tight convex underestimators (sometimes envelopes)1
A successive centralized circumcentered-reflection method for the convex feasibility problem1
A communication-efficient and privacy-aware distributed algorithm for sparse PCA1
A new and faster representation for counting integer points in parametric polyhedra1
Approximate bregman proximal gradient algorithm for relatively smooth nonconvex optimization1
Partially symmetric tensor structure preserving rank-R approximation via BFGS algorithm1
Riemannian optimization on unit sphere with p-norm and its applications1
Optimal control of the stationary Kirchhoff equation1
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: part II1
Hybrid limited memory gradient projection methods for box-constrained optimization problems1
A successive relaxation algorithm to solve a MILP involving piecewise linear functions with application to road design1
A non-monotone trust-region method with noisy oracles and additional sampling1
Improving the stochastically controlled stochastic gradient method by the bandwidth-based stepsize1
Solving continuous and discrete nonlinear programs with BARON1
Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound1
Convergence rate estimates for penalty methods revisited1
OFFO minimization algorithms for second-order optimality and their complexity1
Clustering-based multipopulation approaches in MOEA/D for many-objective problems1
Scaled-PAKKT sequential optimality condition for multiobjective problems and its application to an Augmented Lagrangian method1
A sequence-form differentiable path-following method to compute Nash equilibria1
GLISp-r: a preference-based optimization algorithm with convergence guarantees1
Improved Gauss-Seidel type and Jacobi type methods for linear complementarity problems1
An alternating algorithm for structure preserving CP-decompositions of partially symmetric tensors1
Block coordinate descent for smooth nonconvex constrained minimization1
Robust min-max regret covering problems1
Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming1
A convex combined symmetric alternating direction method of multipliers for separable optimization1
A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint1
Perturbation analysis of the euclidean distance matrix optimization problem and its numerical implications1
A two-stage stochastic programming approach for generation and transmission maintenance scheduling with risk management1
A product space reformulation with reduced dimension for splitting algorithms1
Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization1
The indefinite proximal gradient method1
On a primal-dual Newton proximal method for convex quadratic programs1
Inexact proximal Newton methods in Hilbert spaces1
A generalized alternating direction method of multipliers for tensor complementarity problems1
“FISTA” in Banach spaces with adaptive discretisations1
T-product factorization based method for matrix and tensor completion problems1
A projected-search interior-point method for nonlinearly constrained optimization1
Handling of constraints in multiobjective blackbox optimization1
An inexact regularized proximal Newton method without line search1
A data-driven approach for a class of stochastic dynamic optimization problems1
Two-commodity opposite direction network flow formulations for the travelling salesman problem1
A smoothing proximal gradient algorithm for matrix rank minimization problem1
On a minimization problem of the maximum generalized eigenvalue: properties and algorithms1
A smoothing proximal gradient algorithm with extrapolation for the relaxation of $${\ell_{0}}$$ regularization problem1
New Bregman proximal type algorithms for solving DC optimization problems1
Avoiding bad steps in Frank-Wolfe variants1
Preface to the 5th Brazil–China Symposium on Applied and Computational Mathematics1
Parabolic optimal control problems with combinatorial switching constraints, part III: branch-and-bound algorithm1
A benchmark generator for scenario-based discrete optimization1
Levenberg–Marquardt method based on probabilistic Jacobian models for nonlinear equations1
COAP 2023 best paper prize1
Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients1
Inexact gradient projection method with relative error tolerance1
Globally optimal univariate spline approximations1
A Subspace Minimization Barzilai-Borwein Method for Multiobjective Optimization Problems1
A stochastic primal-dual method for a class of nonconvex constrained optimization1
T-semidefinite programming relaxation with third-order tensors for constrained polynomial optimization1
Robust and continuous metric subregularity for linear inequality systems1
Distributed inexact Newton method with adaptive step sizes1
Radius theorems for subregularity in infinite dimensions1
Preface: New trends in large scale optimization1
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