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 2021-06-01 to 2025-06-01.)
ArticleCitations
Special issue for SIMAI 2020–2021: large-scale optimization and applications46
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems27
Alternating conditional gradient method for convex feasibility problems26
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints26
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations23
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors22
Adaptive dipole-like parameter calibration of complex black-box continuous processes19
A nonsmooth primal-dual method with interwoven PDE constraint solver19
A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints19
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective19
Average curvature FISTA for nonconvex smooth composite optimization problems18
Parametric shape optimization using the support function17
Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities15
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions15
Constrained and unconstrained deep image prior optimization models with automatic regularization15
Sequential optimality conditions for cardinality-constrained optimization problems with applications14
Derivative-free methods for mixed-integer nonsmooth constrained optimization14
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution14
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions13
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems12
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints12
Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems12
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function12
Strong global convergence properties of algorithms for nonlinear symmetric cone programming12
Subspace quadratic regularization method for group sparse multinomial logistic regression12
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms11
Two limited-memory optimization methods with minimum violation of the previous secant conditions11
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials10
Nonsmooth exact penalization second-order methods for incompressible bi-viscous fluids10
Full-low evaluation methods for bound and linearly constrained derivative-free optimization10
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions10
Adversarial perturbations of physical signals10
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems10
The continuous stochastic gradient method: part I–convergence theory10
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines9
Inertial alternating direction method of multipliers for non-convex non-smooth optimization9
Modeling design and control problems involving neural network surrogates9
An effective procedure for feature subset selection in logistic regression based on information criteria9
Quantifying uncertainty with ensembles of surrogates for blackbox optimization9
Distributed stochastic compositional optimization problems over directed networks8
An efficient global algorithm for worst-case linear optimization under uncertainties based on nonlinear semidefinite relaxation8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor8
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization8
Correction to: The continuous stochastic gradient method: part II–application and numerics8
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs8
A randomized feasible algorithm for optimization with orthogonal constraints8
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity8
Strengthened splitting methods for computing resolvents8
Accelerated forward–backward algorithms for structured monotone inclusions7
Second order shape optimization for an interface identification problem constrained by nonlocal models7
A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties7
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm7
Bregman primal–dual first-order method and application to sparse semidefinite programming7
Newton-type methods near critical solutions of piecewise smooth nonlinear equations7
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints7
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming7
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I7
Eigenvalue programming beyond matrices7
An inexact Riemannian proximal gradient method7
A distributed algorithm for high-dimension convex quadratically constrained quadratic programs7
The continuous stochastic gradient method: part II–application and numerics7
Multi-block Bregman proximal alternating linearized minimization and its application to orthogonal nonnegative matrix factorization7
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions7
Recycling basic columns of the splitting preconditioner in interior point methods6
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations6
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization6
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space6
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems6
Inexact log-domain interior-point methods for quadratic programming6
Proximal-stabilized semidefinite programming6
T-product factorization method for internet traffic data completion with spatio-temporal regularization6
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches6
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing6
A nested primal–dual iterated Tikhonov method for regularized convex optimization6
COAP 2020 best paper prize5
Leveraging special-purpose hardware for local search heuristics5
Simple approximative algorithms for free-support Wasserstein barycenters5
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes5
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data5
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization5
An adaptive trust-region method without function evaluations5
Stochastic projective splitting5
The selection of the optimal parameter in the modulus-based matrix splitting algorithm for linear complementarity problems5
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints5
Value of risk aversion in perishable products supply chain management5
On the solution stability of parabolic optimal control problems5
On the inexact scaled gradient projection method5
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems5
Multiobjective BFGS method for optimization on Riemannian manifolds5
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization5
From inexact optimization to learning via gradient concentration5
Branch-and-Model: a derivative-free global optimization algorithm5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions4
On the acceleration of the Barzilai–Borwein method4
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems4
Linearization and parallelization schemes for convex mixed-integer nonlinear optimization4
A two-level distributed algorithm for nonconvex constrained optimization4
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC4
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares4
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization4
Randomized Kaczmarz methods for tensor complementarity problems4
Efficient differentiable quadratic programming layers: an ADMM approach4
DC Semidefinite programming and cone constrained DC optimization I: theory4
A trust-region approach for computing Pareto fronts in multiobjective optimization4
Stochastic Steffensen method4
A note on the convergence of deterministic gradient sampling in nonsmooth optimization4
Quadratic convex reformulations for a class of complex quadratic programming problems4
An accelerated proximal gradient method for multiobjective optimization4
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition4
DC semidefinite programming and cone constrained DC optimization II: local search methods4
Optimal portfolio selections via $$\ell _{1, 2}$$-norm regularization4
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems4
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule4
COAP 2021 Best Paper Prize3
The Levenberg–Marquardt method: an overview of modern convergence theories and more3
A flexible gradient tracking algorithmic framework for decentralized optimization3
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs3
A stochastic moving ball approximation method for smooth convex constrained minimization3
Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation3
Minimum cost b-matching problems with neighborhoods3
COAP 2022 Best Paper Prize3
Optimization over the Pareto front of nonconvex multi-objective optimal control problems3
A symmetric version of the generalized Chambolle-Pock-He-Yuan method for saddle point problems3
A second-order sequential optimality condition for nonlinear second-order cone programming problems3
A subgradient method with non-monotone line search3
A Bregman–Kaczmarz method for nonlinear systems of equations3
A general variable neighborhood search for the cyclic antibandwidth problem3
MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization3
An away-step Frank–Wolfe algorithm for constrained multiobjective optimization3
A generalized shortest path tour problem with time windows3
Convergence rate of inexact augmented Lagrangian method with practical relative error criterion for composite convex programming3
Extension of switch point algorithm to boundary-value problems3
All saddle points for polynomial optimization3
The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results3
Speeding up L-BFGS by direct approximation of the inverse Hessian matrix3
On initial point selection of the steepest descent algorithm for general quadratic functions3
Distributed forward-backward methods for ring networks3
Distributionally robust Weber problem with uncertain demand3
Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization3
Robust output-feedback stabilization for incompressible flows using low-dimensional $$\mathcal {H}_{\infty }$$-controllers3
A two-time-level model for mission and flight planning of an inhomogeneous fleet of unmanned aerial vehicles3
A general framework for whiteness-based parameters selection in variational models3
Expected complexity analysis of stochastic direct-search3
Extragradient method with feasible inexact projection to variational inequality problem3
Forward-reflected-backward method with variance reduction3
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
Inter-DS: a cost saving algorithm for expensive constrained multi-fidelity blackbox optimization2
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
Efficient proximal subproblem solvers for a nonsmooth trust-region method2
Globally optimal univariate spline approximations2
Differentiability results and sensitivity calculation for optimal control of incompressible two-phase Navier-Stokes equations with surface tension2
On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination2
A block-coordinate approach of multi-level optimization with an application to physics-informed neural networks2
A generalized alternating direction method of multipliers for tensor complementarity problems2
Linearly convergent bilevel optimization with single-step inner methods2
Complexity of an inexact proximal-point penalty method for constrained smooth non-convex optimization2
A branch-and-prune algorithm for discrete Nash equilibrium problems2
$$\rho$$-regularization subproblems: strong duality and an eigensolver-based algorithm2
A modified inexact Levenberg–Marquardt method with the descent property for solving nonlinear equations2
First order inertial optimization algorithms with threshold effects associated with dry friction2
Stochastic average model methods2
SCORE: approximating curvature information under self-concordant regularization2
Sequential optimality conditions for nonlinear optimization on Riemannian manifolds and a globally convergent augmented Lagrangian method2
Abstract strongly convergent variants of the proximal point algorithm2
A sublevel moment-SOS hierarchy for polynomial optimization2
An inexact successive quadratic approximation method for a class of difference-of-convex optimization problems2
On a globally convergent semismooth* Newton method in nonsmooth nonconvex optimization2
A new proximal heavy ball inexact line-search algorithm2
Finite-sum smooth optimization with SARAH2
Inexact penalty decomposition methods for optimization problems with geometric constraints2
Spectral stochastic gradient method with additional sampling for finite and infinite sums2
Globally convergent Newton-type methods for multiobjective optimization2
A Riemannian rank-adaptive method for low-rank matrix completion2
Projected orthogonal vectors in two-dimensional search interior point algorithms for linear programming2
Nonsmooth nonconvex optimization on Riemannian manifolds via bundle trust region algorithm2
Accelerating convergence of a globalized sequential quadratic programming method to critical Lagrange multipliers2
Integer set reduction for stochastic mixed-integer programming2
Practical gradient and conjugate gradient methods on flag manifolds2
Finding best approximation pairs for two intersections of closed convex sets2
A structured modified Newton approach for solving systems of nonlinear equations arising in interior-point methods for quadratic programming2
Convergence of derivative-free nonmonotone Direct Search Methods for unconstrained and box-constrained mixed-integer optimization2
A New branch-and-cut algorithm for linear sum-of-ratios problem based on SLO method and LO relaxation2
Some modified fast iterative shrinkage thresholding algorithms with a new adaptive non-monotone stepsize strategy for nonsmooth and convex minimization problems2
Adaptive partition-based SDDP algorithms for multistage stochastic linear programming with fixed recourse2
A unified approach for smoothing approximations to the exact $$\ell _1$$-penalty for inequality-constrained optimization2
Preface to special issue on “optimal control of nonlinear differential equations”2
A stochastic primal-dual method for a class of nonconvex constrained optimization1
Levenberg–Marquardt method based on probabilistic Jacobian models for nonlinear equations1
Inexact proximal Newton methods in Hilbert spaces1
Accelerated derivative-free nonlinear least-squares applied to the estimation of Manning coefficients1
Convergence rate estimates for penalty methods revisited1
Scaled-PAKKT sequential optimality condition for multiobjective problems and its application to an Augmented Lagrangian method1
Inexact gradient projection method with relative error tolerance1
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: part II1
A smoothing proximal gradient algorithm for matrix rank minimization problem1
Equilibrium modeling and solution approaches inspired by nonconvex bilevel programming1
Handling of constraints in multiobjective blackbox optimization1
Two-commodity opposite direction network flow formulations for the travelling salesman problem1
GLISp-r: a preference-based optimization algorithm with convergence guarantees1
Clustering-based multipopulation approaches in MOEA/D for many-objective problems1
A convex combined symmetric alternating direction method of multipliers for separable optimization1
Block coordinate descent for smooth nonconvex constrained minimization1
Riemannian optimization on unit sphere with p-norm and its applications1
Preface: New trends in large scale optimization1
A simultaneous diagonalization based SOCP relaxation for portfolio optimization with an orthogonality constraint1
Two methods for the maximization of homogeneous polynomials over the simplex1
Optimal control of the stationary Kirchhoff equation1
A proximal gradient method for control problems with non-smooth and non-convex control cost1
Zero-norm regularized problems: equivalent surrogates, proximal MM method and statistical error bound1
Solving continuous and discrete nonlinear programs with BARON1
On a primal-dual Newton proximal method for convex quadratic programs1
T-product factorization based method for matrix and tensor completion problems1
On a minimization problem of the maximum generalized eigenvalue: properties and algorithms1
Radius theorems for subregularity in infinite dimensions1
A product space reformulation with reduced dimension for splitting algorithms1
Convergence analysis of a mixed logarithmic barrier-augmented Lagrangian algorithm without constraint qualification1
A new and faster representation for counting integer points in parametric polyhedra1
Robust min-max regret covering problems1
An inexact ADMM for separable nonconvex and nonsmooth optimization1
A new technique to derive tight convex underestimators (sometimes envelopes)1
Improving the stochastically controlled stochastic gradient method by the bandwidth-based stepsize1
Preface to the 5th Brazil–China Symposium on Applied and Computational Mathematics1
Exploiting term sparsity in noncommutative polynomial optimization1
Perturbation analysis of the euclidean distance matrix optimization problem and its numerical implications1
Distributed inexact Newton method with adaptive step sizes1
Parabolic optimal control problems with combinatorial switching constraints, part III: branch-and-bound algorithm1
Robust and continuous metric subregularity for linear inequality systems1
A projected-search interior-point method for nonlinearly constrained optimization1
Correction to: Parametric shape optimization using the support function1
Distributed stochastic gradient tracking methods with momentum acceleration for non-convex optimization1
The indefinite proximal gradient method1
A non-monotone trust-region method with noisy oracles and additional sampling1
A data-driven approach for a class of stochastic dynamic optimization problems1
A two-stage stochastic programming approach for generation and transmission maintenance scheduling with risk management1
A successive centralized circumcentered-reflection method for the convex feasibility problem1
A communication-efficient and privacy-aware distributed algorithm for sparse PCA1
An augmented subgradient method for minimizing nonsmooth DC functions1
Approximate bregman proximal gradient algorithm for relatively smooth nonconvex optimization1
New Bregman proximal type algorithms for solving DC optimization problems1
A successive relaxation algorithm to solve a MILP involving piecewise linear functions with application to road design1
COAP 2023 best paper prize1
A smoothing proximal gradient algorithm with extrapolation for the relaxation of $${\ell_{0}}$$ regularization problem1
Partially symmetric tensor structure preserving rank-R approximation via BFGS algorithm1
Hybrid limited memory gradient projection methods for box-constrained optimization problems1
A benchmark generator for scenario-based discrete optimization1
Avoiding bad steps in Frank-Wolfe variants1
Diagonal BFGS updates and applications to the limited memory BFGS method1
An inexact regularized proximal Newton method without line search1
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