OOIR: Observatory of International Research

Papers

(The TQCC of Computational Optimization and Applications is 5. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Special issue for SIMAI 2020–2021: large-scale optimization and applications	55
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	46
Average curvature FISTA for nonconvex smooth composite optimization problems	34
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations	30
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors	27
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints	26
Parametric shape optimization using the support function	25
Formulations and algorithms for the simple cycle problem	25
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	23
Constrained and unconstrained deep image prior optimization models with automatic regularization	20
Adaptive dipole-like parameter calibration of complex black-box continuous processes	20
A nonsmooth primal-dual method with interwoven PDE constraint solver	20
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions	19
Preprocessing and valid inequalities for exact detection of critical nodes via integer programming	18
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation	18
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution	17
Derivative-free methods for mixed-integer nonsmooth constrained optimization	16
Variable metric proximal stochastic gradient methods with additional sampling	15
Behavioral portfolio optimization via cumulative prospect theory with a symmetric alternating direction method of multipliers	15
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function	14
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints	13
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems	13
Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems	13
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	12
Correction to: From Halpern’s fixed-point iterations to Nesterov’s accelerated interpretations for root-finding problems	12

Strong global convergence properties of algorithms for nonlinear symmetric cone programming	12
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials	11
Full-low evaluation methods for bound and linearly constrained derivative-free optimization	11
Adversarial perturbations of physical signals	11
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions	11
Quantifying uncertainty with ensembles of surrogates for blackbox optimization	10
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization	10
A randomized feasible algorithm for optimization with orthogonal constraints	10
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms	10
Inertial alternating direction method of multipliers for non-convex non-smooth optimization	10
Distributed stochastic compositional optimization problems over directed networks	10
Modeling design and control problems involving neural network surrogates	10
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines	9
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems	9
Correction to: The continuous stochastic gradient method: part II–application and numerics	9
The continuous stochastic gradient method: part I–convergence theory	9
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs	9
A heuristic algorithm for the cluster editing problem	9
Second order shape optimization for an interface identification problem constrained by nonlocal models	8
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I	8
A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties	8
Bregman primal–dual first-order method and application to sparse semidefinite programming	8
The continuous stochastic gradient method: part II–application and numerics	8
Accelerated forward–backward algorithms for structured monotone inclusions	8
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs	8
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions	8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor	8
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints	8
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming	8
An inexact Riemannian proximal gradient method	8
Recycling basic columns of the splitting preconditioner in interior point methods	8
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity	8
Inexact log-domain interior-point methods for quadratic programming	7
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems	7
Simple approximative algorithms for free-support Wasserstein barycenters	7
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	7
Proximal-stabilized semidefinite programming	7
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space	7
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing	7
A nested primal–dual iterated Tikhonov method for regularized convex optimization	7
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	6
Convergence rates for an inexact linearized ADMM for nonsmooth nonconvex optimization with nonlinear equality constraints	6
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization	6
Value of risk aversion in perishable products supply chain management	6
On the inexact scaled gradient projection method	6
An adaptive trust-region method without function evaluations	6
Leveraging special-purpose hardware for local search heuristics	6
Multiobjective BFGS method for optimization on Riemannian manifolds	6
Eigenvalue programming beyond matrices	6
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	6

From inexact optimization to learning via gradient concentration	6
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization	6
On the solution stability of parabolic optimal control problems	6
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization	6
Efficient training of Gaussian processes with tensor product structure	6
An overview and comparison of spectral bundle methods for primal and dual semidefinite programs	6
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints	6
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data	6
Branch-and-Model: a derivative-free global optimization algorithm	6
A proximal gradient method with an explicit line search for multiobjective optimization	6
On the acceleration of the Barzilai–Borwein method	5
A general preconditioner for a class of vertical tensor complementarity problems	5
Stochastic Steffensen method	5
A note on the convergence of deterministic gradient sampling in nonsmooth optimization	5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems	5
DC semidefinite programming and cone constrained DC optimization II: local search methods	5
Randomized Kaczmarz methods for tensor complementarity problems	5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions	5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC	5
Quadratic convex reformulations for a class of complex quadratic programming problems	5
COAP 2020 best paper prize	5
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule	5
An accelerated proximal gradient method for multiobjective optimization	5
Derivative-free stochastic bilevel optimization for inverse problems	5
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method	5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems	5
Stochastic projective splitting	5
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares	5
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems	5
A flexible gradient tracking algorithmic framework for decentralized optimization	5
DC Semidefinite programming and cone constrained DC optimization I: theory	5
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization	5