Computational Optimization and Applications

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 2022-01-01 to 2026-01-01.)
ArticleCitations
Special issue for SIMAI 2020–2021: large-scale optimization and applications60
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems59
Average curvature FISTA for nonconvex smooth composite optimization problems37
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations30
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints29
Formulations and algorithms for the simple cycle problem26
Adaptive dipole-like parameter calibration of complex black-box continuous processes25
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective23
A nonsmooth primal-dual method with interwoven PDE constraint solver23
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors22
A globally convergent gradient method with momentum22
Constrained and unconstrained deep image prior optimization models with automatic regularization21
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions18
Parametric shape optimization using the support function18
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation18
Derivative-free methods for mixed-integer nonsmooth constrained optimization17
A nonlinear conjugate gradient algorithm for multiobjective optimization: multiple hybrid search direction and global rates17
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution17
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints16
Behavioral portfolio optimization via cumulative prospect theory with a symmetric alternating direction method of multipliers16
Preprocessing and valid inequalities for exact detection of critical nodes via integer programming16
An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems15
Strong global convergence properties of algorithms for nonlinear symmetric cone programming14
Correction to: From Halpern’s fixed-point iterations to Nesterov’s accelerated interpretations for root-finding problems13
Symplectic discretization approach for developing new proximal point algorithm13
Variable metric proximal stochastic gradient methods with additional sampling13
Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems12
Correction: On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions12
On the asymptotic rate of convergence of Stochastic Newton algorithms and their Weighted Averaged versions12
An accelerated minimax algorithm for convex-concave saddle point problems with nonsmooth coupling function12
Adversarial perturbations of physical signals11
A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials11
Full-low evaluation methods for bound and linearly constrained derivative-free optimization11
A Bi-Objective Optimization Based Acquisition Strategy for Batch Bayesian Global Optimization10
A randomized feasible algorithm for optimization with orthogonal constraints10
The continuous stochastic gradient method: part I–convergence theory10
Modeling design and control problems involving neural network surrogates10
Douglas–Rachford splitting and ADMM for nonconvex optimization: accelerated and Newton-type linesearch algorithms10
An infeasible interior-point arc-search method with Nesterov’s restarting strategy for linear programming problems10
A heuristic algorithm for the cluster editing problem10
Sparse optimization via vector k-norm and DC programming with an application to feature selection for support vector machines9
Distributed stochastic compositional optimization problems over directed networks9
Quantifying uncertainty with ensembles of surrogates for blackbox optimization9
Inertial alternating direction method of multipliers for non-convex non-smooth optimization9
Error estimates for Runge–Kutta schemes of optimal control problems with index 1 DAEs9
A trust-region LP-Newton method for constrained nonsmooth equations under Hölder metric subregularity8
Correction to: The continuous stochastic gradient method: part II–application and numerics8
Accelerated forward–backward algorithms for structured monotone inclusions8
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions8
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems8
Polynomial worst-case iteration complexity of quasi-Newton primal-dual interior point algorithms for linear programming8
Effective algorithms for separable nonconvex quadratic programming with one quadratic and box constraints8
An inexact Riemannian proximal gradient method8
Bounding-focused discretization methods for the global optimization of nonconvex semi-infinite programs8
Recycling basic columns of the splitting preconditioner in interior point methods8
The continuous stochastic gradient method: part II–application and numerics8
A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor8
Second order shape optimization for an interface identification problem constrained by nonlocal models8
A priori error estimate of perturbation method for optimal control problem governed by elliptic PDEs with small uncertainties8
Enhancements of discretization approaches for non-convex mixed-integer quadratically constrained quadratic programming: Part I8
Inexact log-domain interior-point methods for quadratic programming8
A relaxation-based probabilistic approach for PDE-constrained optimization under uncertainty with pointwise state constraints7
An overview and comparison of spectral bundle methods for primal and dual semidefinite programs7
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space7
Proximal-stabilized semidefinite programming7
Eigenvalue programming beyond matrices7
Simple approximative algorithms for free-support Wasserstein barycenters7
Multiobjective BFGS method for optimization on Riemannian manifolds7
Convergence rates for an inexact linearized ADMM for nonsmooth nonconvex optimization with nonlinear equality constraints7
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing7
A nested primal–dual iterated Tikhonov method for regularized convex optimization7
From inexact optimization to learning via gradient concentration7
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes7
Distribution-free algorithms for predictive stochastic programming in the presence of streaming data7
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations7
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm7
Efficient training of Gaussian processes with tensor product structure7
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization7
A proximal gradient method with an explicit line search for multiobjective optimization6
Branch-and-Model: a derivative-free global optimization algorithm6
Stochastic projective splitting6
An inexact regularized proximal Newton method for nonconvex and nonsmooth optimization6
An adaptive trust-region method without function evaluations6
On the solution stability of parabolic optimal control problems6
Value of risk aversion in perishable products supply chain management6
Stochastic Steffensen method6
SPIRAL: a superlinearly convergent incremental proximal algorithm for nonconvex finite sum minimization6
A preconditioned inexact infeasible quantum interior point method for linear optimization6
Leveraging special-purpose hardware for local search heuristics6
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems6
A general variable neighborhood search for the cyclic antibandwidth problem5
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule5
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC5
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method5
Quadratic convex reformulations for a class of complex quadratic programming problems5
A trust-region approach for computing Pareto fronts in multiobjective optimization5
DC Semidefinite programming and cone constrained DC optimization I: theory5
Linearization and parallelization schemes for convex mixed-integer nonlinear optimization5
On the acceleration of the Barzilai–Borwein method5
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization5
A general preconditioner for a class of vertical tensor complementarity problems5
Randomized Kaczmarz methods for tensor complementarity problems5
Derivative-free stochastic bilevel optimization for inverse problems5
A two-level distributed algorithm for nonconvex constrained optimization5
Riemannian preconditioned algorithms for tensor completion via tensor ring decomposition5
A flexible gradient tracking algorithmic framework for decentralized optimization5
Ultra-small world detection in networks: subgraphs with prescribed distance distributions5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems5
A note on the convergence of deterministic gradient sampling in nonsmooth optimization5
An accelerated proximal gradient method for multiobjective optimization5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems5
DC semidefinite programming and cone constrained DC optimization II: local search methods5
A stabilized sequential quadratic semidefinite programming method for degenerate nonlinear semidefinite programs5
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