OOIR: Observatory of International Research

Papers

(The TQCC of Computational Optimization and Applications 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 2021-04-01 to 2025-04-01.)

Article	Citations
Convergence rate estimates for penalty methods revisited	43
Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing	24
Regularized standard polynomial programming formulations for the maximum clique problem	23
Special issue for SIMAI 2020–2021: large-scale optimization and applications	22
Optimality conditions for Tucker low-rank tensor optimization	21
COAP 2022 Best Paper Prize	20
A dual-based stochastic inexact algorithm for a class of stochastic nonsmooth convex composite problems	19
A general framework for whiteness-based parameters selection in variational models	17
A nested primal–dual iterated Tikhonov method for regularized convex optimization	17
A nonsmooth primal-dual method with interwoven PDE constraint solver	16
Handling of constraints in multiobjective blackbox optimization	15
A numerical-and-computational study on the impact of using quaternions in the branch-and-prune algorithm for exact discretizable distance geometry problems	15
A successive centralized circumcentered-reflection method for the convex feasibility problem	14
Lifted stationary points of sparse optimization with complementarity constraints	13
Stochastic relaxed inertial forward-backward-forward splitting for monotone inclusions in Hilbert spaces	13
A regularized limited memory BFGS method for large-scale unconstrained optimization and its efficient implementations	13
An improved penalty algorithm using model order reduction for MIPDECO problems with partial observations	12
T-product factorization based method for matrix and tensor completion problems	12
T-semidefinite programming relaxation with third-order tensors for constrained polynomial optimization	12
On the use of Jordan Algebras for improving global convergence of an Augmented Lagrangian method in nonlinear semidefinite programming	11
Clustering-based multipopulation approaches in MOEA/D for many-objective problems	11
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space	11
T-product factorization method for internet traffic data completion with spatio-temporal regularization	11
Method for solving bang-bang and singular optimal control problems using adaptive Radau collocation	11
Fast and safe: accelerated gradient methods with optimality certificates and underestimate sequences	10

“FISTA” in Banach spaces with adaptive discretisations	10
Alternating conditional gradient method for convex feasibility problems	10
The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results	10
Correction: A Bregman–Kaczmarz method for nonlinear systems of equations	9
A parameter-free unconstrained reformulation for nonsmooth problems with convex constraints	9
A data-driven approach for a class of stochastic dynamic optimization problems	9
Safeguarded augmented Lagrangian algorithms with scaled stopping criterion for the subproblems	9
MADAM: a parallel exact solver for max-cut based on semidefinite programming and ADMM	9
Radius theorems for subregularity in infinite dimensions	9
Expected complexity analysis of stochastic direct-search	9
Stochastic mathematical programs with probabilistic complementarity constraints: SAA and distributionally robust approaches	9
An inexactly accelerated algorithm for nonnegative tensor CP decomposition with the column unit constraints	8
Generic linear convergence through metric subregularity in a variable-metric extension of the proximal point algorithm	8
A hybrid inexact regularized Newton and negative curvature method	8
A smoothing proximal gradient algorithm for matrix rank minimization problem	8
A nested primal–dual FISTA-like scheme for composite convex optimization problems	8
Internet traffic tensor completion with tensor nuclear norm	8
Accelerating stochastic sequential quadratic programming for equality constrained optimization using predictive variance reduction	8
Eigenvalue programming beyond matrices	8
Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization	8
Coordinate descent methods beyond smoothness and separability	7
Proximal-stabilized semidefinite programming	7
Extension of switch point algorithm to boundary-value problems	7
OFFO minimization algorithms for second-order optimality and their complexity	7
Computable centering methods for spiraling algorithms and their duals, with motivations from the theory of Lyapunov functions	7
Recycling basic columns of the splitting preconditioner in interior point methods	7
Nonsmooth projection-free optimization with functional constraints	7
Extragradient method with feasible inexact projection to variational inequality problem	7
Chance-constrained programs with convex underlying functions: a bilevel convex optimization perspective	7
A stochastic variance-reduced accelerated primal-dual method for finite-sum saddle-point problems	7
Simple approximative algorithms for free-support Wasserstein barycenters	7
Local convergence of primal–dual interior point methods for nonlinear semidefinite optimization using the Monteiro–Tsuchiya family of search directions	7
Generating representative sets for multiobjective discrete optimization problems with specified coverage errors	7
Inexact log-domain interior-point methods for quadratic programming	7
Projected fixed-point method for vertical tensor complementarity problems	7
An abstract convergence framework with application to inertial inexact forward–backward methods	7
Loss functions for finite sets	7
A harmonic framework for stepsize selection in gradient methods	7
Regularized methods via cubic model subspace minimization for nonconvex optimization	6
Correction to: Stochastic projective splitting	6
Convergence of successive linear programming algorithms for noisy functions	6
All saddle points for polynomial optimization	6
On the well-posedness of tracking Dirichlet data for Bernoulli free boundary problems	6
Correction to: Differentiability results and sensitivity calculation for optimal control of incompressible two-phase Navier–Stokes equations with surface tension	6
Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm	6
Constrained and unconstrained deep image prior optimization models with automatic regularization	6
An augmented subgradient method for minimizing nonsmooth DC functions	5
A FISTA-type accelerated gradient algorithm for solving smooth nonconvex composite optimization problems	5
Rank-one approximation of a higher-order tensor by a Riemannian trust-region method	5
A family of conjugate gradient methods with guaranteed positiveness and descent for vector optimization	5

Parametric shape optimization using the support function	5
An inexact ADMM for separable nonconvex and nonsmooth optimization	5
Inter-DS: a cost saving algorithm for expensive constrained multi-fidelity blackbox optimization	5
Average curvature FISTA for nonconvex smooth composite optimization problems	5
Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes	5
Convergence of a stochastic variance reduced Levenberg–Marquardt method	5
Efficiency of higher-order algorithms for minimizing composite functions	4
An effective logarithmic formulation for piecewise linearization requiring no inequality constraint	4
On the inexact scaled gradient projection method	4
A Scaled Gradient Projection method for the realization of the balancing principle in TGV-based image restoration	4
Two new bidirectional search algorithms	4
Sequential optimality conditions for cardinality-constrained optimization problems with applications	4
A split Levenberg-Marquardt method for large-scale sparse problems	4
From inexact optimization to learning via gradient concentration	4
Minibatch stochastic subgradient-based projection algorithms for feasibility problems with convex inequalities	4
The deepest event cuts in risk-averse optimization with application to radiation therapy design	4
A dual simplex-type algorithm for the smallest enclosing ball of balls	4
Multiobjective BFGS method for optimization on Riemannian manifolds	4
Correction: Robust approximation of chance constrained optimization with polynomial perturbation	4
An alternate approach to solve two-level priority based assignment problem	4
Minimum cost b-matching problems with neighborhoods	4
Robust and continuous metric subregularity for linear inequality systems	4
Quadratic convergence analysis of a nonmonotone Levenberg–Marquardt type method for the weighted nonlinear complementarity problem	4
A semismooth Newton based dual proximal point algorithm for maximum eigenvalue problem	4
A proximal gradient method for control problems with non-smooth and non-convex control cost	4
On solving difference of convex functions programs with linear complementarity constraints	4
A real moment-HSOS hierarchy for complex polynomial optimization with real coefficients	4
A reduced proximal-point homotopy method for large-scale non-convex BQP	4
A generalized shortest path tour problem with time windows	4