Computational Optimization and Applications

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 2021-08-01 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
A Filippov approximation theorem for strengthened one-sided Lipschitz differential inclusions17
Constrained and unconstrained deep image prior optimization models with automatic regularization17
Adaptive dipole-like parameter calibration of complex black-box continuous processes17
Derivative-free methods for mixed-integer nonsmooth constrained optimization16
A space–time variational method for optimal control problems: well-posedness, stability and numerical solution16
A novel global algorithm for optimal portfolio selection with maximum relative marginal risk via SCO method and SOCP relaxation15
Malitsky-Tam forward-reflected-backward splitting method for nonconvex minimization problems15
Doubly majorized algorithm for sparsity-inducing optimization problems with regularizer-compatible constraints15
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
An inexact Riemannian proximal gradient method8
Accelerated forward–backward algorithms for structured monotone inclusions8
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
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
Simple approximative algorithms for free-support Wasserstein barycenters6
Sub-linear convergence of a stochastic proximal iteration method in Hilbert space6
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
On the inexact scaled gradient projection method5
Stochastic projective splitting5
On the acceleration of the Barzilai–Borwein method5
Quadratic convex reformulations for a class of complex quadratic programming problems5
Alternative extension of the Hager–Zhang conjugate gradient method for vector optimization5
Multiobjective BFGS method for optimization on Riemannian manifolds5
An accelerated proximal gradient method for multiobjective optimization5
Branch-and-Model: a derivative-free global optimization algorithm5
An efficient implementable inexact entropic proximal point algorithm for a class of linear programming problems5
A family of Barzilai-Borwein steplengths from the viewpoint of scaled total least squares5
An easily computable upper bound on the Hoffman constant for homogeneous inequality systems5
An efficient global optimization algorithm for the sum of linear ratios problems based on a novel adjustable branching rule5
Treatment learning with Gini constraints by Heaviside composite optimization and a progressive method5
COAP 2020 best paper prize5
Relaxed dissipativity assumptions and a simplified algorithm for multiobjective MPC5
Leveraging special-purpose hardware for local search heuristics5
On the forward–backward method with nonmonotone linesearch for infinite-dimensional nonsmooth nonconvex problems5
A note on the convergence of deterministic gradient sampling in nonsmooth optimization5
A general preconditioner for a class of vertical tensor complementarity problems5
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
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
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