SIAM Journal on Optimization

Article	Citations
Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls	36
Improving the Global Convergence of Inexact Restoration Methods for Constrained Optimization Problems	30
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function	24
On Integrality in Semidefinite Programming for Discrete Optimization	22
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization	21
Nonasymptotic Upper Estimates for Errors of the Sample Average Approximation Method to Solve Risk-Averse Stochastic Programs	17
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials	16
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning	15
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization	15
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets	15
Harmonic Hierarchies for Polynomial Optimization	13
Variational Convexity of Functions and Variational Sufficiency in Optimization	12
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective	12
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off	12
Performance Bounds for PDE-Constrained Optimization under Uncertainty	12
The Computation of Approximate Generalized Feedback Nash Equilibria	11
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach	11
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives	11
PCA Sparsified	11
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization	10
On Minimal Extended Representations of Generalized Power Cones	10
Convergence Properties of an Objective-Function-Free Optimization Regularization Algorithm, Including an \(\boldsymbol{\mathcal{O}(\epsilon^{-3/2})}\) Complexity Bound	10
Distributed Optimization Based on Gradient Tracking Revisited: Enhancing Convergence Rate via Surrogation	9
Frank--Wolfe Methods with an Unbounded Feasible Region and Applications to Structured Learning	9
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality	8

Stability Analysis of Discrete-Time Linear Complementarity Systems	8
Affine Relaxations of the Best Response Algorithm: Global Convergence in Ratio-Bounded Games	8
Random Coordinate Descent Methods for Nonseparable Composite Optimization	8
A Sequential Quadratic Programming Method With High-Probability Complexity Bounds for Nonlinear Equality-Constrained Stochastic Optimization	8
Bayesian Stochastic Gradient Descent for Stochastic Optimization with Streaming Input Data	8
Convergence Rates of the Heavy Ball Method for Quasi-strongly Convex Optimization	8
Min-Max-Min Optimization with Smooth and Strongly Convex Objectives	8
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles	7
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions	7
A Dimension Reduction Technique for Large-Scale Structured Sparse Optimization Problems with Application to Convex Clustering	7
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations	7
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency	7
Sketched Newton--Raphson	7
Symmetry Reduction in AM/GM-Based Optimization	7
DIMIX: Diminishing Mixing for Sloppy Agents	6
Optimal Self-Concordant Barriers for Quantum Relative Entropies	6
QNG: A Quasi-Natural Gradient Method for Large-Scale Statistical Learning	6
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming	6
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization	6
A Riemannian Proximal Newton Method	6
On Local Minimizers of Nonconvex Homogeneous Quadratically Constrained Quadratic Optimization with at Most Two Constraints	6
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing	6
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization	6
Minimum Spanning Trees in Infinite Graphs: Theory and Algorithms	6
Occupation Measure Relaxations in Variational Problems: The Role of Convexity	6
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence	6
Model-Based Derivative-Free Methods for Convex-Constrained Optimization	5
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization	5
Constrained Consensus-Based Optimization	5
Fenchel Duality and a Separation Theorem on Hadamard Manifolds	5
Harnessing Structure in Composite Nonsmooth Minimization	5
Corrigendum and Addendum: Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators	5
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity	5
MIP Relaxations in Factorable Programming	5
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search	5
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems	5
Stability Properties for Parametric Linear Programs under Data Ambiguities	5
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds	5
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems	5
On the Connections between Optimization Algorithms, Lyapunov Functions, and Differential Equations: Theory and Insights	5
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube	5
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets	4
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization	4
The Bregman Proximal Average	4
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces	4
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise	4
Optimal Methods for Convex Risk-Averse Distributed Optimization	4
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction	4
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow	4
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm	4

Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory	4
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport	4
Cyclic Coordinate Dual Averaging with Extrapolation	4
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity	4
Moderate Deviations and Invariance Principles for Sample Average Approximations	4
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal	3
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints	3
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems	3
Linear Programming on the Stiefel Manifold	3
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty	3
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients	3
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part II: Outer Approximation Algorithm	3
Derivative-Free Alternating Projection Algorithms for General Nonconvex-Concave Minimax Problems	3
Convergence Rate Analysis of a Dykstra-Type Projection Algorithm	3
Provably Faster Gradient Descent via Long Steps	3
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games	3
Sequential Linearization Method for Bound-Constrained Mathematical Programs with Complementarity Constraints	3
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming	3
Optimal Convergence Rates for the Proximal Bundle Method	3
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms	3
Accelerated Forward-Backward Optimization Using Deep Learning	3
Accelerated Minimax Algorithms Flock Together	3
The Ratio-Cut Polytope and K-Means Clustering	3
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	3
An Unbiased Approach to Low Rank Recovery	3
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty	3
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization	3
Time Consistency for Multistage Stochastic Optimization Problems under Constraints in Expectation	3
Constrained Optimization in the Presence of Noise	3
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties	2
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency	2
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds	2
Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions	2
Superlinear Convergence of a Semismooth Newton Method for Some Optimization Problems with Applications to Control Theory	2
Implicit Regularity and Linear Convergence Rates for the Generalized Trust-Region Subproblem	2
Graph Topology Invariant Gradient and Sampling Complexity for Decentralized and Stochastic Optimization	2
Solution of Mismatched Monotone+Lipschitz Inclusion Problems	2
Stochastic Trust-Region Algorithm in Random Subspaces with Convergence and Expected Complexity Analyses	2
Affine Invariant Convergence Rates of the Conditional Gradient Method	2
Aggregations of Quadratic Inequalities and Hidden Hyperplane Convexity	2
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer	2
A Quadratically Convergent Sequential Programming Method for Second-Order Cone Programs Capable of Warm Starts	2
Stochastic Difference-of-Convex-Functions Algorithms for Nonconvex Programming	2
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems	2
Dual Descent Augmented Lagrangian Method and Alternating Direction Method of Multipliers	2
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs	2
Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization	2
Generalized Power Cones: Optimal Error Bounds and Automorphisms	2
Newton Differentiability of Convex Functions in Normed Spaces and of a Class of Operators	2
A Path-Based Approach to Constrained Sparse Optimization	2
Super-Universal Regularized Newton Method	2
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs	2
Stochastic Multilevel Composition Optimization Algorithms with Level-Independent Convergence Rates	2
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods	2
Strongly Nonexpansive Mappings Revisited: Uniform Monotonicity and Operator Splitting	2
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty	2
Universal Conditional Gradient Sliding for Convex Optimization	2
First-Order Algorithms for a Class of Fractional Optimization Problems	2
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming	2
Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming	2
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem	2
A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem	2
Preference Robust Optimization for Choice Functions on the Space of CDFs	2
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations	2
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems	2
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions	2
Affinely Adjustable Robust Linear Complementarity Problems	2
Basic Convex Analysis in Metric Spaces with Bounded Curvature	2
Adaptive Third-Order Methods for Composite Convex Optimization	2
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm	2
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness	2
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates	2
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy	2
Partial Smoothness and Constant Rank	2
Optimal Algorithms for Stochastic Complementary Composite Minimization	2
Discrete Optimal Transport with Independent Marginals is #P-Hard	2
Potential Function-Based Framework for Minimizing Gradients in Convex and Min-Max Optimization	2
A Unified Framework for Pricing in Nonconvex Resource Allocation Games	2
Subgradient Sampling for Nonsmooth Nonconvex Minimization	2
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization	2

Stochastic Differential Equations for Modeling First Order Optimization Methods	2
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints	2
Survey Descent: A Multipoint Generalization of Gradient Descent for Nonsmooth Optimization	1
Corrigendum: Convex Optimization Problems on Differentiable Sets	1
Rational Generalized Nash Equilibrium Problems	1
On the Complexity of Matrix Putinar’s Positivstellensätz	1
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems	1
Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems	1
A Novel Nonconvex Relaxation Approach to Low-Rank Matrix Completion of Inexact Observed Data	1
Fast Optimization of Charged Particle Dynamics with Damping	1
Bias Reduction in Sample-Based Optimization	1
Convergent Algorithms for a Class of Convex Semi-infinite Programs	1
Approximating Tensor Norms via Sphere Covering: Bridging the Gap between Primal and Dual	1
A Copositive Framework for Analysis of Hybrid Ising-Classical Algorithms	1
Adaptive Partitioning for Chance-Constrained Problems with Finite Support	1
Continuous Newton-like Methods Featuring Inertia and Variable Mass	1
On Conditional Risk Assessments in Scenario Optimization	1
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints	1
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning	1
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning	1
Escaping Strict Saddle Points of the Moreau Envelope in Nonsmooth Optimization	1
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization	1
Finite Convergence of Moment-SOS Relaxations with Nonreal Radical Ideals	1
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets	1
Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps	1
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance	1
Convex Relaxations of Integral Variational Problems: Pointwise Dual Relaxation and Sum-of-Squares Optimization	1
Optimization on the Euclidean Unit Sphere	1
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems	1
Stochastic Optimization Over Proximally Smooth Sets	1
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence	1
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps	1
Stochastic Saddle Point Problems with Decision-Dependent Distributions	1
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation	1
Block Policy Mirror Descent	1
A Newton-CG Based Augmented Lagrangian Method for Finding a Second-Order Stationary Point of Nonconvex Equality Constrained Optimization with Complexity Guarantees	1
Adaptive Consensus: A Network Pruning Approach for Decentralized Optimization	1
Improved Performance Guarantees for Orthogonal Group Synchronization via Generalized Power Method	1
Space Mapping for PDE Constrained Shape Optimization	1
Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training	1
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem	1
An Improved Unconstrained Approach for Bilevel Optimization	1
On the Benefit of Width for Neural Networks: Disappearance of Basins	1
Existence of Solutions for Deterministic Bilevel Games under a General Bayesian Approach	1
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems	1
The Derivatives of Sinkhorn–Knopp Converge	1
Sum-of-Squares Hierarchies for Polynomial Optimization and the Christoffel--Darboux Kernel	1
How Do Exponential Size Solutions Arise in Semidefinite Programming?	1
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation	1
Convergence Properties of Proximal (Sub)gradient Methods without Convexity or Smoothness of Any of the Functions	1
Distributionally Robust Two-Stage Stochastic Programming	1
Policy Mirror Descent Inherently Explores Action Space	1
Variational and Strong Variational Convexity in Infinite-Dimensional Variational Analysis	1
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity	1
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints	1
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs	1
Sharper Bounds for Proximal Gradient Algorithms with Errors	1
Zeroth-Order Regularized Optimization (ZORO): Approximately Sparse Gradients and Adaptive Sampling	1
Understanding a Class of Decentralized and Federated Optimization Algorithms: A Multirate Feedback Control Perspective	1
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients	1
Generic Property of the Partial Calmness Condition for Bilevel Programming Problems	1
A Global Dual Error Bound and Its Application to the Analysis of Linearly Constrained Nonconvex Optimization	1
Differentially Private Accelerated Optimization Algorithms	1