SIAM Journal on Optimization

Papers
(The median citation count of SIAM Journal on Optimization is 2. 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
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming48
Occupation Measure Relaxations in Variational Problems: The Role of Convexity45
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities31
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets28
Variational Convexity of Functions and Variational Sufficiency in Optimization26
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives24
Optimal Self-Concordant Barriers for Quantum Relative Entropies23
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles21
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials20
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization20
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity19
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function18
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions18
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer17
Refined TSSOS17
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport17
Fenchel Duality and a Separation Theorem on Hadamard Manifolds17
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction16
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints15
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness14
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms14
Solution of Mismatched Monotone+Lipschitz Inclusion Problems14
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods14
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games14
Linear Programming on the Stiefel Manifold13
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems13
Subgradient Sampling for Nonsmooth Nonconvex Minimization13
Harnessing Structure in Composite Nonsmooth Minimization13
The Ratio-Cut Polytope and K-Means Clustering12
Optimal Convergence Rates for the Proximal Bundle Method12
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs11
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs11
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties11
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization11
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation11
Understanding the Influence of Digraphs on Decentralized Optimization: Effective Metrics, Lower Bound, and Optimal Algorithm10
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations10
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints10
Distributionally Robust Two-Stage Stochastic Programming10
On the Complexity of Matrix Putinar’s Positivstellensätz10
Convergent Algorithms for a Class of Convex Semi-infinite Programs10
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs10
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps9
Continuous Newton-like Methods Featuring Inertia and Variable Mass9
Escaping Unknown Discontinuous Regions in Blackbox Optimization9
Optimization on the Euclidean Unit Sphere9
On the Divergence of Decentralized Nonconvex Optimization9
A Disjunctive Cutting Plane Algorithm for Bilinear Programming9
A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems9
Degenerate Preconditioned Proximal Point Algorithms8
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence8
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces8
A Search-Free \({O(1/{k}^{3/2})}\) Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities8
Consensus-Based Optimization Methods Converge Globally8
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy8
First-Order Penalty Methods for Bilevel Optimization8
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems8
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients8
Mini-Batch Risk Forms8
Fisher–Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients7
Linearly Constrained Nonsmooth Optimization for Training Autoencoders7
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems7
Minimal Pairs of Convex Sets Which Share a Recession Cone7
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization7
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation7
Proximity Operators of Perspective Functions with Nonlinear Scaling7
An Exact Method for Nonlinear Network Flow Interdiction Problems7
MINRES: From Negative Curvature Detection to Monotonicity Properties7
Algorithms to Solve Unbounded Convex Vector Optimization Problems7
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees7
Piecewise Polyhedral Relaxations of Multilinear Optimization7
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence6
Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation6
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective6
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization6
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization6
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency6
Subdifferentially Polynomially Bounded Functions and Gaussian Smoothing–Based Zeroth-Order Optimization6
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings6
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction6
Performance Bounds for PDE-Constrained Optimization under Uncertainty6
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off6
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds6
Super-Universal Regularized Newton Method5
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm5
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence5
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity5
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search5
Constrained Consensus-Based Optimization5
Corrigendum: Convex Optimization Problems on Differentiable Sets5
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems5
Evolution of Mixed Strategies in Monotone Games5
Adaptive Partitioning for Chance-Constrained Problems with Finite Support5
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems5
On Cutting Plane Algorithms for Nonlinear Binary Optimization5
An Improved Unconstrained Approach for Bilevel Optimization5
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency5
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty5
Cyclic Coordinate Dual Averaging with Extrapolation5
New Methods for Parametric Optimization via Differential Equations5
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy5
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization5
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets5
How Do Exponential Size Solutions Arise in Semidefinite Programming?5
A Unified Framework for Pricing in Nonconvex Resource Allocation Games5
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods5
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints5
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective5
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient4
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization4
Kurdyka–Łojasiewicz Exponent via Hadamard Parametrization4
Tight Error Bounds for the Sign-Constrained Stiefel Manifold4
Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications4
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant4
Path-Following Methods for Maximum a Posteriori Estimators in Bayesian Hierarchical Models: How Estimates Depend on Hyperparameters4
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization4
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem4
A Stochastic-Gradient-Based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems4
Bias Reduction in Sample-Based Optimization4
Policy Mirror Descent Inherently Explores Action Space4
Projected Gradient Descent Accumulates at Bouligand Stationary Points4
Locating Theorems of Differential Inclusions Governed by Maximally Monotone Operators4
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function4
Strongly Stable Stationary Points for a Class of Generalized Equations4
Safe and Verified Gomory Mixed-Integer Cuts in a Rational Mixed-Integer Program Framework4
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints4
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance4
Subset Selection and the Cone of Factor-Width-kMatrices4
Bayesian Optimization with Expensive Integrands4
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction4
A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming4
The Splitting Algorithms by Ryu, by Malitsky–Tam, and by Campoy Applied to Normal Cones of Linear Subspaces Converge Strongly to the Projection onto the Intersection4
Aubin Property and Strong Regularity Are Equivalent for Nonlinear Second-Order Cone Programming4
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices4
Second Order Conditions to Decompose Smooth Functions as Sums of Squares4
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning4
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature4
Accelerating Primal-Dual Methods for Regularized Markov Decision Processes3
Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization3
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization3
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems3
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems3
Partial Smoothness and Constant Rank3
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty3
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization3
Benign Landscapes of Low-Dimensional Relaxations for Orthogonal Synchronization on General Graphs3
General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension3
First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems3
Revisiting Landscape Analysis in Deep Neural Networks: Eliminating Decreasing Paths to Infinity3
Stability Analysis of Discrete-Time Linear Complementarity Systems3
Golden Ratio Primal-Dual Algorithm with Linesearch3
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates3
An Inexact \({q}\)-Order Regularized Proximal Newton Method for Nonconvex Composite Optimization3
Moderate Deviations and Invariance Principles for Sample Average Approximations3
On Minimal Extended Representations of Generalized Power Cones3
Cutting Plane Generation through Sparse Principal Component Analysis3
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise3
Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems3
Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls3
Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions3
Pragmatic Distributionally Robust Optimization for Simple Integer Recourse Models3
Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives3
Sketched Newton--Raphson3
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal3
Second-Order Subdifferential Optimality Conditions in Nonsmooth Optimization3
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming3
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity3
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing3
Model Construction for Convex-Constrained Derivative-Free Optimization3
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds3
Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem3
Finding Optimal Weight Vectors for Ridge Function Approximation in \(\boldsymbol{L}^{\boldsymbol{2}}\boldsymbol{(D)}\)2
Provably Accelerated Decentralized Gradient Methods Over Unbalanced Directed Graphs2
First-Order Algorithms for a Class of Fractional Optimization Problems2
Certifying the Absence of Spurious Local Minima at Infinity2
A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization2
Accelerated Forward-Backward Optimization Using Deep Learning2
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty2
Faster Lagrangian-Based Methods in Convex Optimization2
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic2
Sharper Bounds for Proximal Gradient Algorithms with Errors2
A Quadratically Convergent Sequential Programming Method for Second-Order Cone Programs Capable of Warm Starts2
Consistency of Sample-Based Stationary Points for Infinite-Dimensional Stochastic Optimization2
A Feasible Method for General Convex Low-Rank SDP Problems2
A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem2
Large-Scale Nonconvex Optimization: Randomization, Gap Estimation, and Numerical Resolution2
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds2
Exact Augmented Lagrangian Duality for Mixed Integer Convex Optimization2
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation2
Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions2
Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps2
Bayesian Distributionally Robust Optimization2
Analysis of the SiMPL Method for Density-Based Topology Optimization2
A Solution Method for Arbitrary Polyhedral Convex Set Optimization Problems2
Accelerated Minimax Algorithms Flock Together2
Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems2
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow2
Provably Faster Gradient Descent via Long Steps2
Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming2
Clarke’s Tangent Cones, Subgradients, Optimality Conditions, and the Lipschitzness at Infinity2
Finding Sparse Solutions for Packing and Covering Semidefinite Programs2
The Derivatives of Sinkhorn–Knopp Converge2
Addressing Hierarchical Jointly Convex Generalized Nash Equilibrium Problems with Nonsmooth Payoffs2
Affinely Adjustable Robust Linear Complementarity Problems2
A Variational Approach to Weakly Continuous Relations in Banach Spaces2
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems2
Robust Accelerated Primal-Dual Methods for Computing Saddle Points2
Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training2
Data-Driven Distributionally Robust Multiproduct Pricing Problems under Pure Characteristics Demand Models2
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube2
Convergence Properties of Proximal (Sub)gradient Methods without Convexity or Smoothness of Any of the Functions2
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems2
Space Mapping for PDE Constrained Shape Optimization2
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients2
Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems2
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming2
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm2
Monotonicity in Quadratically Regularized Linear Programs2
A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization2
Discrete Optimal Transport with Independent Marginals is #P-Hard2
Condition Number Minimization in Euclidean Jordan Algebras2
Certifying Solutions of Degenerate Semidefinite Programs2
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem2
Exponential Convergence of Sum-of-Squares Hierarchies for Trigonometric Polynomials2
Block Majorization-Minimization with Diminishing Radius for Constrained Nonsmooth Nonconvex Optimization2
Approximating Higher-Order Derivative Tensors Using Secant Updates2
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning2
Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis2
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions2
Fréchet Second-Order Subdifferentials of Lagrangian Functions and Optimality Conditions2
0.10018491744995