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 2022-01-01 to 2026-01-01.)
ArticleCitations
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming62
The Lovász Theta Function for Recovering Planted Clique Covers and Graph Colorings48
Convex Approximations of Random Constrained Markov Decision Processes48
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function41
Occupation Measure Relaxations in Variational Problems: The Role of Convexity31
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization28
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions28
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives27
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials27
Convex Ternary Quartics Are SOS-Convex25
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets25
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities23
Optimal Self-Concordant Barriers for Quantum Relative Entropies23
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity22
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles22
Variational Convexity of Functions and Variational Sufficiency in Optimization22
Fenchel Duality and a Separation Theorem on Hadamard Manifolds21
Linear Programming on the Stiefel Manifold20
Solution of Mismatched Monotone+Lipschitz Inclusion Problems20
Refined TSSOS20
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness20
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction18
Subgradient Sampling for Nonsmooth Nonconvex Minimization18
Harnessing Structure in Composite Nonsmooth Minimization18
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer17
Optimal Convergence Rates for the Proximal Bundle Method17
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods17
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints16
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport15
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems15
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games15
A Proximal-Gradient Method for Equality Constrained Optimization14
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms14
The Ratio-Cut Polytope and K-Means Clustering14
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs13
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization13
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations12
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties12
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs12
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation12
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints11
A Search-Free \({O(1/{k}^{3/2})}\) Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities11
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs11
On the Complexity of Matrix Putinar’s Positivstellensätz11
Convergent Algorithms for a Class of Convex Semi-infinite Programs11
Distributionally Robust Two-Stage Stochastic Programming11
On the Divergence of Decentralized Nonconvex Optimization11
A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems10
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients10
Escaping Unknown Discontinuous Regions in Blackbox Optimization10
Continuous Newton-like Methods Featuring Inertia and Variable Mass10
Understanding the Influence of Digraphs on Decentralized Optimization: Effective Metrics, Lower Bound, and Optimal Algorithm10
Optimization on the Euclidean Unit Sphere10
A Four-Operator Splitting Algorithm for Nonconvex and Nonsmooth Optimization10
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps10
A Disjunctive Cutting Plane Algorithm for Bilinear Programming10
Consensus-Based Optimization Methods Converge Globally10
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems10
Randomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds10
Degenerate Preconditioned Proximal Point Algorithms9
Limiting Normal Cones to the Union of Two Convex Sets and M-Stationarity: Local Uniqueness and Stability in Mathematical Programming9
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence9
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy9
First-Order Penalty Methods for Bilevel Optimization9
Mini-Batch Risk Forms9
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization9
Linearly Constrained Nonsmooth Optimization for Training Autoencoders8
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees8
Algorithms to Solve Unbounded Convex Vector Optimization Problems8
Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation8
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction8
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces8
Fisher–Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients8
Minimal Pairs of Convex Sets Which Share a Recession Cone8
Stochastic Optimization under Hidden Convexity8
An Exact Method for Nonlinear Network Flow Interdiction Problems8
MINRES: From Negative Curvature Detection to Monotonicity Properties8
On the Bredies–Chenchene–Lorenz–Naldi Algorithm: Linear Relations and Strong Convergence8
Proximity Operators of Perspective Functions with Nonlinear Scaling8
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation8
Consensus-Based Algorithms for Stochastic Optimization Problems8
Piecewise Polyhedral Relaxations of Multilinear Optimization8
Constrained Consensus-Based Optimization7
Subdifferentially Polynomially Bounded Functions and Gaussian Smoothing–Based Zeroth-Order Optimization7
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization7
New Methods for Parametric Optimization via Differential Equations7
Full Splitting Algorithms for Fractional Programs with Structured Numerators and Denominators7
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds7
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence7
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems7
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective7
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization7
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings7
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency7
Performance Bounds for PDE-Constrained Optimization under Uncertainty7
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints6
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency6
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective6
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems6
A Jacobi-Type Newton Method for Nash Equilibrium Problems with Descent Guarantees6
An Improved Unconstrained Approach for Bilevel Optimization6
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off6
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty6
Cyclic Coordinate Dual Averaging with Extrapolation6
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems6
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization6
A Symmetric Gauss–Seidel Based Majorized Augmented Lagrangian Method for Generalized Nash Equilibrium Problems in Hilbert Spaces6
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm6
Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport6
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods6
Super-Universal Regularized Newton Method6
On Cutting Plane Algorithms for Nonlinear Binary Optimization6
TRFD: A Derivative-Free Trust-Region Method Based on Finite Differences for Composite Nonsmooth Optimization6
Adaptive Partitioning for Chance-Constrained Problems with Finite Support6
Corrigendum: Convex Optimization Problems on Differentiable Sets6
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search6
Bias Reduction in Sample-Based Optimization5
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy5
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity5
Computational Complexity of Sum-of-Squares Bounds for Copositive Programs5
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning5
A Stochastic-Gradient-Based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems5
Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications5
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 Intersection5
Second Order Conditions to Decompose Smooth Functions as Sums of Squares5
How Do Exponential Size Solutions Arise in Semidefinite Programming?5
Convex Quadratic Sets and the Complexity of Mixed Integer Convex Quadratic Programming5
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints5
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance5
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence5
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets5
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient5
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant5
Kurdyka–Łojasiewicz Exponent via Hadamard Parametrization5
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization5
Forward-Backward Algorithms Devised by Graphs5
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function5
Bayesian Optimization with Expensive Integrands5
Policy Mirror Descent Inherently Explores Action Space5
Evolution of Mixed Strategies in Monotone Games5
A Unified Framework for Pricing in Nonconvex Resource Allocation Games5
Subset Selection and the Cone of Factor-Width-kMatrices5
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature5
Strongly Stable Stationary Points for a Class of Generalized Equations5
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices5
Tight Error Bounds for the Sign-Constrained Stiefel Manifold5
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem5
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction5
Safe and Verified Gomory Mixed-Integer Cuts in a Rational Mixed-Integer Program Framework4
Aubin Property and Strong Regularity Are Equivalent for Nonlinear Second-Order Cone Programming4
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization4
Cutting Plane Generation through Sparse Principal Component Analysis4
Second-Order Subdifferential Optimality Conditions in Nonsmooth Optimization4
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization4
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients4
Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem4
Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives4
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing4
Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems4
Locating Theorems of Differential Inclusions Governed by Maximally Monotone Operators4
Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization4
Path-Following Methods for Maximum a Posteriori Estimators in Bayesian Hierarchical Models: How Estimates Depend on Hyperparameters4
First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems4
Golden Ratio Primal-Dual Algorithm with Linesearch4
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity4
On Minimal Extended Representations of Generalized Power Cones4
Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls4
Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions4
Revisiting Landscape Analysis in Deep Neural Networks: Eliminating Decreasing Paths to Infinity4
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization4
Sketched Newton--Raphson4
Benign Landscapes of Low-Dimensional Relaxations for Orthogonal Synchronization on General Graphs4
Projected Gradient Descent Accumulates at Bouligand Stationary Points4
A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming4
General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension4
Pragmatic Distributionally Robust Optimization for Simple Integer Recourse Models4
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty4
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems4
Accelerating Primal-Dual Methods for Regularized Markov Decision Processes4
A Relaxed Quasinormality Condition and the Boundedness of Dual Augmented Lagrangian Sequences4
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds4
Stability Analysis of Discrete-Time Linear Complementarity Systems4
Provably Faster Gradient Descent via Long Steps3
Finding Sparse Solutions for Packing and Covering Semidefinite Programs3
Block Majorization-Minimization with Diminishing Radius for Constrained Nonsmooth Nonconvex Optimization3
A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem3
A Solution Method for Arbitrary Polyhedral Convex Set Optimization Problems3
Analysis of the SiMPL Method for Density-Based Topology Optimization3
TS-RSR: A Provably Efficient Approach for Batch Bayesian Optimization3
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming3
Discrete Optimal Transport with Independent Marginals is #P-Hard3
An Inexact \({q}\)-Order Regularized Proximal Newton Method for Nonconvex Composite Optimization3
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates3
Moderate Deviations and Invariance Principles for Sample Average Approximations3
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty3
Accelerated Minimax Algorithms Flock Together3
Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming3
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds3
Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training3
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems3
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning3
Accelerated Forward-Backward Optimization Using Deep Learning3
Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps3
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow3
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem3
Model Construction for Convex-Constrained Derivative-Free Optimization3
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm3
Partial Smoothness and Constant Rank3
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal3
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions3
Monotonicity in Quadratically Regularized Linear Programs3
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems3
Affinely Adjustable Robust Linear Complementarity Problems3
Finding Optimal Weight Vectors for Ridge Function Approximation in \(\boldsymbol{L}^{\boldsymbol{2}}\boldsymbol{(D)}\)3
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation3
First-Order Algorithms for a Class of Fractional Optimization Problems3
A Quadratically Convergent Sequential Programming Method for Second-Order Cone Programs Capable of Warm Starts3
The Derivatives of Sinkhorn–Knopp Converge3
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube3
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems3
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming3
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise3
Projected Newton Method for Large-Scale Bayesian Linear Inverse Problems2
Condition Number Minimization in Euclidean Jordan Algebras2
Scaled, Inexact, and Adaptive Generalized FISTA for Strongly Convex Optimization2
On Obtaining the Convex Hull of Quadratic Inequalities via Aggregations2
Fast Convergence of Inertial Multiobjective Gradient-Like Systems with Asymptotic Vanishing Damping2
The Semiconvex Regularization of Functions2
Constrained Optimization in the Presence of Noise2
DIMIX: Diminishing Mixing for Sloppy Agents2
Model-Based Derivative-Free Methods for Convex-Constrained Optimization2
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization2
Solving Moment and Polynomial Optimization Problems on Sobolev Spaces2
Complexity-Optimal and Parameter-Free First-Order Methods for Finding Stationary Points of Composite Optimization Problems2
On Squared-Variable Formulations2
Homotopy Methods for Convex Optimization2
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces2
Convergence of ZH-Type Nonmonotone Descent Method for Kurdyka–Łojasiewicz Optimization Problems2
Stochastic Decomposition Method for Two-Stage Distributionally Robust Linear Optimization2
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization2
Approximations of Rockafellians, Lagrangians, and Dual Functions2
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach2
Extending the Rademacher Theorem to Set-Valued Maps2
Addressing Hierarchical Jointly Convex Generalized Nash Equilibrium Problems with Nonsmooth Payoffs2
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality2
Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems2
Adaptive Third-Order Methods for Composite Convex Optimization2
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning2
On Integrality in Semidefinite Programming for Discrete Optimization2
Global Linear Convergence of Evolution Strategies on More than Smooth Strongly Convex Functions2
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