SIAM Journal on Optimization

Papers
(The median citation count of SIAM Journal on Optimization is 1. 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 2021-06-01 to 2025-06-01.)
ArticleCitations
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets43
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming43
Optimal Self-Concordant Barriers for Quantum Relative Entropies27
Variational Convexity of Functions and Variational Sufficiency in Optimization27
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles22
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials21
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization21
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity20
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions19
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives18
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function17
Occupation Measure Relaxations in Variational Problems: The Role of Convexity17
Fenchel Duality and a Separation Theorem on Hadamard Manifolds16
The Ratio-Cut Polytope and K-Means Clustering16
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction15
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints15
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport15
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer15
Harnessing Structure in Composite Nonsmooth Minimization13
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems13
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness13
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games12
Solution of Mismatched Monotone+Lipschitz Inclusion Problems12
Refined TSSOS12
Subgradient Sampling for Nonsmooth Nonconvex Minimization12
Linear Programming on the Stiefel Manifold12
Optimal Convergence Rates for the Proximal Bundle Method12
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms12
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs11
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization11
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations10
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation10
A Family of \(\boldsymbol{s}\)-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties10
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints10
Distributionally Robust Two-Stage Stochastic Programming10
Convergent Algorithms for a Class of Convex Semi-infinite Programs9
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs9
A Disjunctive Cutting Plane Algorithm for Bilinear Programming9
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs9
On the Divergence of Decentralized Nonconvex Optimization9
On the Complexity of Matrix Putinar’s Positivstellensätz9
A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems8
Escaping Unknown Discontinuous Regions in Blackbox Optimization8
A Search-Free \({O(1/{k}^{3/2})}\) Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities8
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems8
Optimization on the Euclidean Unit Sphere8
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps8
Degenerate Preconditioned Proximal Point Algorithms8
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients8
Continuous Newton-like Methods Featuring Inertia and Variable Mass8
Consensus-Based Optimization Methods Converge Globally8
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy7
Algorithms to Solve Unbounded Convex Vector Optimization Problems7
First-Order Penalty Methods for Bilevel Optimization7
Mini-Batch Risk Forms7
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction7
Piecewise Polyhedral Relaxations of Multilinear Optimization7
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization7
MINRES: From Negative Curvature Detection to Monotonicity Properties7
Fisher–Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients7
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization7
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces7
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence7
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems6
Minimal Pairs of Convex Sets Which Share a Recession Cone6
Linearly Constrained Nonsmooth Optimization for Training Autoencoders6
Proximity Operators of Perspective Functions with Nonlinear Scaling6
An Exact Method for Nonlinear Network Flow Interdiction Problems6
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation6
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees6
Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation6
Constrained Consensus-Based Optimization5
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds5
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off5
Super-Universal Regularized Newton Method5
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods5
Cyclic Coordinate Dual Averaging with Extrapolation5
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency5
Performance Bounds for PDE-Constrained Optimization under Uncertainty5
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization5
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency5
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search5
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective5
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence5
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective5
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings5
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints5
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty5
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems5
Policy Mirror Descent Inherently Explores Action Space4
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity4
An Improved Unconstrained Approach for Bilevel Optimization4
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization4
Subset Selection and the Cone of Factor-Width-kMatrices4
Sample Size Estimates for Risk-Neutral Semilinear PDE-Constrained Optimization4
Iteration Complexity of an Inner Accelerated Inexact Proximal Augmented Lagrangian Method Based on the Classical Lagrangian Function4
Aubin Property and Strong Regularity Are Equivalent for Nonlinear Second-Order Cone 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
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints4
A Unified Framework for Pricing in Nonconvex Resource Allocation Games4
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem4
How Do Exponential Size Solutions Arise in Semidefinite Programming?4
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence4
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy4
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems4
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets4
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance4
Strongly Stable Stationary Points for a Class of Generalized Equations4
Tight Error Bounds for the Sign-Constrained Stiefel Manifold4
Bayesian Optimization with Expensive Integrands4
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction4
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient4
Bounds for Multistage Mixed-Integer Distributionally Robust Optimization4
Evolution of Mixed Strategies in Monotone Games4
Corrigendum: Convex Optimization Problems on Differentiable Sets4
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm4
Adaptive Partitioning for Chance-Constrained Problems with Finite Support4
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature4
A Stochastic-Gradient-Based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems4
Hyperbolic Relaxation of $k$-Locally Positive Semidefinite Matrices4
Kurdyka–Łojasiewicz Exponent via Hadamard Parametrization4
Bias Reduction in Sample-Based Optimization4
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning4
Revisiting Landscape Analysis in Deep Neural Networks: Eliminating Decreasing Paths to Infinity3
Hybrid Algorithms for Finding a D-Stationary Point of a Class of Structured Nonsmooth DC Minimization3
Projected Gradient Descent Accumulates at Bouligand Stationary Points3
Second Order Conditions to Decompose Smooth Functions as Sums of Squares3
Strong Variational Sufficiency for Nonlinear Semidefinite Programming and Its Implications3
General Feasibility Bounds for Sample Average Approximation via Vapnik--Chervonenkis Dimension3
Nonlinear Gradient Mappings and Stochastic Optimization: A General Framework with Applications to Heavy-Tail Noise3
Sketched Newton--Raphson3
Two-Stage Distributionally Robust Conic Linear Programming over 1-Wasserstein Balls3
Benign Landscapes of Low-Dimensional Relaxations for Orthogonal Synchronization on General Graphs3
Pragmatic Distributionally Robust Optimization for Simple Integer Recourse Models3
Locating Theorems of Differential Inclusions Governed by Maximally Monotone Operators3
A Decomposition Augmented Lagrangian Method for Low-Rank Semidefinite Programming3
Bregman Proximal Point Algorithm Revisited: A New Inexact Version and Its Inertial Variant3
Path-Following Methods for Maximum a Posteriori Estimators in Bayesian Hierarchical Models: How Estimates Depend on Hyperparameters3
Cutting Plane Generation through Sparse Principal Component Analysis3
First-Order Algorithms for a Class of Fractional Optimization Problems3
Vector Asymptotic Functions and Their Application to Multiobjective Optimization Problems3
Stochastic Trust-Region and Direct-Search Methods: A Weak Tail Bound Condition and Reduced Sample Sizing3
Convergence of a Class of Nonmonotone Descent Methods for Kurdyka–Łojasiewicz Optimization Problems3
Accelerating Primal-Dual Methods for Regularized Markov Decision Processes3
First-Order Methods for Problems with $O$(1) Functional Constraints Can Have Almost the Same Convergence Rate as for Unconstrained Problems3
Sequential Quadratic Optimization for Nonlinear Optimization Problems on Riemannian Manifolds3
Safe and Verified Gomory Mixed-Integer Cuts in a Rational Mixed-Integer Program Framework3
Various Notions of Nonexpansiveness Coincide for Proximal Mappings of Functions3
Relative Lipschitz-like Property of Parametric Systems via Projectional Coderivatives3
Sharp and Fast Bounds for the Celis-Dennis-Tapia Problem3
Corrigendum: Critical Cones for Sufficient Second Order Conditions in PDE Constrained Optimization3
On Minimal Extended Representations of Generalized Power Cones3
Golden Ratio Primal-Dual Algorithm with Linesearch3
Stability Analysis of Discrete-Time Linear Complementarity Systems3
Partial Smoothness and Constant Rank2
Differentiating Nonsmooth Solutions to Parametric Monotone Inclusion Problems2
Constrained, Global Optimization of Unknown Functions with Lipschitz Continuous Gradients2
Openness, Hölder Metric Regularity, and Hölder Continuity Properties of Semialgebraic Set-Valued Maps2
Maximizing Convergence Time in Network Averaging Dynamics Subject to Edge Removal2
A Two-Timescale Stochastic Algorithm Framework for Bilevel Optimization: Complexity Analysis and Application to Actor-Critic2
An Inexact \({q}\)-Order Regularized Proximal Newton Method for Nonconvex Composite Optimization2
Second-Order Optimality Conditions for General Nonconvex Optimization Problems and Variational Analysis of Disjunctive Systems2
Accelerated Minimax Algorithms Flock Together2
Simple and Optimal Methods for Stochastic Variational Inequalities, I: Operator Extrapolation2
Convexification with Bounded Gap for Randomly Projected Quadratic Optimization2
Block Majorization-Minimization with Diminishing Radius for Constrained Nonsmooth Nonconvex Optimization2
Global Complexity Bound of a Proximal ADMM for Linearly Constrained Nonseparable Nonconvex Composite Programming2
A Finitely Convergent Circumcenter Method for the Convex Feasibility Problem2
The Derivatives of Sinkhorn–Knopp Converge2
Affinely Adjustable Robust Linear Complementarity Problems2
Approximation Guarantees for Min-Max-Min Robust Optimization and \({\boldsymbol{k}}\)-Adaptability Under Objective Uncertainty2
Analysis of the SiMPL Method for Density-Based Topology Optimization2
Two-Stage Robust Quadratic Optimization with Equalities and Its Application to Optimal Power Flow2
Error Bound Characterizations of the Conical Constraint Qualification in Convex Programming2
Moderate Deviations and Invariance Principles for Sample Average Approximations2
A Systematic Approach to Lyapunov Analyses of Continuous-Time Models in Convex Optimization2
Second-Order Subdifferential Optimality Conditions in Nonsmooth Optimization2
Finding Sparse Solutions for Packing and Covering Semidefinite Programs2
Derivative-Free Approaches for Chance-Constrained Problems with Right-Hand Side Uncertainty2
A Decomposition Algorithm for Two-Stage Stochastic Programs with Nonconvex Recourse Functions2
Sion’s Minimax Theorem in Geodesic Metric Spaces and a Riemannian Extragradient Algorithm2
Discrete Optimal Transport with Independent Marginals is #P-Hard2
Accelerated Forward-Backward Optimization Using Deep Learning2
Constraint Qualifications and Strong Global Convergence Properties of an Augmented Lagrangian Method on Riemannian Manifolds2
A Quadratically Convergent Sequential Programming Method for Second-Order Cone Programs Capable of Warm Starts2
Provably Faster Gradient Descent via Long Steps2
Minimizing a Low-Dimensional Convex Function Over a High-Dimensional Cube2
Construction of Multivariate Polynomial Approximation Kernels via Semidefinite Programming2
A Solution Method for Arbitrary Polyhedral Convex Set Optimization Problems2
Revisiting Spectral Bundle Methods: Primal-Dual (Sub)linear Convergence Rates2
Clarke’s Tangent Cones, Subgradients, Optimality Conditions, and the Lipschitzness at Infinity2
Model Construction for Convex-Constrained Derivative-Free Optimization2
Convergence Properties of Proximal (Sub)gradient Methods without Convexity or Smoothness of Any of the Functions2
Convergence Rate of Random Scan Coordinate Ascent Variational Inference Under Log-Concavity2
Alternating Proximal-Gradient Steps for (Stochastic) Nonconvex-Concave Minimax Problems2
Geometric Duality Results and Approximation Algorithms for Convex Vector Optimization Problems2
A Hierarchy of Standard Polynomial Programming Formulations for the Maximum Clique Problem2
Multilevel Objective-Function-Free Optimization with an Application to Neural Networks Training2
Simple and Optimal Methods for Stochastic Variational Inequalities, II: Markovian Noise and Policy Evaluation in Reinforcement Learning2
Solving Moment and Polynomial Optimization Problems on Sobolev Spaces1
Infeasibility Detection with Primal-Dual Hybrid Gradient for Large-Scale Linear Programming1
Approximating Tensor Norms via Sphere Covering: Bridging the Gap between Primal and Dual1
Iteration-Complexity of First-Order Augmented Lagrangian Methods for Convex Conic Programming1
The Stochastic Conjugate Subgradient Algorithm for Kernel Support Vector Machines1
Generalized Power Cones: Optimal Error Bounds and Automorphisms1
Bayesian Distributionally Robust Optimization1
Geometric Characterizations of Lipschitz Stability for Convex Optimization Problems1
Data-Driven Distributionally Robust Multiproduct Pricing Problems under Pure Characteristics Demand Models1
DIMIX: Diminishing Mixing for Sloppy Agents1
A Feasible Method for General Convex Low-Rank SDP Problems1
Convergence of ZH-Type Nonmonotone Descent Method for Kurdyka–Łojasiewicz Optimization Problems1
Sharper Bounds for Proximal Gradient Algorithms with Errors1
Space Mapping for PDE Constrained Shape Optimization1
Approximating Min-Mean-Cycle for Low-Diameter Graphs in Near-Optimal Time and Memory1
Towards Global Solutions for Nonconvex Two-Stage Stochastic Programs: A Polynomial Lower Approximation Approach1
Robust Markov Decision Processes with Data-Driven, Distance-Based Ambiguity Sets1
Normal Cones Intersection Rule and Optimality Analysis for Low-Rank Matrix Optimization with Affine Manifolds1
Everything Is Possible: Constructing Spectrahedra with Prescribed Facial Dimensions1
A Two-Time-Scale Stochastic Optimization Framework with Applications in Control and Reinforcement Learning1
Further Development in Convex Conic Reformulation of Geometric Nonconvex Conic Optimization Problems1
Exact Augmented Lagrangian Duality for Mixed Integer Convex Optimization1
Convergence Analysis of the Proximal Gradient Method in the Presence of the Kurdyka–Łojasiewicz Property Without Global Lipschitz Assumptions1
A Proximal Quasi-Newton Trust-Region Method for Nonsmooth Regularized Optimization1
Linear Convergence of a Proximal Alternating Minimization Method with Extrapolation for \(\boldsymbol{\ell_1}\) -Norm Principal Component Analysis1
Worst-Case Complexity of TRACE with Inexact Subproblem Solutions for Nonconvex Smooth Optimization1
Fréchet Second-Order Subdifferentials of Lagrangian Functions and Optimality Conditions1
Time-Varying Semidefinite Programming: Path Following a Burer–Monteiro Factorization1
Faster Lagrangian-Based Methods in Convex Optimization1
Pivot Rules for Circuit-Augmentation Algorithms in Linear Optimization1
Certifying the Absence of Spurious Local Minima at Infinity1
Minimax Problems with Coupled Linear Constraints: Computational Complexity and Duality1
Constrained Optimization in the Presence of Noise1
Provably Accelerated Decentralized Gradient Methods Over Unbalanced Directed Graphs1
On the Global Convergence of Randomized Coordinate Gradient Descent for Nonconvex Optimization1
Higher-Order Methods for Convex-Concave Min-Max Optimization and Monotone Variational Inequalities1
Convex Optimization Problems on Differentiable Sets1
Fast Optimization of Charged Particle Dynamics with Damping1
Affine Invariant Convergence Rates of the Conditional Gradient Method1
Stochastic Differential Equations for Modeling First Order Optimization Methods1
Approximating Higher-Order Derivative Tensors Using Secant Updates1
Potential Function-Based Framework for Minimizing Gradients in Convex and Min-Max Optimization1
Maximal Monotonicity and Cyclic Involutivity of Multiconjugate Convex Functions1
Model-Based Derivative-Free Methods for Convex-Constrained Optimization1
A Variational Approach to Weakly Continuous Relations in Banach Spaces1
A Nonparametric Robust Optimization Approach for Chance-Constrained Knapsack Problem1
Fast Gradient Algorithm with Dry-like Friction and Nonmonotone Line Search for Nonconvex Optimization Problems1
Adaptive Third-Order Methods for Composite Convex Optimization1
A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization1
Robust Accelerated Primal-Dual Methods for Computing Saddle Points1
Convex Representatives of the Value Function and Aumann Integrals in Normed Spaces1
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