SIAM Journal on Optimization

Papers
(The TQCC of SIAM Journal on Optimization is 6. 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 2022-06-01 to 2026-06-01.)
ArticleCitations
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming74
The Lovász Theta Function for Recovering Planted Clique Covers and Graph Colorings65
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities56
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials37
Convex Ternary Quartics Are SOS-Convex36
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets36
Effective Front-Descent Algorithms with Convergence Guarantees32
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization30
Large Deviation Upper Bounds and Improved MSE Rates of Nonlinear SGD: Heavy-Tailed Noise and Power of Symmetry28
Convex Approximations of Random Constrained Markov Decision Processes28
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions26
Optimal Self-Concordant Barriers for Quantum Relative Entropies25
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity23
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function23
Variational Convexity of Functions and Variational Sufficiency in Optimization22
Occupation Measure Relaxations in Variational Problems: The Role of Convexity21
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles21
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives20
Refined TSSOS19
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness18
Solution of Mismatched Monotone+Lipschitz Inclusion Problems17
A Proximal-Gradient Method for Equality Constrained Optimization16
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction16
A QP1QC Approach for Deciding Whether or Not Two Quadratic Surfaces Intersect16
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods16
Harnessing Structure in Composite Nonsmooth Minimization16
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games15
Optimal Convergence Rates for the Proximal Bundle Method15
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 Problems14
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms14
Linear Programming on the Stiefel Manifold14
The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints14
Subgradient Sampling for Nonsmooth Nonconvex Minimization14
Convergence Rates of Sum-of-Squares Hierarchies for Polynomial Semidefinite Programs14
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints13
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs13
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs13
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization13
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation13
Distributionally Robust Two-Stage Stochastic Programming12
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
Escaping Unknown Discontinuous Regions in Blackbox Optimization12
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs12
Convergent Algorithms for a Class of Convex Semi-infinite Programs12
On the Complexity of Matrix Putinar’s Positivstellensätz12
On the Divergence of Decentralized Nonconvex Optimization11
A Disjunctive Cutting Plane Algorithm for Bilinear Programming11
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps11
A Four-Operator Splitting Algorithm for Nonconvex and Nonsmooth Optimization11
A Search-Free \({O(1/{k}^{3/2})}\) Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities11
Optimization on the Euclidean Unit Sphere11
Understanding the Influence of Digraphs on Decentralized Optimization: Effective Metrics, Lower Bound, and Optimal Algorithm10
Degenerate Preconditioned Proximal Point Algorithms10
Randomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds10
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients10
A Regularized Newton Method for \({\boldsymbol{\ell}}_{q}\) -Norm Composite Optimization Problems10
Consensus-Based Optimization Methods Converge Globally10
Continuous Newton-like Methods Featuring Inertia and Variable Mass10
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems10
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence10
Mini-Batch Risk Forms9
Tightness of SDP and Burer–Monteiro Factorization for Phase Synchronization in a High-Noise Regime9
On the Bredies–Chenchene–Lorenz–Naldi Algorithm: Linear Relations and Strong Convergence9
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation9
Proximity Operators of Perspective Functions with Nonlinear Scaling9
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization9
First-Order Penalty Methods for Bilevel Optimization9
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees9
Full Splitting Algorithms for Fractional Programs with Structured Numerators and Denominators9
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces9
Exploring Chordal Sparsity in Semidefinite Programming with Sparse plus Low-Rank Data Matrices9
Limiting Normal Cones to the Union of Two Convex Sets and M-Stationarity: Local Uniqueness and Stability in Mathematical Programming9
An Exact Method for Nonlinear Network Flow Interdiction Problems9
Fisher–Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients9
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence8
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings8
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems8
Linearly Constrained Nonsmooth Optimization for Training Autoencoders8
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds8
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization8
New Methods for Parametric Optimization via Differential Equations8
Piecewise Polyhedral Relaxations of Multilinear Optimization8
Consensus-Based Algorithms for Stochastic Optimization Problems8
MINRES: From Negative Curvature Detection to Monotonicity Properties8
Subdifferentially Polynomially Bounded Functions and Gaussian Smoothing–Based Zeroth-Order Optimization8
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off8
Algorithms to Solve Unbounded Convex Vector Optimization Problems8
Stochastic Optimization under Hidden Convexity8
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency8
Constrained Consensus-Based Optimization7
Optimization on a Finer Scale: Bounded Local Subgradient Variation Perspective7
Non-degenerate Rigid Alignment in a Patch Framework7
Super-Universal Regularized Newton Method7
Corrigendum: Convex Optimization Problems on Differentiable Sets7
Performance Bounds for PDE-Constrained Optimization under Uncertainty7
Cyclic Coordinate Dual Averaging with Extrapolation7
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints7
Comprehensive Analysis of Kernel-Based Interior-Point Methods for the \({P}_{{*}}{(\kappa )}\)-LCP7
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective7
On Cutting Plane Algorithms for Nonlinear Binary Optimization7
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- \({\boldsymbol{\mathcal{C}^2}}\) Objective7
Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport7
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency7
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems7
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods7
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization7
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm6
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems6
A Symmetric Gauss–Seidel Based Majorized Augmented Lagrangian Method for Generalized Nash Equilibrium Problems in Hilbert Spaces6
A Unified Framework for Pricing in Nonconvex Resource Allocation Games6
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity6
Nonsmooth Exact Penalty Methods for Equality-Constrained Optimization: Complexity and Implementation6
Sparse Polynomial Matrix Optimization6
TRFD: A Derivative-Free Trust-Region Method Based on Finite Differences for Composite Nonsmooth Optimization6
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets6
Computational Complexity of Sum-of-Squares Bounds for Copositive Programs6
Moment-Sos and Spectral Hierarchies for Polynomial Optimization on the Sphere and Quantum de Finetti Theorems6
Two-Norm Discrepancy and Convergence of the Stochastic Gradient Method with Application to Shape Optimization6
Regularized Newton Method with Global \({\boldsymbol{\mathcal{O}(1/{k}^2)}}\) Convergence6
A Jacobi-Type Newton Method for Nash Equilibrium Problems with Descent Guarantees6
Adaptive Partitioning for Chance-Constrained Problems with Finite Support6
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy6
An Improved Unconstrained Approach for Bilevel Optimization6
Rockafellian Relaxation for PDE-Constrained Optimization with Distributional Ambiguity6
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