OOIR: Observatory of International Research

Papers

(The TQCC of SIAM Journal on Optimization is 5. 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 2021-11-01 to 2025-11-01.)

Article	Citations
Maximum A Posteriori Inference of Random Dot Product Graphs via Conic Programming	58
Convex Approximations of Random Constrained Markov Decision Processes	46
Optimal Self-Concordant Barriers for Quantum Relative Entropies	42
The Lovász Theta Function for Recovering Planted Clique Covers and Graph Colorings	37
Convex Bi-level Optimization Problems with Nonsmooth Outer Objective Function	31
Bregman Finito/MISO for Nonconvex Regularized Finite Sum Minimization without Lipschitz Gradient Continuity	27
Occupation Measure Relaxations in Variational Problems: The Role of Convexity	27
High Probability Complexity Bounds for Adaptive Step Search Based on Stochastic Oracles	25
Orthogonal Trace-Sum Maximization: Tightness of the Semidefinite Relaxation and Guarantee of Locally Optimal Solutions	25
A Correlatively Sparse Lagrange Multiplier Expression Relaxation for Polynomial Optimization	24
On Difference-of-SOS and Difference-of-Convex-SOS Decompositions for Polynomials	23
A Descent Algorithm for the Optimal Control of ReLU Neural Network Informed PDEs Based on Approximate Directional Derivatives	22
An Approximation-Based Regularized Extra-Gradient Method for Monotone Variational Inequalities	21
Convex Ternary Quartics Are SOS-Convex	21
Reducing Nonnegativity over General Semialgebraic Sets to Nonnegativity over Simple Sets	21
Refined TSSOS	20
Fenchel Duality and a Separation Theorem on Hadamard Manifolds	20
Variational Convexity of Functions and Variational Sufficiency in Optimization	20
The Rate of Convergence of Bregman Proximal Methods: Local Geometry Versus Regularity Versus Sharpness	19
Linear Programming on the Stiefel Manifold	19
Solution of Mismatched Monotone+Lipschitz Inclusion Problems	18
Harnessing Structure in Composite Nonsmooth Minimization	17
On a Differential Generalized Nash Equilibrium Problem with Mean Field Interaction	17
A Subspace Acceleration Method for Minimization Involving a Group Sparsity-Inducing Regularizer	16
Subgradient Sampling for Nonsmooth Nonconvex Minimization	16

The Bipartite Boolean Quadric Polytope with Multiple-Choice Constraints	15
Optimal Convergence Rates for the Proximal Bundle Method	15
Fast Computation of Optimal Transport via Entropy-Regularized Extragradient Methods	15
Difference-of-Convex Algorithms for a Class of Sparse Group $\ell_0$ Regularized Optimization Problems	14
On the Geometric Convergence of Byzantine-Resilient Distributed Optimization Algorithms	14
Using Taylor-Approximated Gradients to Improve the Frank–Wolfe Method for Empirical Risk Minimization	14
Fenchel–Young Inequality with a Remainder and Applications to Convex Duality and Optimal Transport	14
The Ratio-Cut Polytope and K-Means Clustering	14
The Computation of Approximate Feedback Stackelberg Equilibria in Multiplayer Nonlinear Constrained Dynamic Games	14
Parabolic Optimal Control Problems with Combinatorial Switching Constraints, Part I: Convex Relaxations	12
On the Generalized $\vartheta$-Number and Related Problems for Highly Symmetric Graphs	12
A Family of $\boldsymbol{s}$-Rectangular Robust MDPs: Relative Conservativeness, Asymptotic Analyses, and Finite-Sample Properties	12
Weighted Geometric Mean, Minimum Mediated Set, and Optimal Simple Second-Order Cone Representation	12
On the Complexity of Matrix Putinar’s Positivstellensätz	11
ALESQP: An Augmented Lagrangian Equality-Constrained SQP Method for Optimization with General Constraints	11
Convergence Analyses of Davis–Yin Splitting via Scaled Relative Graphs	11
Decomposition Methods for Global Solution of Mixed-Integer Linear Programs	11
Optimization on the Euclidean Unit Sphere	10
Understanding the Influence of Digraphs on Decentralized Optimization: Effective Metrics, Lower Bound, and Optimal Algorithm	10
Distributionally Robust Two-Stage Stochastic Programming	10
A Regularized Newton Method for ${\boldsymbol{\ell}}_{q}$ -Norm Composite Optimization Problems	10
A Search-Free ${O(1/{k}^{3/2})}$ Homotopy Inexact Proximal-Newton Extragradient Algorithm for Monotone Variational Inequalities	10
Convergent Algorithms for a Class of Convex Semi-infinite Programs	10
Sum of Squares Decompositions of Polynomials over their Gradient Ideals with Rational Coefficients	10
A Disjunctive Cutting Plane Algorithm for Bilinear Programming	10
On the Divergence of Decentralized Nonconvex Optimization	10
The Stochastic Auxiliary Problem Principle in Banach Spaces: Measurability and Convergence	9
A Four-Operator Splitting Algorithm for Nonconvex and Nonsmooth Optimization	9
Degenerate Preconditioned Proximal Point Algorithms	9
Consensus-Based Optimization Methods Converge Globally	9
Decentralized Gradient Descent Maximization Method for Composite Nonconvex Strongly-Concave Minimax Problems	9
Continuous Newton-like Methods Featuring Inertia and Variable Mass	9
Randomized Iterative Methods for Generalized Absolute Value Equations: Solvability and Error Bounds	9
Scalable Frank–Wolfe on Generalized Self-Concordant Functions via Simple Steps	9
Escaping Unknown Discontinuous Regions in Blackbox Optimization	9
Strong Convergence for the Alternating Halpern–Mann Iteration in CAT(0) Spaces	8
First-Order Penalty Methods for Bilevel Optimization	8
Fisher–Rao Gradient Flows of Linear Programs and State-Action Natural Policy Gradients	8
A Newton-CG Based Barrier Method for Finding a Second-Order Stationary Point of Nonconvex Conic Optimization with Complexity Guarantees	8
An Exact Method for Nonlinear Network Flow Interdiction Problems	8
On Enhanced KKT Optimality Conditions for Smooth Nonlinear Optimization	8
Interior Point Methods Can Exploit Structure of Convex Piecewise Linear Functions with Application in Radiation Therapy	8
Piecewise Polyhedral Relaxations of Multilinear Optimization	8
Minimal Pairs of Convex Sets Which Share a Recession Cone	8
Mini-Batch Risk Forms	8
On the Bredies–Chenchene–Lorenz–Naldi Algorithm: Linear Relations and Strong Convergence	8
Limiting Normal Cones to the Union of Two Convex Sets and M-Stationarity: Local Uniqueness and Stability in Mathematical Programming	8
Proximity Operators of Perspective Functions with Nonlinear Scaling	8
Fast Decentralized Nonconvex Finite-Sum Optimization with Recursive Variance Reduction	8
Dynamic Stochastic Variational Inequalities and Convergence of Discrete Approximation	7

Linearly Constrained Nonsmooth Optimization for Training Autoencoders	7
New Methods for Parametric Optimization via Differential Equations	7
Subdifferentially Polynomially Bounded Functions and Gaussian Smoothing–Based Zeroth-Order Optimization	7
MINRES: From Negative Curvature Detection to Monotonicity Properties	7
Column $\ell_{2,0}$-Norm Regularized Factorization Model of Low-Rank Matrix Recovery and Its Computation	7
A Sequential Quadratic Programming Algorithm for Nonsmooth Problems with Upper- ${\boldsymbol{\mathcal{C}^2}}$ Objective	7
Bayesian Joint Chance Constrained Optimization: Approximations and Statistical Consistency	7
Inertial Proximal Block Coordinate Method for a Class of Nonsmooth Sum-of-Ratios Optimization Problems	7
Algorithms to Solve Unbounded Convex Vector Optimization Problems	7
A Noise-Tolerant Quasi-Newton Algorithm for Unconstrained Optimization	7
Performance Bounds for PDE-Constrained Optimization under Uncertainty	7
Cyclic Coordinate Dual Averaging with Extrapolation	6
Constrained Consensus-Based Optimization	6
From Calmness to Hoffman Constants for Linear Semi-infinite Inequality Systems	6
A Dynamic Smoothing Technique for a Class of Nonsmooth Optimization Problems on Manifolds	6
Relaxation of Stochastic Dominance Constraints via Optimal Mass Transport	6
Corrigendum: Convex Optimization Problems on Differentiable Sets	6
A Unified Analysis of Descent Sequences in Weakly Convex Optimization, Including Convergence Rates for Bundle Methods	6
Accelerating Preconditioned ADMM via Degenerate Proximal Point Mappings	6
Parameter-Free Accelerated Gradient Descent for Nonconvex Minimization	6
Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints	6
Active-Set Identification with Complexity Guarantees of an Almost Cyclic 2-Coordinate Descent Method with Armijo Line Search	6
Randomized Douglas–Rachford Methods for Linear Systems: Improved Accuracy and Efficiency	6
Frugal Splitting Operators: Representation, Minimal Lifting, and Convergence	6
Square Root LASSO: Well-Posedness, Lipschitz Stability, and the Tuning Trade-Off	6
Uncertainty Preferences in Robust Mixed-Integer Linear Optimization with Endogenous Uncertainty	6
Super-Universal Regularized Newton Method	6
From the Ravine Method to the Nesterov Method and Vice Versa: A Dynamical System Perspective	6
On Cutting Plane Algorithms for Nonlinear Binary Optimization	6
A Semismooth Newton Stochastic Proximal Point Algorithm with Variance Reduction	5
Dual Certificates and Efficient Rational Sum-of-Squares Decompositions for Polynomial Optimization over Compact Sets	5
Dualities for Non-Euclidean Smoothness and Strong Convexity under the Light of Generalized Conjugacy	5
A Unified Framework for Pricing in Nonconvex Resource Allocation Games	5
Evolution of Mixed Strategies in Monotone Games	5
Convergence Rate of Inexact Proximal Point Algorithms for Operator with Hölder Metric Subregularity	5
Effective Scenarios in Multistage Distributionally Robust Optimization with a Focus on Total Variation Distance	5
Bias Reduction in Sample-Based Optimization	5
Policy Mirror Descent Inherently Explores Action Space	5
Accelerated First-Order Methods for Convex Optimization with Locally Lipschitz Continuous Gradient	5
A Branch-and-Bound Algorithm for Nonconvex Nash Equilibrium Problems	5
An Improved Unconstrained Approach for Bilevel Optimization	5
TRFD: A Derivative-Free Trust-Region Method Based on Finite Differences for Composite Nonsmooth Optimization	5
Convergence Analysis of a Norm Minimization-Based Convex Vector Optimization Algorithm	5
A Symmetric Gauss–Seidel Based Majorized Augmented Lagrangian Method for Generalized Nash Equilibrium Problems in Hilbert Spaces	5
A Stochastic-Gradient-Based Interior-Point Algorithm for Solving Smooth Bound-Constrained Optimization Problems	5
Convex Quadratic Sets and the Complexity of Mixed Integer Convex Quadratic Programming	5
An Efficient Sieving-Based Secant Method for Sparse Optimization Problems with Least-Squares Constraints	5
Local Linear Convergence of Alternating Projections in Metric Spaces with Bounded Curvature	5
Shape Optimization for Variational Inequalities: The Scalar Tresca Friction Problem	5
Regularized Newton Method with Global ${\boldsymbol{\mathcal{O}(1/{k}^2)}}$ Convergence	5
Adaptive Partitioning for Chance-Constrained Problems with Finite Support	5
A Jacobi-Type Newton Method for Nash Equilibrium Problems with Descent Guarantees	5
Complexity of Finite-Sum Optimization with Nonsmooth Composite Functions and Non-Lipschitz Regularization	5
How Do Exponential Size Solutions Arise in Semidefinite Programming?	5
Subset Selection and the Cone of Factor-Width-kMatrices	5
Zeroth-Order Stochastic Compositional Algorithms for Risk-Aware Learning	5
Bayesian Optimization with Expensive Integrands	5