Optimization Methods & Software

Papers
(The TQCC of Optimization Methods & Software is 3. 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
An adaptive regularization method in Banach spaces47
FLECS: a federated learning second-order framework via compression and sketching26
Sparse convex optimization toolkit: a mixed-integer framework23
A majorization penalty method for SVM with sparse constraint23
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations21
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets18
Exact gradient methods with memory17
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem16
A proximal-gradient inertial algorithm with Tikhonov regularization: strong convergence to the minimal norm solution12
The largest- K -norm for general measure spaces and a DC reformulation for L 0 -constrained problems in function sp12
Variance-reduction for variational inequality problems with Bregman distance function11
Correction9
Practical perspectives on symplectic accelerated optimization8
Toward state estimation by high gain differentiators with automatic differentiation8
Numerical simulation of differential-algebraic equations with embedded global optimization criteria7
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems7
Spatially sparse optimization problems in fractional order Sobolev spaces7
A first-order method for nonconvex-strongly-concave constrained minimax optimization6
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition6
A mixed-integer programming formulation for optimizing the double row layout problem6
Conic optimization-based algorithms for nonnegative matrix factorization6
One-point feedback for composite optimization with applications to distributed and federated learning6
Two RMIL-type schemes with compressed sensing applications6
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization5
The generalized conditional gradient method for multiobjective composite optimization problems with non-monotone line search5
The role of local steps in local SGD5
Robust GAN inversion5
Block coordinate descent methods of centres for solving block-constrained optimization problems5
On the proximal point algorithm for strongly quasiconvex functions in Hadamard spaces5
Indirect methods for optimal control of parabolic hybrid PDE-dynamical/switching systems using relaxation5
A smoothing method for solving quadratic convex separable knapsack problems5
A note on the generalized Hessian of the least squares associated with systems of linear inequalities5
On the numerical performance of finite-difference-based methods for derivative-free optimization5
Sequential hierarchical least-squares programming for prioritized non-linear optimal control5
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems4
Decentralized gradient tracking with local steps4
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods4
Cone-compactness of a set and related topological properties: stability issues and applications4
Proximal subgradient method for non-Lipschitz objective functions4
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems4
Preface for the special issue honouring Andreas Griewank4
Three-operator reflected forward-backward splitting algorithm with double inertial effects4
A family of limited memory three term conjugate gradient methods4
A meta-heuristic extension of the Lagrangian heuristic framework4
On pseudoinverse-free randomized methods for linear systems: unified framework and acceleration3
Towards global parameter estimation exploiting reduced data sets3
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems3
2023 Charles Broyden Prize Winner3
Accelerated gradient methods with absolute and relative noise in the gradient3
A gradient descent akin method for constrained optimization: algorithms and applications3
A general framework for floating point error analysis of first-order simplex derivatives3
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions3
Inexact tensor methods and their application to stochastic convex optimization3
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property3
Distributionally robust joint chance-constrained programming with Wasserstein metric3
An efficient model for the multiple allocation hub maximal covering problem3
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ 1 -regularized problems3
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure3
Foreword3
Dual spectral projected gradient method for generalized log-det semidefinite programming3
Interior point methods for solving Pareto eigenvalue complementarity problems3
Two modified conjugate gradient methods for unconstrained optimization3
FRanDI: data-free neural network compression via feature regression and deep inversion3
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