Optimization Methods & Software

Papers
(The TQCC of Optimization Methods & Software 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 2021-10-01 to 2025-10-01.)
ArticleCitations
A majorization penalty method for SVM with sparse constraint37
An adaptive regularization method in Banach spaces23
FLECS: a federated learning second-order framework via compression and sketching22
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations18
Sparse convex optimization toolkit: a mixed-integer framework17
Exact gradient methods with memory16
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets16
Correction14
The largest- K -norm for general measure spaces and a DC reformulation for L 0 -constrained problems in function sp14
A proximal-gradient inertial algorithm with Tikhonov regularization: strong convergence to the minimal norm solution12
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem12
Practical perspectives on symplectic accelerated optimization11
Numerical simulation of differential-algebraic equations with embedded global optimization criteria10
Toward state estimation by high gain differentiators with automatic differentiation9
Data-driven distributionally robust risk parity portfolio optimization8
A mixed-integer programming formulation for optimizing the double row layout problem8
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems7
Two RMIL-type schemes with compressed sensing applications7
Conic optimization-based algorithms for nonnegative matrix factorization7
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition7
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software6
Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems6
On the proximal point algorithm for strongly quasiconvex functions in Hadamard spaces6
Spatially sparse optimization problems in fractional order Sobolev spaces6
Sequential hierarchical least-squares programming for prioritized non-linear optimal control5
On the numerical performance of finite-difference-based methods for derivative-free optimization5
The role of local steps in local SGD5
One-point feedback for composite optimization with applications to distributed and federated learning5
Cone-compactness of a set and related topological properties: stability issues and applications4
An efficient hybrid conjugate gradient method for unconstrained optimization4
A family of limited memory three term conjugate gradient methods4
Proximal subgradient method for non-Lipschitz objective functions4
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization4
Decentralized gradient tracking with local steps4
Three-operator reflected forward-backward splitting algorithm with double inertial effects4
A note on the generalized Hessian of the least squares associated with systems of linear inequalities4
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems4
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems3
A gradient descent akin method for constrained optimization: algorithms and applications3
General framework for binary classification on top samples3
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions3
Foreword3
Accelerated gradient methods with absolute and relative noise in the gradient3
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods3
A meta-heuristic extension of the Lagrangian heuristic framework3
FRanDI: data-free neural network compression via feature regression and deep inversion3
Dual spectral projected gradient method for generalized log-det semidefinite programming3
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure3
Towards global parameter estimation exploiting reduced data sets3
A general framework for floating point error analysis of first-order simplex derivatives3
An efficient model for the multiple allocation hub maximal covering problem3
Two modified conjugate gradient methods for unconstrained optimization3
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ 1 -regularized problems3
Distributionally robust joint chance-constrained programming with Wasserstein metric3
Inexact tensor methods and their application to stochastic convex optimization3
Sequential path-equilibration algorithm for highly accurate traffic flow assignment in an urban road network2
Generating linear, semidefinite, and second-order cone optimization problems for numerical experiments2
On minty variational principle for quasidifferentiable vector optimization problems2
Reduced basis model predictive control for semilinear parabolic partial differential equations2
Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations2
Interior point methods for solving Pareto eigenvalue complementarity problems2
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection2
A penalty decomposition approach for multi-objective cardinality-constrained optimization problems2
Two efficient spectral hybrid CG methods based on memoryless BFGS direction and Dai–Liao conjugacy condition2
Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods2
An inexact restoration direct multisearch filter approach to multiobjective constrained derivative-free optimization2
Optimized convergence of stochastic gradient descent by weighted averaging2
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems2
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property2
An incremental descent method for multi-objective optimization2
An approximate Newton-type proximal method using symmetric rank-one updating formula for minimizing the nonsmooth composite functions2
New iterative algorithms with self-adaptive step size for solving split equality fixed point problem and its applications2
A bundle trust-region algorithm for nonsmooth nonconvex constrained optimization2
Convergences for robust bilevel polynomial programmes with applications2
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization2
A novel approach for solving a class of diffusion identification problems2
Preface2
Parametric transformation approach for non-linear interval fractional programming: a case study on water-efficient cultivation2
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