OOIR: Observatory of International Research

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 2020-05-01 to 2024-05-01.)

Article	Citations
COCO: a platform for comparing continuous optimizers in a black-box setting	160
Inexact model: a framework for optimization and variational inequalities	27
Weakly-convex–concave min–max optimization: provable algorithms and applications in machine learning	21
An ADMM-based interior-point method for large-scale linear programming	13
Inexact SARAH algorithm for stochastic optimization	13
EAGO.jl: easy advanced global optimization in Julia	11
An efficient hybrid conjugate gradient method for unconstrained optimization	10
Stochastic distributed learning with gradient quantization and double-variance reduction	10
A Benson-type algorithm for bounded convex vector optimization problems with vertex selection	10
Quasi-Newton methods for machine learning: forget the past, just sample	9
A class of smooth exact penalty function methods for optimization problems with orthogonality constraints	9
Inexact basic tensor methods for some classes of convex optimization problems	8
Semismooth Newton-type method for bilevel optimization: global convergence and extensive numerical experiments	7
Γ-robust linear complementarity problems	7
An inertial subgradient extragradient algorithm with adaptive stepsizes for variational inequality problems	7
Tensor methods for finding approximate stationary points of convex functions	7
Reflected three-operator splitting method for monotone inclusion problem	7
A modified damped Gauss–Newton method for non-monotone weighted linear complementarity problems	6
On basic operations related to network induction of discrete convex functions	6
Quadratic rates of asymptotic regularity for the Tikhonov–Mann iteration	5
Improved high-dimensional regression models with matrix approximations applied to the comparative case studies with support vector machines	5
Global optimization for sparse solution of least squares problems	5
A DC approach for minimax fractional optimization programs with ratios of convex functions	5
Two families of hybrid conjugate gradient methods with restart procedures and their applications	5
Newton projection method as applied to assembly simulation	5

Global convergence of a new sufficient descent spectral three-term conjugate gradient class for large-scale optimization	4
On the numerical performance of finite-difference-based methods for derivative-free optimization	4
On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems	4
A primal-dual interior point trust-region method for nonlinear semidefinite programming	4
An algorithm for nonsymmetric conic optimization inspired by MOSEK	4
Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems	4
Robust piecewise linear L₁-regression via nonsmooth DC optimization	4
Solving SDP completely with an interior point oracle	3
Preference robust models in multivariate utility-based shortfall risk minimization	3
Further results on sum-of-squares tensors	3
A Newton-type proximal gradient method for nonlinear multi-objective optimization problems	3
Stochastic approximation versus sample average approximation for Wasserstein barycenters	3
Accelerated gradient methods with absolute and relative noise in the gradient	3
A C++ application programming interface for co-evolutionary biased random-key genetic algorithms for solution and scenario generation	3
On well-structured convex–concave saddle point problems and variational inequalities with monotone operators	3
Linear systems arising in interior methods for convex optimization: a symmetric formulation with bounded condition number	3
A fully stochastic second-order trust region method	3
Solving quadratic multi-leader-follower games by smoothing the follower's best response	3
Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection	3
Gradient methods with memory	3
An approximate Newton-type proximal method using symmetric rank-one updating formula for minimizing the nonsmooth composite functions	2
A competitive inexact nonmonotone filter SQP method: convergence analysis and numerical results	2
Study on precoding optimization algorithms in massive MIMO system with multi-antenna users	2
AB/Push-Pull method for distributed optimization in time-varying directed networks	2
An efficient hybrid conjugate gradient method with sufficient descent property for unconstrained optimization	2
Data-driven distributionally robust risk parity portfolio optimization	2
A class of projected-search methods for bound-constrained optimization	2
On the abs-polynomial expansion of piecewise smooth functions	2
Solution approaches for the vehicle routing problem with occasional drivers and time windows	2
A new multipoint symmetric secant method with a dense initial matrix	2
Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation	2
Off-line exploration of rectangular cellular environments with a rectangular obstacle	2
Improving dynamic programming for travelling salesman with precedence constraints: parallel Morin–Marsten bounding	2
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem	2
Gravity-magnetic cross-gradient joint inversion by the cyclic gradient method	2
A penalty decomposition approach for multi-objective cardinality-constrained optimization problems	2
Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case	2
A quasi-Newton proximal bundle method using gradient sampling technique for minimizing nonsmooth convex functions	2
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software	2
Primal-dual algorithms for multi-agent structured optimization over message-passing architectures with bounded communication delays	2
Variants of the A-HPE and large-step A-HPE algorithms for strongly convex problems with applications to accelerated high-order tensor methods	2
A study of one-parameter regularization methods for mathematical programs with vanishing constraints	2