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 2021-05-01 to 2025-05-01.)

Article	Citations
A majorization penalty method for SVM with sparse constraint	35
Exact gradient methods with memory	33
An adaptive regularization method in Banach spaces	23
Sparse convex optimization toolkit: a mixed-integer framework	21
Computing subgradients of convex relaxations for solutions of parametric ordinary differential equations	14
Discretization and quantification for distributionally robust optimization with decision-dependent ambiguity sets	14
Practical perspectives on symplectic accelerated optimization	13
The largest- K -norm for general measure spaces and a DC reformulation for L ⁰ -constrained problems in function sp	13
A two-step new modulus-based matrix splitting method for vertical linear complementarity problem	11
Two RMIL-type schemes with compressed sensing applications	10
Correction	10
Spatially sparse optimization problems in fractional order Sobolev spaces	10
The Dai–Liao-type conjugate gradient methods for solving vector optimization problems	9
Numerical simulation of differential-algebraic equations with embedded global optimization criteria	8
Conic optimization-based algorithms for nonnegative matrix factorization	8
Data-driven distributionally robust risk parity portfolio optimization	8
A mixed-integer programming formulation for optimizing the double row layout problem	6
A hybrid optimal control problem constrained with hyperelasticity and the global injectivity condition	6
Using Nemirovski's Mirror-Prox method as basic procedure in Chubanov's method for solving homogeneous feasibility problems	5
On the numerical performance of finite-difference-based methods for derivative-free optimization	5
Toward state estimation by high gain differentiators with automatic differentiation	5
Jordan symmetry reduction for conic optimization over the doubly nonnegative cone: theory and software	5
The role of local steps in local SGD	4
Worst-case evaluation complexity of a quadratic penalty method for nonconvex optimization	4
Sequential hierarchical least-squares programming for prioritized non-linear optimal control	4

An efficient hybrid conjugate gradient method for unconstrained optimization	4
A note on the generalized Hessian of the least squares associated with systems of linear inequalities	4
Correction	4
Cone-compactness of a set and related topological properties: stability issues and applications	3
Proximal subgradient method for non-Lipschitz objective functions	3
Near-optimal tensor methods for minimizing the gradient norm of convex functions and accelerated primal–dual tensor methods	3
Decentralized gradient tracking with local steps	3
AN-SPS: adaptive sample size nonmonotone line search spectral projected subgradient method for convex constrained optimization problems	3
Preface	3
Two modified conjugate gradient methods for unconstrained optimization	3
A family of limited memory three term conjugate gradient methods	3
Three-operator reflected forward-backward splitting algorithm with double inertial effects	3
Customized Douglas-Rachford splitting methods for structured inverse variational inequality problems	3
General framework for binary classification on top samples	3
An efficient model for the multiple allocation hub maximal covering problem	2
On the complexity of a quadratic regularization algorithm for minimizing nonsmooth and nonconvex functions	2
Distributionally robust joint chance-constrained programming with Wasserstein metric	2
Non-convex regularization and accelerated gradient algorithm for sparse portfolio selection	2
Optimized convergence of stochastic gradient descent by weighted averaging	2
Superlinear convergence of an interior point algorithm on linear semi-definite feasibility problems	2
Barzilai–Borwein-like rules in proximal gradient schemes for ℓ ₁ -regularized problems	2
Accelerated gradient methods with absolute and relative noise in the gradient	2
A meta-heuristic extension of the Lagrangian heuristic framework	2
A trust-region scheme for constrained multi-objective optimization problems with superlinear convergence property	2
Interior point methods for solving Pareto eigenvalue complementarity problems	2
Bilevel optimization with a multi-objective lower-level problem: risk-neutral and risk-averse formulations	2
Reduced basis model predictive control for semilinear parabolic partial differential equations	2
Numerical methods for distributed stochastic compositional optimization problems with aggregative structure	2
A gradient descent akin method for constrained optimization: algorithms and applications	2
Foreword	2
Convergences for robust bilevel polynomial programmes with applications	2
Stochastic approximation versus sample average approximation for Wasserstein barycenters	2
Approximating Hessian matrices using Bayesian inference: a new approach for quasi-Newton methods in stochastic optimization	2
Preface	2
Inexact tensor methods and their application to stochastic convex optimization	2
Towards global parameter estimation exploiting reduced data sets	2