SIAM Journal on Optimization

Title Publication Date Language Citations
On the Complexity of Steepest Descent, Newton's and Regularized Newton's Methods for Nonconvex Unconstrained Optimization Problems2010/01/01English121
Smoothing and First Order Methods: A Unified Framework2012/01/01English120
Large-Scale Optimization of Eigenvalues1992/02/01English120
Global Convergence of General Derivative-Free Trust-Region Algorithms to First- and Second-Order Critical Points2009/01/01English119
Low-rank Matrix Recovery via Iteratively Reweighted Least Squares Minimization2011/10/01English118
Proximal Newton-Type Methods for Minimizing Composite Functions2014/01/01English118
Iterative Methods for Solving Systems of Variational Inequalities in Reflexive Banach Spaces2011/10/01English118
Approximate Gauss–Newton Methods for Nonlinear Least Squares Problems2007/01/01English117
A Progressive Barrier for Derivative-Free Nonlinear Programming2009/01/01English116
An Unconstrained $\ell_q$ Minimization with $0q\leq1$ for Sparse Solution of Underdetermined Linear Systems2011/01/01English116
Error Bound and Convergence Analysis of Matrix Splitting Algorithms for the Affine Variational Inequality Problem1992/02/01English116
Sparse Optimization with Least-Squares Constraints2011/10/01English116
A Column Generation Approach to Radiation Therapy Treatment Planning Using Aperture Modulation2005/01/01English115
Iteration-Complexity of Block-Decomposition Algorithms and the Alternating Direction Method of Multipliers2013/01/01English113
A Dynamical Approach to an Inertial Forward-Backward Algorithm for Convex Minimization2014/01/01English112
Incremental Stochastic Subgradient Algorithms for Convex Optimization2009/01/01English111
Sparse Approximation via Penalty Decomposition Methods2013/01/01English111
Approximation Bounds for Quadratic Optimization with Homogeneous Quadratic Constraints2007/01/01English111
Symmetric Quasidefinite Matrices1995/02/01English111
Interior Methods for Mathematical Programs with Complementarity Constraints2006/01/01English109
Proximal Thresholding Algorithm for Minimization over Orthonormal Bases2008/01/01English106
Ambiguous Risk Measures and Optimal Robust Portfolios2007/01/01English106
Optimal Stochastic Approximation Algorithms for Strongly Convex Stochastic Composite Optimization I: A Generic Algorithmic Framework2012/01/01English105
Second‐Order Cone Programming Relaxation of Sensor Network Localization2007/01/01English105
New Proximal Point Algorithms for Convex Minimization1992/11/01English104
Accelerated and Inexact Forward-Backward Algorithms2013/01/01English103
Indefinite Trust Region Subproblems and Nonsymmetric Eigenvalue Perturbations1995/05/01English101
Unconstrained Optimization of Real Functions in Complex Variables2012/01/01English100
Maximum Block Improvement and Polynomial Optimization2012/01/01English99
Strong Duality in Robust Convex Programming: Complete Characterizations2010/01/01English99