Computational Optimization and Applications

2006 - 2025

Current editor(s): William W. Hager

From Springer
Bibliographic data for series maintained by Sonal Shukla () and Springer Nature Abstracting and Indexing ().

Access Statistics for this journal.
Is something missing from the series or not right? See the RePEc data check for the archive and series.

Volume 91, issue 1, 2025

A symmetric version of the generalized Chambolle-Pock-He-Yuan method for saddle point problems pp. 1-26

Feng Ma, Si Li and Xiayang Zhang

Proximal gradient method for convex multiobjective optimization problems without Lipschitz continuous gradients pp. 27-66

Xiaopeng Zhao, Ravi Raushan, Debdas Ghosh, Jen-Chih Yao and Min Qi

On a globally convergent semismooth* Newton method in nonsmooth nonconvex optimization pp. 67-124

Helmut Gfrerer

Quadratic convex reformulations for a class of complex quadratic programming problems pp. 125-144

Cheng Lu, Gaojian Kang, Guangtai Qu and Zhibin Deng

Finding search directions in quasi-Newton methods for minimizing a quadratic function subject to uncertainty pp. 145-171

Shen Peng, Gianpiero Canessa, David Ek and Anders Forsgren

On a family of relaxed gradient descent methods for strictly convex quadratic minimization pp. 173-200

Liam MacDonald, Rua Murray and Rachael Tappenden

Inertial accelerated stochastic mirror descent for large-scale generalized tensor CP decomposition pp. 201-233

Zehui Liu, Qingsong Wang, Chunfeng Cui and Yong Xia

The $$\omega $$ ω -condition number: applications to preconditioning and low rank generalized Jacobian updating pp. 235-282

Woosuk L. Jung, David Torregrosa-Belén and Henry Wolkowicz

Speeding up L-BFGS by direct approximation of the inverse Hessian matrix pp. 283-310

Ashkan Sadeghi-Lotfabadi and Kamaledin Ghiasi-Shirazi

On the well-posedness of tracking Dirichlet data for Bernoulli free boundary problems pp. 311-349

Wei Gong and Le Liu

Volume 90, issue 3, 2025

Inter-DS: a cost saving algorithm for expensive constrained multi-fidelity blackbox optimization pp. 607-629

Stéphane Alarie, Charles Audet, Miguel Diago, Sébastien Le Digabel and Xavier Lebeuf

Cardinality constrained mean-variance portfolios: a penalty decomposition algorithm pp. 631-648

Ahmad Mousavi and George Michailidis

Parabolic optimal control problems with combinatorial switching constraints, part III: branch-and-bound algorithm pp. 649-689

Christoph Buchheim, Alexandra Grütering and Christian Meyer

On the use of restriction of the right-hand side in spatial branch-and-bound algorithms to ensure termination pp. 691-720

Peter Kirst and Christian Füllner

All saddle points for polynomial optimization pp. 721-752

Anwa Zhou, Shiqian Yin and Jinyan Fan

On the convergence of the gradient descent method with stochastic fixed-point rounding errors under the Polyak–Łojasiewicz inequality pp. 753-799

Lu Xia, Stefano Massei and Michiel E. Hochstenbach

Regularized methods via cubic model subspace minimization for nonconvex optimization pp. 801-837

Stefania Bellavia, Davide Palitta, Margherita Porcelli and Valeria Simoncini

A convex combined symmetric alternating direction method of multipliers for separable optimization pp. 839-880

Xiaoquan Wang, Hu Shao and Ting Wu

Understanding the Douglas–Rachford splitting method through the lenses of Moreau-type envelopes pp. 881-910

Felipe Atenas

A second-order sequential optimality condition for nonlinear second-order cone programming problems pp. 911-939

Ellen H. Fukuda and Kosuke Okabe

Improving the stochastically controlled stochastic gradient method by the bandwidth-based stepsize pp. 941-968

Chenchen Liu, Yakui Huang and Dan Wang

An arc-search interior-point algorithm for nonlinear constrained optimization pp. 969-995

Yaguang Yang

Volume 90, issue 2, 2025

A mixed-integer PDE-constrained optimization formulation for constructing electromagnetic cloaks with multiple materials pp. 337-360

Ryan H. Vogt, Sven Leyffer and Todd Munson

Solving polynomial variational inequality problems via Lagrange multiplier expressions and Moment-SOS relaxations pp. 361-394

Jiawang Nie, Defeng Sun, Xindong Tang and Min Zhang

Adversarial perturbations of physical signals pp. 395-415

Robert L. Bassett, Austin Dellen and Anthony P. Austin

Convergence of a stochastic variance reduced Levenberg–Marquardt method pp. 417-444

Weiyi Shao and Jinyan Fan

An inexact ADMM for separable nonconvex and nonsmooth optimization pp. 445-479

Jianchao Bai, Miao Zhang and Hongchao Zhang

Convergence analysis for a nonlocal gradient descent method via directional Gaussian smoothing pp. 481-513

Hoang Tran, Qiang Du and Guannan Zhang

Rank-one approximation of a higher-order tensor by a Riemannian trust-region method pp. 515-556

Jianheng Chen and Wen Huang

An accelerated first-order regularized momentum descent ascent algorithm for stochastic nonconvex-concave minimax problems pp. 557-582

Huiling Zhang and Zi Xu

A branch-and-price algorithm for the hyper-rectangular clustering problem with axis-parallel clusters and outliers pp. 583-605

Diego Delle Donne and Javier Marenco

Volume 90, issue 1, 2025

Optimization schemes on manifolds for structured matrices with fixed eigenvalues pp. 1-26

Jean-Paul Chehab, Harry Oviedo and Marcos Raydan

Generating representative sets for multiobjective discrete optimization problems with specified coverage errors pp. 27-51

Gokhan Kirlik and Serpil Sayın

A real moment-HSOS hierarchy for complex polynomial optimization with real coefficients pp. 53-75

Jie Wang and Victor Magron

The sparse(st) optimization problem: reformulations, optimality, stationarity, and numerical results pp. 77-112

Christian Kanzow, Alexandra Schwartz and Felix Weiß

Solving convex optimization problems via a second order dynamical system with implicit Hessian damping and Tikhonov regularization pp. 113-149

Szilárd Csaba László

Fast convergence of the primal-dual dynamical system and corresponding algorithms for a nonsmooth bilinearly coupled saddle point problem pp. 151-192

Ke-wei Ding, Jörg Fliege and Phan Tu Vuong

Efficient proximal subproblem solvers for a nonsmooth trust-region method pp. 193-226

Robert J. Baraldi and Drew P. Kouri

Approximate bregman proximal gradient algorithm for relatively smooth nonconvex optimization pp. 227-256

Shota Takahashi and Akiko Takeda

A New branch-and-cut algorithm for linear sum-of-ratios problem based on SLO method and LO relaxation pp. 257-301

Hezhi Luo, Youmin Xu, Huixian Wu and Guoqiang Wang

On a minimization problem of the maximum generalized eigenvalue: properties and algorithms pp. 303-336

Akatsuki Nishioka, Mitsuru Toyoda, Mirai Tanaka and Yoshihiro Kanno

Volume 89, issue 3, 2024

An inexact regularized proximal Newton method without line search pp. 585-624

Simeon vom Dahl and Christian Kanzow

Inexact log-domain interior-point methods for quadratic programming pp. 625-658

Jordan Leung, Frank Permenter and Ilya Kolmanovsky

A stochastic moving ball approximation method for smooth convex constrained minimization pp. 659-689

Nitesh Kumar Singh and Ion Necoara

Stochastic zeroth order descent with structured directions pp. 691-727

Marco Rando, Cesare Molinari, Silvia Villa and Lorenzo Rosasco

MultiSQP-GS: a sequential quadratic programming algorithm via gradient sampling for nonsmooth constrained multiobjective optimization pp. 729-767

Mehri Rashidi and Majid Soleimani-damaneh

Scaled-PAKKT sequential optimality condition for multiobjective problems and its application to an Augmented Lagrangian method pp. 769-803

G. A. Carrizo, N. S. Fazzio, M. D. Sánchez and M. L. Schuverdt

A family of conjugate gradient methods with guaranteed positiveness and descent for vector optimization pp. 805-842

Qing-Rui He, Sheng-Jie Li, Bo-Ya Zhang and Chun-Rong Chen

A Newton-CG based barrier-augmented Lagrangian method for general nonconvex conic optimization pp. 843-894

Chuan He, Heng Huang and Zhaosong Lu

A power-like method for finding the spectral radius of a weakly irreducible nonnegative symmetric tensor pp. 895-926

Xueli Bai, Dong-Hui Li, Lei Wu and Jiefeng Xu

Nonsmooth projection-free optimization with functional constraints pp. 927-975

Kamiar Asgari and Michael J. Neely

Robust approximation of chance constrained optimization with polynomial perturbation pp. 977-1003

Bo Rao, Liu Yang, Suhan Zhong and Guangming Zhou

Correction: Robust approximation of chance constrained optimization with polynomial perturbation pp. 1005-1006

Bo Rao, Liu Yang, Suhan Zhong and Guangming Zhou

Volume 89, issue 2, 2024

Full-low evaluation methods for bound and linearly constrained derivative-free optimization pp. 279-315

C. W. Royer, O. Sohab and L. N. Vicente

Q-fully quadratic modeling and its application in a random subspace derivative-free method pp. 317-360

Yiwen Chen, Warren Hare and Amy Wiebe

Eigenvalue programming beyond matrices pp. 361-384

Masaru Ito and Bruno F. Lourenço

A block-coordinate approach of multi-level optimization with an application to physics-informed neural networks pp. 385-417

Serge Gratton, Valentin Mercier, Elisa Riccietti and Philippe L. Toint

An adaptive regularized proximal Newton-type methods for composite optimization over the Stiefel manifold pp. 419-457

Qinsi Wang and Wei Hong Yang

Extragradient method with feasible inexact projection to variational inequality problem pp. 459-484

R. Díaz Millán, O. P. Ferreira and J. Ugon

Dynamic stochastic projection method for multistage stochastic variational inequalities pp. 485-516

Bin Zhou, Jie Jiang and Hailin Sun

Value of risk aversion in perishable products supply chain management pp. 517-552

Soumya Ranjan Pathy and Hamed Rahimian

The weighted Euclidean one-center problem in $${\mathbb {R}}^n$$ R n pp. 553-574

Mark E. Cawood and P. M. Dearing

Correction to: Stochastic inexact augmented Lagrangian method for nonconvex expectation constrained optimization pp. 575-578

Zichong Li, Pin-Yu Chen, Sijia Liu, Songtao Lu and Yangyang Xu

Volume 89, issue 1, 2024

Stochastic Steffensen method pp. 1-32

Minda Zhao, Zehua Lai and Lek-Heng Lim

The Levenberg–Marquardt method: an overview of modern convergence theories and more pp. 33-67

Andreas Fischer, Alexey F. Izmailov and Mikhail V. Solodov

Handling of constraints in multiobjective blackbox optimization pp. 69-113

Jean Bigeon, Sébastien Le Digabel and Ludovic Salomon

A nonsmooth primal-dual method with interwoven PDE constraint solver pp. 115-149

Bjørn Jensen and Tuomo Valkonen

Delayed Weighted Gradient Method with simultaneous step-sizes for strongly convex optimization pp. 151-182

Hugo Lara, Rafael Aleixo and Harry Oviedo

T-semidefinite programming relaxation with third-order tensors for constrained polynomial optimization pp. 183-218

Hiroki Marumo, Sunyoung Kim and Makoto Yamashita

Projected fixed-point method for vertical tensor complementarity problems pp. 219-245

Ting Zhang, Yong Wang and Zheng-Hai Huang

A non-monotone trust-region method with noisy oracles and additional sampling pp. 247-278

Nataša Krejić, Nataša Krklec Jerinkić, Ángeles Martínez and Mahsa Yousefi