Journal of Optimization Theory and Applications

1997 - 2025

Current editor(s): Franco Giannessi and David G. Hull

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 206, issue 2, 2025

Robust Equilibrium Strategy for Mean–Variance–Skewness Portfolio Selection Problem with Long Memory pp. 1-47

Jian-hao Kang, Nan-jing Huang, Ben-Zhang Yang and Zhihao Hu

A Practical Second-Order Optimality Condition for Cardinality-Constrained Problems with Application to an Augmented Lagrangian Method pp. 1-25

Jean C. A. Medeiros, Ademir A. Ribeiro, Mael Sachine and Leonardo D. Secchin

Some New Conditions for Solving Variational Inequalities Without Monotonicity pp. 1-20

Duong Viet Thong

Robust Soft-Constrained Nash Equilibria in the Multi-Player Discrete-Time Descriptor Dynamic Game pp. 1-29

Muhammad Wakhid Musthofa and Jacob Engwerda

Characterization of Generalized FJ and KKT Conditions for Robust Optimization pp. 1-23

Javad Koushki and Shokouh Shahbeyk

A Note on Infinite Horizon Linear Quadratic Optimal Control Problems for Fractional-order System pp. 1-15

Lan Cheng, Ruiyang Cai, Jianping Huang and Huacheng Zhou

Extending Linear Conditioning to Convex-Concave Optimization: Finite Convergence of the Proximal Point Algorithm pp. 1-14

Noureddine Lehdili and Abdellatif Moudafi

Relaxed and Inertial Nonlinear Forward–Backward with Momentum pp. 1-30

Fernando Roldán and Cristian Vega

Projected Jacobi Method for Vertical Tensor Complementarity Problems pp. 1-26

Zheng-Hai Huang, Qiumei Zhao and Yong Wang

Volume 206, issue 1, 2025

A Regularized Variance-Reduced Modified Extragradient Method for Stochastic Hierarchical Games pp. 1-53

Shisheng Cui, Uday V. Shanbhag and Mathias Staudigl

A Self Adaptive Projected Gradient Method for Solving Non-Monotone Variational Inequalities pp. 1-27

Duong Viet Thong, Vu Tien Dung and Hoang Thi Thanh Tam

Cardinality Constraints in Single-Leader-Multi-Follower Games pp. 1-27

Didier Aussel, Daniel Lasluisa and David Salas

Adaptive Generalized Conditional Gradient Method for Multiobjective Optimization pp. 1-27

Anteneh Getachew Gebrie and Ellen Hidemi Fukuda

Non-linear Non-zero-Sum Dynkin Games with Bermudan Strategies pp. 1-20

Miryana Grigorova, Marie-Claire Quenez and Peng Yuan

Fixed Points for Isometries on Rotund Banach Spaces Without Convexity pp. 1-9

Isabel Marrero

Multiple Pursuit in Nonlinear Differential Games with Discrete Control pp. 1-14

Kirill Shchelchkov

Optimal Control of Forest Population System with Size Structure in Polluted Environment pp. 1-18

Fenghui Qin and Zhanping Wang

Convergence of the Chambolle–Pock Algorithm in the Absence of Monotonicity pp. 1-45

Brecht Evens, Puya Latafat and Panagiotis Patrinos

Finding Minimum Cost Data Collection Tree with Aggregation pp. 1-12

Ihor Rusnak and Michael Segal

Tracking Time Varying Parameters Via Online Simplified Maximum Likelihood pp. 1-24

Enrico Bernardi, Alberto Lanconelli and Christopher S. A. Lauria

Gauss–Southwell Type Descent Methods for Low-Rank Matrix Optimization pp. 1-32

Guillaume Olikier, André Uschmajew and Bart Vandereycken

A Relative Inexact Proximal Gradient Method with an Explicit Linesearch pp. 1-32

Yunier Bello-Cruz, Max L. N. Gonçalves, Jefferson G. Melo and Cassandra Mohr

A discrete Consensus-Based Global Optimization Method with Noisy Objective Function pp. 1-40

Stefania Bellavia and Greta Malaspina

Linear and Nonlinear Scalarization Methods for Vector Optimization Problems with Variable Ordering Structures pp. 1-21

Jian-Wen Peng, Wen-Bin Wei and Refail Kasimbeyli

Contractive Difference-of-Convex Algorithms pp. 1-21

Songnian He, Qiao-Li Dong and Michael Th. Rassias

Randomized Quasi-Monte Carlo Methods for Risk-Averse Stochastic Optimization pp. 1-21

Olena Melnikov and Johannes Milz

Publisher Correction: On Tractable Convex Relaxations of Standard Quadratic Optimization Problems under Sparsity Constraints pp. 1-2

Immanuel Bomze, Bo Peng, Yuzhou Qiu and E. Alper Yıldırım

On Bi-metric Regularity of Variational Inclusion Appearing in Affine Optimal Control Problems pp. 1-19

Victor Lopez

Uncertain Variational Inequalities Based on Chance Constraints pp. 1-17

Qiqiong Chen, Xuhuan Wang, Xiaoliang Feng and Hong-Kun Xu

A PINN Approach for the Online Identification and Control of Unknown PDEs pp. 1-30

Alessandro Alla, Giulia Bertaglia and Elisa Calzola

Volume 205, issue 3, 2025

Novel Constructions for Closed Convex Cones Through Inequalities and Support Functions pp. 1-34

Ching-Yu Yang, Yu-Lin Chang, Chu-Chin Hu and Jein-Shan Chen

A Three-Stage Game Model of the Supply Chain in Disaster Relief Operations pp. 1-34

Mauro Passacantando and Fabio Raciti

Robust Signal Recovery Under Uncertain-but-Bounded Perturbations in Observation Matrix pp. 1-23

Yannis Bekri, Anatoli Juditsky and Arkadi Nemirovski

Sampling and Update Frequencies in Proximal Variance-Reduced Stochastic Gradient Methods pp. 1-23

Martin Morin and Pontus Giselsson

Dynamic Optimization of Nonlinear Fractional Impulsive Switched Systems pp. 1-23

Chongyang Liu, Zhaohua Gong, Yonghong Wu, Benchawan Wiwatanapataphee and Kok Lay Teo

Estimation from Indirect Observations Under Stochastic Uncertainty in Observation Matrix pp. 1-29

Yannis Bekri, Anatoli Juditsky and Arkadi Nemirovski

Low-Rank Matrix Recovery Via Nonconvex Optimization Methods with Application to Errors-in-Variables Matrix Regression pp. 1-27

Xin Li and Dongya Wu

Mas-Colell Properness Condition and Almost Convexity in Nonconvex Optimization pp. 1-25

Fabián Flores-Bazán

Measuring Efficiency in Data Envelopment Analysis Under Conditional Convexity pp. 1-21

Juan F. Monge and José L. Ruiz

The Error and Perturbation Bounds of the General Absolute Value Equations pp. 1-21

Cui-Xia Li and Shi-Liang Wu

A Modified Popov Algorithm for Non-Monotone and Non-Lipschitzian Stochastic Variational Inequalities pp. 1-26

Jun-zuo Li and Yi-bin Xiao

Viscosity Solutions to HJB Equations with Hölder Continuous Coefficients pp. 1-15

Jianrui Li, Jinghai Shao and Hui Zhao

Zeros of the Sum of a Finite Family of Maximal Monotone Operators pp. 1-15

Abdallah Beddani and Ali Berrailes

Tight Error Bounds for Log-Determinant Cones Without Constraint Qualifications pp. 1-42

Ying Lin, Scott B. Lindstrom, Bruno F. Lourenço and Ting Kei Pong

(Online) Convex Optimization for Demand-Side Management: Application to Thermostatically Controlled Loads pp. 1-32

Bianca M. Moreno, Margaux Brégère, Pierre Gaillard and Nadia Oudjane

Agency Problem and Mean Field System of Agents with Moral Hazard, Synergistic Effects and Accidents pp. 1-32

Thibaut Mastrolia and Jiacheng Zhang

Optimal Separation of Two Microbial Species Competing for Two Substitutable Resources pp. 1-32

Walid Djema, Térence Bayen and Jean-Luc Gouzé

Opinion Dynamics Under Common Influencer Assumption or Leadership Control pp. 1-32

Chiara Cicolani, Badis Ouahab and Cristina Pignotti

On Further Notions of Strong Nonexpansiveness and Corresponding Notions of Monotonicity pp. 1-24

Walaa M. Moursi and Jon Vanderwerff

Nonmonotone Proximal Gradient Method for Composite Multiobjective Optimization Problems pp. 1-28

Jian-Wen Peng, Hua Sun and Elisabeth Köbis

Volume 205, issue 2, 2025

New Penalized Stochastic Gradient Methods for Linearly Constrained Strongly Convex Optimization pp. 1-40

Meng Li, Paul Grigas and Alper Atamtürk

Optimal Synthesis Control for Evolution Equations Subject to Nonlocal Inputs pp. 1-32

Paolo Acquistapace and Francesca Bucci

Granularity for Mixed-Integer Polynomial Optimization Problems pp. 1-24

Carl Eggen, Oliver Stein and Stefan Volkwein

Complex Representation Matrix of Third-Order Quaternion Tensors with Application to Video Inpainting pp. 1-33

Fengsheng Wu, Chaoqian Li, Yaotang Li and Niansheng Tang

Numerical Approximation of Riccati-Based Hyperbolic-Like Feedback Controls pp. 1-45

Irena Lasiecka, Roberto Triggiani and Xiang Wan

Duality-Based Single-Level Reformulations of Bilevel Optimization Problems pp. 1-39

Stephan Dempe and Patrick Mehlitz

Fully Zeroth-Order Bilevel Programming via Gaussian Smoothing pp. 1-39

Alireza Aghasi and Saeed Ghadimi

Regular Subgradients of Marginal Functions with Applications to Calculus and Bilevel Programming pp. 1-30

Le Hai, Felipe Lara and Boris S. Mordukhovich

Galerkin-Like Method for Integro-Differential Inclusions with Applications to Volterra Sweeping Processes pp. 1-30

Pedro Pérez-Aros, Manuel Torres-Valdebenito and Emilio Vilches

Linear–State Control Problems and Differential Games: Deterministic and Stochastic Systems pp. 1-37

José Márquez–Prado and Onésimo Hernández–Lerma

On the Optimal Vaccination Control of SIR Model with Erlang-Distributed Infectious Period pp. 1-31

Luca Bolzoni and Rossella Della Marca

Horizon and Recession Asymptotic Notions for Sets and Mappings: A Unified Approach pp. 1-31

Yboon García, Bruno Goicochea, Rubén López and Javier Martínez

An Extended C&CG Algorithm for Solving Two-Stage Robust Optimization of Economic and Feasible Scheduling pp. 1-29

Ruibin Chen, Zhejing Bao, Lingxia Lu and Miao Yu

Strict Efficiency in Set Optimization Studied with the Set Approach pp. 1-20

Truong Xuan Duc Ha

Improved Convergence Rates for the Multiobjective Frank–Wolfe Method pp. 1-25

Douglas S. Gonçalves, Max L. N. Gonçalves and Jefferson G. Melo

Numerical Shape Optimization of an Isothermal Compressible Navier–Stokes Flow pp. 1-25

Keyang Zhang, Jiajie Li and Shengfeng Zhu

A Jacobian-Free Method for the Nearest Doubly Stochastic Matrix Problem pp. 1-25

Jianghua Yin, Yaobiao Li and Chunming Tang

Implementation of an Optimization Algorithm for a New General Class of Two-Dimensional Fractional PDEs pp. 1-22

Zakieh Avazzadeh, Hossein Hassani, Mohammad Javad Ebadi, Ali Bayati Eshkaftaki and Ahmed Hendy

Stability of Solutions of Piecewise Smooth Constrained Nonlinear Equations pp. 1-22

Alexey F. Izmailov

Optimality Conditions at Infinity for Nonsmooth Minimax Programming Problems with Some Applications pp. 1-22

Nguyen Tuyen, Kwan Deok Bae and Do Sang Kim

Constrained Cubic Grid Rigidity Decision with Directed Graph and Applications pp. 1-23

Anna Mária Takács, János Katona, Szabolcs Baják and Gyula Nagy Kem

Strongly Quasiconvex Functions: What We Know (So Far) pp. 1-41

Sorin-Mihai Grad, Felipe Lara and Raúl T. Marcavillaca

Volume 205, issue 1, 2025

A Euclidean Distance Matrix Model for Convex Clustering pp. 1-22

Z. W. Wang, X. W. Liu and Q. N. Li

Output-Based Receding Horizon Stabilizing Control for Linear Parabolic Equations pp. 1-34

Behzad Azmi and Sérgio S. Rodrigues

Second-Order Sufficient Optimality Conditions in the Calculus of Variations pp. 1-9

William W. Hager

Correction: Facial Approach for Constructing Stationary Points for Mathematical Programs with Cone Complementarity Constraints pp. 1-1

Javier I. Madariaga and Héctor Ramírez

Optimal Control of Several Motion Models pp. 1-36

Tan H. Cao, Nilson Chapagain, Haejoon Lee, Thi Phung and Nguyen Nang Thieu

Degenerate Drifted Wave Equations in Nondivergence Form: Nonlinear Stabilization pp. 1-36

Genni Fragnelli and Dimitri Mugnai

Optimality Conditions for Interval-Valued Optimization Problems on Riemannian Manifolds Under a Total Order Relation pp. 1-29

Hilal Ahmad Bhat, Akhlad Iqbal and Mahwash Aftab

Relaxed Two-Step Inertial Tseng’s Extragradient Method for Nonmonotone Variational Inequalities pp. 1-27

Duong Thong, Pham Anh and Vu Dung

Solution Existence and Compactness Analysis for Nonsmooth Optimization Problems pp. 1-25

Nguyen Canh Hung, Thai Doan Chuong and Nguyen Le Hoang Anh

Pareto Game of Stochastic Differential System with Terminal State Constraint pp. 1-30

Pengyan Huang, Guangchen Wang and Shujun Wang

Gevrey Regularity for A Fluid–Structure Interaction Model pp. 1-17

George Avalos, Dylan McKnight and Sara McKnight

A Method for Uncertain Linear Optimization Problems Through Polytopic Approximation of the Uncertainty Set pp. 1-42

Ravi Raushan, Debdas Ghosh, Yong Zhao and Zhou Wei

Stochastic ISTA/FISTA Adaptive Step Search Algorithms for Convex Composite Optimization pp. 1-37

Lam M. Nguyen, Katya Scheinberg and Trang H. Tran

Qualitative Properties of Robust Benson Efficient Solutions of Uncertain Vector Optimization Problems pp. 1-37

Lam Quoc Anh, Vo Thi Mong Thuy and Xiaopeng Zhao

Existence and Uniqueness of Solutions of Generalized Mixed Variational Inequalities pp. 1-21

Jian-Xun Liu, Zhao-Feng Lan and Zheng-Hai Huang

Random Descent Steps in a Probability Maximization Scheme pp. 1-26

Edit Csizmás, Rajmund Drenyovszki, Tamás Szántai and Csaba I. Fábián

Why Study Spherical Convexity of Non-Homogeneous Quadratics and what Makes it Surprising? pp. 1-26

Ryan Bolton and Sándor Zoltán Németh

An Intersection Theorem for A Pair of Set-Valued Maps and Its Applications pp. 1-13

Maryam Lotfipour

Maximum Principle for Optimal Control of Mean-Field Backward Doubly SDEs with Delay pp. 1-24

Meng Wang