Terkko Navigator / Optimization methods and software

An inertial extrapolation method for convex simple bilevel optimization

An accelerated communication-efficient primal-dual optimization framework for structured machine learning

Mathematical programs with equilibrium constraints: a sequential optimality condition, new constraint qualifications and algorithmic consequences

Modified Popov's explicit iterative algorithms for solving pseudomonotone equilibrium problems

COCO: a platform for comparing continuous optimizers in a black-box setting

On inexact solution of auxiliary problems in tensor methods for convex optimization

A dual approach for optimal algorithms in distributed optimization over networks

Multistage stochastic programs with a random number of stages: dynamic programming equations, solution methods, and application to portfolio selection

Inexact SARAH algorithm for stochastic optimization

Gradient methods with memory

Sparktope: linear programs from algorithms

Efficient numerical methods to solve sparse linear equations with application to PageRank

On the Barzilai–Borwein gradient methods with structured secant equation for nonlinear least squares problems

Inexact basic tensor methods for some classes of convex optimization problems

Robust piecewise linear L 1-regression via nonsmooth DC optimization

Diminishing stepsize methods for nonconvex composite problems via ghost penalties: from the general to the convex regular constrained case

A fully stochastic second-order trust region method

A class of smooth exact penalty function methods for optimization problems with orthogonality constraints

Global convergence of a new sufficient descent spectral three-term conjugate gradient class for large-scale optimization

A new interior-point approach for large separable convex quadratic two-stage stochastic problems

Minimum point-overlap labelling*

Γ-robust linear complementarity problems

Solving quadratic multi-leader-follower games by smoothing the follower's best response

Preference robust models in multivariate utility-based shortfall risk minimization

On the abs-polynomial expansion of piecewise smooth functions

Simultaneous iterative solutions for the trust-region and minimum eigenvalue subproblem

Exploiting aggregate sparsity in second-order cone relaxations for quadratic constrained quadratic programming problems

An ADMM-based interior-point method for large-scale linear programming

Tensor methods for finding approximate stationary points of convex functions

Newton projection method as applied to assembly simulation

A DC approach for minimax fractional optimization programs with ratios of convex functions

On basic operations related to network induction of discrete convex functions

Improving dynamic programming for travelling salesman with precedence constraints: parallel Morin–Marsten bounding

Cooperative differential games with continuous updating using Hamilton–Jacobi–Bellman equation

A primal-dual interior point trust-region method for nonlinear semidefinite programming

A partitioned scheme for adjoint shape sensitivity analysis of fluid–structure interactions involving non-matching meshes

EAGO.jl: easy advanced global optimization in Julia

Projections onto the canonical simplex with additional linear inequalities

A study of one-parameter regularization methods for mathematical programs with vanishing constraints

Generalized derivatives of computer programs

On the complexity of solving feasibility problems with regularized models

Extended formulations of lower-truncated transversal polymatroids

A Newton-bracketing method for a simple conic optimization problem

On a multilevel Levenberg–Marquardt method for the training of artificial neural networks and its application to the solution of partial differential equations

Solving a continuous multifacility location problem by DC algorithms

A Pfaffian formula for matching polynomials of outerplanar graphs

Further results on sum-of-squares tensors

Exponential augmented Lagrangian methods for equilibrium problems

On SOR-like iteration methods for solving weakly nonlinear systems

Asynchronous variance-reduced block schemes for composite non-convex stochastic optimization: block-specific steplengths and adapted batch-sizes