1. Zeroth-order gradient estimators for stochastic problems with decision-dependent distributions
   2025/10/28 by Hikima, Yuya, Takeda, Akiko · 1 citation
   #65K05 #90C15 #90C30 #FOS: Mathematics #G.1.6 #G.3 #Optimization and Control (math.OC)
2. AS-BOX: Additional Sampling Method for Weighted Sum Problems with Box Constraints
   2025/08/30 by Krejić, Nataša, Jerinkić, Nataša Krklec, Ostojić, Tijana +1 · 1 citation
   #65K05 #90C15 #90C26 #90C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
3. ASPEN: An Additional Sampling Penalty Method for Finite-Sum Optimization Problems with Nonlinear Equality Constraints
   2025/08/04 by Krejić, Nataša, Jerinkić, Nataša Krklec, Ostojić, Tijana +1 · 2 citations
   #65K05 #65K10 #90C15 #90C30 #FOS: Mathematics #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
4. IPAS: An Adaptive Sample Size Method for Weighted Finite Sum Problems with Linear Equality Constraints
   2025/04/28 by Krejić, Nataša, Jerinkić, Nataša Krklec, Rapajić, Sanja +1 · 3 citations
   #62L20 #65K05 #90C15 #FOS: Mathematics #G.1.6 #Optimization and Control (math.OC)
5. Extended Triangle Inequalities for Nonconvex Box-Constrained Quadratic Programming
   2025/01/15 by Kurt M. Anstreicher, Anstreicher, Kurt M., Diane Puges +1 · 1 citation
   Computer Science · Engineering · Mathematics · #90C15 #90C20 #90C26 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Packing Problems #Optimization and Variational Analysis
6. skwdro: a library for Wasserstein distributionally robust machine learning
   2024/10/28 by Vincent, Florian, Azizian, Waïss, Iutzeler, Franck +1 · 1 citation
   #90C15 #90C17 #FOS: Computer and information sciences #FOS: Mathematics #G.1.6 #G.4 #I.2.5 #I.2.6 #Machine Learning (cs.LG) #Mathematical Software (cs.MS) #Optimization and Control (math.OC)
7. Fully First-Order Methods for Decentralized Bilevel Optimization
   2024/10/25 by Xiaoyu Wang, Wang, Xiaoyu, Xuxing Chen +5 · 1 citation
   Computer Science · Mathematics · #90C06 #90C15 #90C47 #Advanced Optimization Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Matrix Theory and Algorithms #Optimization and Control (math.OC) #Optimization and Variational Analysis
8. Variance-reduced first-order methods for deterministically constrained stochastic nonconvex optimization with strong convergence guarantees
   2024/09/16 by Lu, Zhaosong, Mei, Sanyou, Xiao, Yifeng · 5 citations
   #65K05 #90C15 #90C26 #90C30 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Numerical Analysis (math.NA) #Optimization and Control (math.OC)
9. Randomized quasi-Monte Carlo methods for risk-averse stochastic optimization
   2024/08/05 by О. В. Мельников, Johannes Milz, Melnikov, Olena +1 · 2 citations
   Mathematics · #65C05 #90C15 #90C59 #FOS: Mathematics #Mathematical Approximation and Integration #Optimization and Control (math.OC)
10. A Functional Model Method for Nonconvex Nonsmooth Conditional Stochastic Optimization
    2024/05/17 by Andrzej Ruszczyński, Ruszczyński, Andrzej, Shangzhe Yang +1 · 1 citation
    Computer Science · Decision Sciences · #49J52 #60-08 #90C15 #Advanced Multi-Objective Optimization Algorithms #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Metaheuristic Optimization Algorithms Research #Optimization and Control (math.OC) #Risk and Portfolio Optimization
11. Optimization without Retraction on the Random Generalized Stiefel Manifold
    2024/05/02 by Simon Vary, Vary, Simon, Pierre Ablin +5 · 2 citations
    Computer Science · Physics and Astronomy · Social Sciences · #90C15 #90C26 #Evolutionary Game Theory and Cooperation #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Opinion Dynamics and Social Influence #Optimization and Control (math.OC) #Topological and Geometric Data Analysis
12. Taming Nonconvex Stochastic Mirror Descent with General Bregman Divergence
    2024/02/27 by Fatkhullin, Ilyas, He, Niao · 5 citations
    #90C15 #90C26 #FOS: Computer and information sciences #FOS: Mathematics #G.1.6 #Machine Learning (cs.LG) #Optimization and Control (math.OC)
13. A domain decomposition method for stochastic evolution equations
    2024/01/14 by Buckwar, Evelyn, Djurdjevac, Ana, Eisenmann, Monika · 1 citation
    #65C30 #65M55 #90C15 #FOS: Mathematics #Numerical Analysis (math.NA) #Probability (math.PR)
14. Stochastic Optimization under Hidden Convexity
    2023/12/30 by Ilyas Fatkhullin, Niao He, Fatkhullin, Ilyas +3 · 2 citations
    Computer Science · Engineering · #90C06 #90C15 #90C26 #Age of Information Optimization #Computational Complexity (cs.CC) #FOS: Computer and information sciences #FOS: Mathematics #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
15. On Risk Evaluation and Control of Distributed Multi-Agent Systems
    2023/11/17 by Aray Almen, Almen, Aray, Darinka Dentcheva +1 · 3 citations
    Decision Sciences · #90C15 #91B05 #93A16 #FOS: Mathematics #Optimization and Control (math.OC) #Probabilistic and Robust Engineering Design #Risk and Portfolio Optimization #Risk and Safety Analysis
16. A Stability Principle for Learning under Non-Stationarity
    2023/10/27 by Huang, Chengpiao, Wang, Kaizheng · 1 citation
    #68T05 #90C15 #Artificial Intelligence (cs.AI) #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
17. Consistency of sample-based stationary points for infinite-dimensional stochastic optimization
    2023/06/29 by Johannes Milz, Milz, Johannes · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #35Q93 #35R60 #49M41 #60H25 #65C05 #90C15 #90C30 #90C48 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Risk and Portfolio Optimization #Stochastic processes and financial applications
18. Smoothed f-Divergence Distributionally Robust Optimization
    2023/06/24 by Liu, Zhenyuan, Van Parys, Bart P. G., Lam, Henry · 1 citation
    #90C15 #90C17 #90C25 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Machine Learning (stat.ML) #Optimization and Control (math.OC)
19. A Normal Map-Based Proximal Stochastic Gradient Method: Convergence and Identification Properties
    2023/05/10 by Junwen Qiu, Qiu, Junwen, Jiang, Li +2 · 1 citation
    Computer Science · Decision Sciences · Engineering · #90C15 #90C26 #Advanced Bandit Algorithms Research #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Sparse and Compressive Sensing Techniques #Stochastic Gradient Optimization Techniques
20. Surgery Scheduling in Flexible Operating Rooms by using a Convex Surrogate Model of Second-Stage Costs
    2023/04/21 by Mohammed Majthoub Almoghrabi, Guillaume Sagnol, Almoghrabi, Mohammed Majthoub +1 · 1 citation
    Decision Sciences · Health Professions · Medicine · #90C15 #Cardiac, Anesthesia and Surgical Outcomes #Computational Engineering #FOS: Computer and information sciences #FOS: Mathematics #Finance #Healthcare Operations and Scheduling Optimization #Optimization and Control (math.OC) #Risk and Portfolio Optimization #and Science (cs.CE)
21. The Continuous Stochastic Gradient Method: Part II -- Application and Numerics
    2023/03/22 by Max Grieshammer, Grieshammer, Max, Lukas Pflug +5 · 2 citations
    Biochemistry, Genetics and Molecular Biology · Computer Science · #65K05 #90C06 #90C15 #90C30 #Diffusion and Search Dynamics #FOS: Mathematics #Optimization and Control (math.OC) #Stochastic Gradient Optimization Techniques #Topological and Geometric Data Analysis
22. Sequential Quadratic Optimization for Stochastic Optimization with Deterministic Nonlinear Inequality and Equality Constraints
    2023/02/28 by Curtis, Frank E., Robinson, Daniel P., Zhou, Baoyu · 5 citations
    #49M05 #49M37 #65K05 #65K10 #90C15 #90C30 #90C55 #FOS: Mathematics #Optimization and Control (math.OC)
23. A Sequential Quadratic Programming Method for Optimization with Stochastic Objective Functions, Deterministic Inequality Constraints and Robust Subproblems
    2023/02/15 by Songqiang Qiu, Vyacheslav Kungurtsev, Qiu, Songqiang +1 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · Engineering · #65K05 #90C15 #90C30 #90C55 #Economic theories and models #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Mathematical Programming #Risk and Portfolio Optimization
24. Asymptotic normality and optimality in nonsmooth stochastic approximation
    2023/01/16 by Damek Davis, Dmitriy Drusvyatskiy, Davis, Damek +3 · 2 citations
    Computer Science · Decision Sciences · Economics, Econometrics and Finance · #65K05 #65K10 #90C06 #90C15 #90C30 #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Optimization and Variational Analysis #Risk and Portfolio Optimization #Statistics Theory (math.ST) #Stochastic processes and financial applications
25. Coderivative-Based Semi-Newton Method in Nonsmooth Difference Programming
    2023/01/09 by Francisco J. Aragón Artacho, Boris S. Mordukhovich, Aragón-Artacho, Francisco J. +3 · 2 citations
    Computer Science · Engineering · Mathematics · #49J53 #90C15 #9J52 #Advanced Optimization Algorithms Research #FOS: Mathematics #Optimization and Control (math.OC) #Optimization and Variational Analysis #Topology Optimization in Engineering
26. Stochastic Primal Dual Hybrid Gradient Algorithm with Adaptive Step-Sizes
    2023/01/06 by Chambolle, Antonin, Delplancke, Claire, Ehrhardt, Matthias J. +2 · 2 citations
    #47N10 #49J40 #65D18 #65K10 #90C06 #90C15 #90C25 #92C55 #94A08 #FOS: Mathematics #Optimization and Control (math.OC)
27. A randomized operator splitting scheme inspired by stochastic optimization methods
    2022/10/11 by Eisenmann, Monika, Stillfjord, Tony · 3 citations
    #65M12 (Primary) 65C99 #65M55 (Secondary) #90C15 #FOS: Mathematics #Numerical Analysis (math.NA)
28. Sharp Analysis of Stochastic Optimization under Global Kurdyka-Łojasiewicz Inequality
    2022/10/04 by Fatkhullin, Ilyas, Etesami, Jalal, He, Niao +1 · 2 citations
    #90C15 #90C26 #FOS: Mathematics #Optimization and Control (math.OC)
29. Data-Driven Sample Average Approximation with Covariate Information
    2022/07/27 by Rohit Kannan, Kannan, Rohit, Güzi̇n Bayraksan +3 · 1 citation
    Decision Sciences · Economics, Econometrics and Finance · #90C15 #Decision-Making and Behavioral Economics #Economic and Environmental Valuation #FOS: Computer and information sciences #FOS: Mathematics #Machine Learning (stat.ML) #Optimization and Control (math.OC) #Risk and Portfolio Optimization
30. Agency problem and mean field system of agents with moral hazard, synergistic effects and accidents
    2022/07/22 by Thibaut Mastrolia, Jiacheng Zhang, Mastrolia, Thibaut +1 · 1 citation
    Economics, Econometrics and Finance · Mathematics · #49K20 #60G46 #60G51 #90B50 #90C15 #Climate Change Policy and Economics #FOS: Mathematics #G.3.16 #Gas Dynamics and Kinetic Theory #Optimization and Control (math.OC) #Probability (math.PR) #Stochastic processes and financial applications

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