verified SJR 1,388 · Q1 • database Scopus / SJR & Web of Science indexed

United States · Society for Industrial and A...

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SIAM Journal on Optimization

SIAM Journal on Optimization is a journal indexed in SJR in Software and Theoretical Computer Science with an H index of 152. It has an SJR impact factor of 1,388 and it has a best quartile of Q1. It is published in English. It has an SJR impact factor of 1,388.

ISSN: 1052-6234

Editorial: Society for Industrial and Applied Mathematics Publications

Category: Software

Indexation: verifiedScopus / SJR verifiedWeb of Science

Unclaimed profile — some fields may be incomplete.

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SJR Impact Factor trending_up

1,388 Q1

H-index 152

Tasa de Aceptación pie_chart

22% Selectiva

Fuente Acceptance_Rate

Tiempo a publicación hourglass_top

NPD

Campo Sin dato

Coste de Publicación (APC) payments

NPD Subscription

Ruta Non-OA NPD

Metrics

Campos Scimago / CoP — sin series inventadas

Scopus / SJR Web of Science

SJR Impact

1,388

H-index

152

Docs (year)

136

Docs 3y

349

Total refs

6094

Cites 3y

1031

Citable 3y

349

Cites/Doc 2y

2.32

Ref/Doc

44.81

Immediate OA

—

Embargoed OA

NPD

Non OA / Submission

—

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Best articles by citations

A Proximal-Gradient Homotopy Method for the Sparse Least-Squares Problem

Well-Posed Solvability of Convex Optimization Problems on a Differentiable or Continuous Closed Convex Set

An Optimal Positive Definite Update for Sparse Hessian Matrices

An LQP-Based Decomposition Method for Solving a Class of Variational Inequalities

An Interior Point Method with a Primal-Dual Quadratic Barrier Penalty Function for Nonlinear Optimization

An Extended Extremal Principle with Applications to Multiobjective Optimization

Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities

A Unified Separation Theorem for Closed Sets in a Banach Space and Optimality Conditions for Vector Optimization

A Strictly Contractive Peaceman--Rachford Splitting Method for Convex Programming

A Stochastic Line Search Method with Expected Complexity Analysis

A Smoothing Active Set Method for Linearly Constrained Non-Lipschitz Nonconvex Optimization

A Single Timescale Stochastic Approximation Method for Nested Stochastic Optimization

SHOW MORE ARTICLES

A Sequential Optimality Condition Related to the Quasi-normality Constraint Qualification and Its Algorithmic Consequences

A Bundle Method for Solving Variational Inequalities

A Note on the Nonemptiness and Compactness of Solution Sets of Weakly Homogeneous Variational Inequalities

A New Sequential Optimality Condition for Constrained Optimization and Algorithmic Consequences

A Multidimensional Filter Algorithm for Nonlinear Equations and Nonlinear Least-Squares

A Matrix Positivstellensatz with Lifting Polynomials

A Linear-Time Algorithm for Generalized Trust Region Subproblems

A Globally Convergent Filter Method for Nonlinear Programming

A Faster Algorithm Solving a Generalization of Isotonic Median Regression and a Class of Fused Lasso Problems

A Douglas--Rachford Type Primal-Dual Method for Solving Inclusions with Mixtures of Composite and Parallel-Sum Type Monotone Operators

A Distributed Flexible Delay-Tolerant Proximal Gradient Algorithm

A Derivative-Free Trust-Region Method for Biobjective Optimization

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