A smoothing Newton method for a type of inverse semi-definite quadratic programming problem

DOI10.1016/J.CAM.2008.01.028zbMath1155.65051OpenAlexW1982636073MaRDI QIDQ953410

Xiantao Xiao, Li-wei Zhang, Zhang, Jianzhong

Publication date: 20 November 2008

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2008.01.028

zbMATH Keywords

global convergencenumerical resultsquadratic convergencesmoothing Newton methodinverse optimizationsemi-definite quadratic programming

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Semidefinite programming (90C22) Quadratic programming (90C20)

Related Items (13)

An interior-point algorithm for solving inverse linear optimization problem ⋮ A wide neighborhood interior-point algorithm for convex quadratic semidefinite optimization ⋮ A majorized penalty approach to inverse linear second order cone programming problems ⋮ On linear programs with linear complementarity constraints ⋮ The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones ⋮ Unnamed Item ⋮ Primal-dual interior-point algorithm for convex quadratic semi-definite optimization ⋮ A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems ⋮ Inverse semidefinite quadratic programming problem with \(l_1\) norm measure ⋮ Inverse quadratic programming problem with \(l_1\) norm measure ⋮ A penalty-type method for solving inverse optimal value problem in second-order conic programming ⋮ An alternating direction method for solving a class of inverse semi-definite quadratic programming problems ⋮ A perturbation approach for an inverse quadratic programming problem over second-order cones

Uses Software

• CGS
• Unnamed Item

Cites Work

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• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• On an instance of the inverse shortest paths problem
• A further study on inverse linear programming problems
• Solution structure of some inverse combinatorial optimization problems
• Weight reduction problems with certain bottleneck objectives.
• The complexity analysis of the inverse center location problem
• Inverse combinatorial optimization: a survey on problems, methods, and results
• Calculating some inverse linear programming problems
• A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
• A nonsmooth version of Newton's method
• Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
• Inverse Optimization
• CGS, A Fast Lanczos-Type Solver for Nonsymmetric Linear systems
• Semismooth and Semiconvex Functions in Constrained Optimization
• Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
• A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
• Combinatorial algorithms for inverse network flow problems
• Semismooth Matrix-Valued Functions

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