An augmented Lagrangian method for a class of Inverse quadratic programming problems

DOI10.1007/S00245-009-9075-ZzbMATH Open1201.90152OpenAlexW2011687789MaRDI QIDQ989969FDOQ989969

Jianzhong Zhang, Liwei Zhang

Publication date: 23 August 2010

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

Full work available at URL: https://doi.org/10.1007/s00245-009-9075-z

zbMATH Keywords

quadratic programmingrate of convergencepositive semidefinite matrixaugmented Lagrangian methodinverse optimizationsemismooth Newton method

Mathematics Subject Classification ID

Quadratic programming (90C20) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Numerical methods involving duality (49M29)

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Cited In (16)

• Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
• Title not available (Why is that?)
• An augmented Lagrangian method for binary quadratic programming based on a class of continuous functions
• Title not available (Why is that?)
• Inverse quadratic programming problem with \(l_1\) norm measure
• Title not available (Why is that?)
• The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
• On linear programs with linear complementarity constraints
• A majorized penalty approach to inverse linear second order cone programming problems
• A perturbation approach for a type of inverse linear programming problems
• A perturbation approach for an inverse quadratic programming problem
• A perturbation approach for an inverse quadratic programming problem over second-order cones
• A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems
• An alternating direction method for solving a class of inverse semi-definite quadratic programming problems
• A penalty-type method for solving inverse optimal value problem in second-order conic programming
• Recursive quadratic programming methods based on the augmented lagrangian

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