A smoothing Newton method for a type of inverse semi-definite quadratic programming problem (Q953410)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A smoothing Newton method for a type of inverse semi-definite quadratic programming problem |
scientific article; zbMATH DE number 5370048
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A smoothing Newton method for a type of inverse semi-definite quadratic programming problem |
scientific article; zbMATH DE number 5370048 |
Statements
A smoothing Newton method for a type of inverse semi-definite quadratic programming problem (English)
0 references
20 November 2008
0 references
The authors consider a cone-constrained optimization problem with a quadratic objective function. Instead of solving the problem directly, the authors present the smoothing Newton method to solve its dual problem. The global convergence is proved and the quadratic convergence rate is established. The effectiveness of the method is supported by some numerical results carried out in Matlab.
0 references
semi-definite quadratic programming
0 references
inverse optimization
0 references
smoothing Newton method
0 references
global convergence
0 references
quadratic convergence
0 references
numerical results
0 references
0 references
0 references
0 references
0.9478163
0 references
0.9442026
0 references
0.9386171
0 references
0.93477464
0 references
0.93358994
0 references
0.92861724
0 references
0 references
0.9273852
0 references
0.92585903
0 references
