On convergence of augmented Lagrangian method for inverse semi-definite quadratic programming problems

DOI10.3934/JIMO.2009.5.319MaRDI QIDQ2379780zbMATH OpenOpenAlexFDO

Authors Xiantao Xiao, Liwei Zhang, Jianzhong Zhang

Publication date 22 March 2010

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2009.5.319

zbMATH Keywords

continuous optimizationNewton methodaugmented Lagrangian methodinverse optimization problemsemi-definite quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Convex programming (90C25) Semidefinite programming (90C22)

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Cited in

(18)

• Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
• An augmented Lagrangian method for a class of Inverse quadratic programming problems
• scientific article; zbMATH DE number 6610411 (Why is no real title available?)
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• A majorized penalty approach to inverse linear second order cone programming problems
• The augmented Lagrangian method based on the APG strategy for an inverse damped gyroscopic eigenvalue problem
• Solving a class of inverse semidefinite quadratic programming problem
• Applications of the alternating direction method of multipliers to the semidefinite inverse quadratic eigenvalue problem with a partial eigenstructure
• A Newton-CG Augmented Lagrangian Method for Convex Quadratically Constrained Quadratic Semidefinite Programs
• A perturbation approach for an inverse quadratic programming problem over second-order cones
• An augmented Lagrangian iteration method for convex quadratic SDP
• The inverse parallel machine scheduling problem with minimum total completion time
• The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
• 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
• Computational aspects of the inverse single facility location problem on trees under \(l_k\)-norm
• A penalty-type method for solving inverse optimal value problem in second-order conic programming

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