A sequential convex program approach to an inverse linear semidefinite programming problem

DOI10.1142/S0217595916500251MaRDI QIDQ2821091zbMATH OpenOpenAlexFDO

Authors Jia Wu, Yi Zhang, Yue Lü, Liwei Zhang

Publication date 16 September 2016

Published in Asia-Pacific Journal of Operational Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/s0217595916500251

zbMATH Keywords

penalty methodsmathematical program with semidefinite cone complementarity constraintsinverse linear semidefinite programming problemssequential convex program

Mathematics Subject Classification ID

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

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Cites work

• A majorized penalty approach to inverse linear second order cone programming problems
• A sequential convex program method to DC program with joint chance constraints
• A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
• An accelerated proximal gradient algorithm for nuclear norm regularized linear least squares problems
• Convexity of symmetric cone trace functions in Euclidean Jordan algebras
• Inverse Optimization
• Inverse conic programming with applications
• Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems

Cited in

(7)

• A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems
• Solving a class of inverse semidefinite quadratic programming problem
• A penalty-type method for solving inverse optimal value problem in second-order conic programming
• Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
• scientific article; zbMATH DE number 3956824 (Why is no real title available?)
• Sequential Lagrangian conditions for convex programs with applications to semidefinite programming
• A majorized penalty approach to inverse linear second order cone programming problems

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