A sequential convex program approach to an inverse linear semidefinite programming problem
DOI10.1142/S0217595916500251zbMATH Open1346.90660OpenAlexW2482087498MaRDI QIDQ2821091FDOQ2821091
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
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Cites Work
- An accelerated proximal gradient algorithm for nuclear norm regularized linear least squares problems
- A sequential semismooth Newton method for the nearest low-rank correlation matrix problem
- Inverse Optimization
- Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
- Inverse conic programming with applications
- Convexity of symmetric cone trace functions in Euclidean Jordan algebras
- A majorized penalty approach to inverse linear second order cone programming problems
- A sequential convex program method to DC program with joint chance constraints
Cited In (7)
- Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
- Sequential Lagrangian conditions for convex programs with applications to semidefinite programming
- A majorized penalty approach to inverse linear second order cone programming problems
- Solving a class of inverse semidefinite quadratic programming problem
- Title not available (Why is that?)
- A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems
- A penalty-type method for solving inverse optimal value problem in second-order conic programming
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