The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones

DOI10.1007/S11750-011-0227-3zbMATH Open1298.90005OpenAlexW2037889019MaRDI QIDQ458938FDOQ458938

Authors Yi Zhang, Yue Wu, Liwei Zhang 

Publication date 8 October 2014

Published in Top (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s11750-011-0227-3

zbMATH Keywords

rate of convergenceaugmented Lagrangian methodinverse optimizationdamped semismooth Newton methodsecond-order cone quadratic programming

Mathematics Subject Classification ID

Quadratic programming (90C20) Computational methods for problems pertaining to operations research and mathematical programming (90-08)

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Cites work

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Cited in

(11)

• An inexact augmented Lagrangian multiplier method for solving quadratic complementary problems: an adapted algorithmic framework combining specific resolution techniques
• An augmented Lagrange method for the second-order cone coupled constrained variational inequality problem
• The augmented Lagrangian method based on the APG strategy for an inverse damped gyroscopic eigenvalue problem
• An augmented Lagrangian method for a class of Inverse quadratic programming problems
• An inexact augmented Lagrangian method for second-order cone programming with applications
• On the convergence properties of a second-order augmented Lagrangian method for nonlinear programming problems with inequality constraints
• On convergence of augmented Lagrangian method for inverse semi-definite quadratic programming problems
• An Implementable Augmented Lagrangian Method for Solving Second-Order Cone Constrained Variational Inequalities
• scientific article; zbMATH DE number 6610411 (Why is no real title available?)
• Augmented Lagrangian method for second-order cone programs under second-order sufficiency
• A majorized penalty approach to inverse linear second order cone programming problems

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