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

DOI10.1007/s11750-011-0227-3zbMath1298.90005MaRDI QIDQ458938

Yue Wu, Yi Zhang, Li-wei 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 convergence; augmented Lagrangian method; inverse optimization; damped semismooth Newton method; second-order cone quadratic programming

Mathematics Subject Classification ID

90C20: Quadratic programming

90-08: Computational methods for problems pertaining to operations research and mathematical programming

Uses Software

• SeDuMi