A perturbation approach for an inverse quadratic programming problem over second-order cones
From MaRDI portal
Publication:5497021
DOI10.1090/S0025-5718-2014-02848-2zbMath1308.90140OpenAlexW2065670060MaRDI QIDQ5497021
Yi Zhang, Zhang, Jianzhong, Jia Wu, Li-wei Zhang
Publication date: 30 January 2015
Published in: Mathematics of Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1090/s0025-5718-2014-02848-2
perturbation approachsmoothing Newton methodinverse optimizationsecond-order cone quadratic programming
Nonconvex programming, global optimization (90C26) Newton-type methods (49M15) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Numerical methods of relaxation type (49M20)
Related Items
First-Order Optimality Conditions for Mathematical Programs with Second-Order Cone Complementarity Constraints ⋮ New constraint qualifications for mathematical programs with second-order cone complementarity constraints ⋮ Computational aspects of the inverse single facility location problem on trees under \(l_k\)-norm ⋮ Scaled constraint qualifications and necessary optimality conditions for nonsmooth mathematical programs with second-order cone complementarity constraints
Cites Work
- Unnamed Item
- Unnamed Item
- A Barzilai-Borwein-based heuristic algorithm for locating multiple facilities with regional demand
- A perturbation approach for an inverse quadratic programming problem
- First order necessary optimality conditions for mathematical programs with second-order cone complementarity constraints
- Convergence properties of a smoothing approach for mathematical programs with second-order cone complementarity constraints
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- The \(SC^1\) property of the squared norm of the SOC Fischer-Burmeister function
- A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
- An augmented Lagrangian method for a class of Inverse quadratic programming problems
- On an instance of the inverse shortest paths problem
- A smoothing method for mathematical programs with equilibrium constraints
- A further study on inverse linear programming problems
- Second-order cone programming
- A smoothing method for a mathematical program with P-matrix linear complementarity constraints
- Some reverse location problems
- Inverse conic programming with applications
- The complexity analysis of the inverse center location problem
- Calculating some inverse linear programming problems
- A smoothing Newton method for mathematical programs governed by second-order cone constrained generalized equations
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- A nonsmooth version of Newton's method
- On convergence of augmented Lagrangian method for inverse semi-definite quadratic programming problems
- Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
- Convergence Properties of a Regularization Scheme for Mathematical Programs with Complementarity Constraints
- Smoothing Functions for Second-Order-Cone Complementarity Problems
- Solving a Class of Inverse QP Problems by a Smoothing Newton Method
- Inverse Optimization
- Exact Penalization of Mathematical Programs with Equilibrium Constraints
- Variational Analysis
- Smooth SQP Methods for Mathematical Programs with Nonlinear Complementarity Constraints
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- Mathematical Programs with Equilibrium Constraints