A perturbation approach for an inverse quadratic programming problem over second-order cones
From MaRDI portal
Publication:5497021
DOI10.1090/S0025-5718-2014-02848-2zbMath1308.90140MaRDI QIDQ5497021
Zhang, Jianzhong, Jia Wu, Yi Zhang, Li-wei Zhang
Publication date: 30 January 2015
Published in: Mathematics of Computation (Search for Journal in Brave)
perturbation approach; smoothing Newton method; inverse optimization; second-order cone quadratic programming
90C26: Nonconvex programming, global optimization
49M15: Newton-type methods
90C33: Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
49M20: Numerical methods of relaxation type
