A penalty-type method for solving inverse optimal value problem in second-order conic programming

DOI10.1016/J.APNUM.2024.02.004MaRDI QIDQ6546899zbMATH OpenFDO

Authors Yue Lü, Zheng-Peng Dong, Zhiqiang Hu

Publication date 30 May 2024

Published in Applied Numerical Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.APNUM.2024.02.004

zbMATH Keywords

inverse optimal value problempenalty-type methodsecond-order conic programming

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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Cites work

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• The restricted inverse optimal value problem on shortest path under \(l_1\) norm on trees

Cited in

(1)

• A non-convex robust optimization framework for plant-wide industrial processes: feature-space partitioning and inverse optimization

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