A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
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Publication:953410
DOI10.1016/J.CAM.2008.01.028zbMATH Open1155.65051OpenAlexW1982636073MaRDI QIDQ953410FDOQ953410
Authors: Xiantao Xiao, Liwei Zhang, Jianzhong Zhang 
Publication date: 20 November 2008
Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.cam.2008.01.028
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numerical resultsglobal convergencequadratic convergenceinverse optimizationsmoothing Newton methodsemi-definite quadratic programming
Numerical mathematical programming methods (65K05) Quadratic programming (90C20) Semidefinite programming (90C22)
Cites Work
- CGS, A Fast Lanczos-Type Solver for Nonsymmetric Linear systems
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- A nonsmooth version of Newton's method
- Semismooth and Semiconvex Functions in Constrained Optimization
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- Inverse combinatorial optimization: a survey on problems, methods, and results
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- The complexity analysis of the inverse center location problem
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- Inverse Optimization
- Combinatorial algorithms for inverse network flow problems
- On an instance of the inverse shortest paths problem
- Calculating some inverse linear programming problems
- Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- Semismooth Matrix-Valued Functions
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- A further study on inverse linear programming problems
- Title not available (Why is that?)
- Solution structure of some inverse combinatorial optimization problems
- Weight reduction problems with certain bottleneck objectives.
Cited In (18)
- Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
- Primal-dual interior-point algorithm for convex quadratic semi-definite optimization
- An interior-point algorithm for solving inverse linear optimization problem
- Solving a class of inverse QP problems by a smoothing Newton method
- A smoothing Newton-type algorithm of stronger convergence for the quadratically constrained convex quadratic programming
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- Inverse quadratic programming problem with \(l_1\) norm measure
- A Newton method for inverse problems of quadratic programming
- The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
- On linear programs with linear complementarity constraints
- A majorized penalty approach to inverse linear second order cone programming problems
- Solving a class of inverse semidefinite quadratic programming problem
- A wide neighborhood interior-point algorithm for convex quadratic semidefinite optimization
- Title not available (Why is that?)
- A perturbation approach for an inverse quadratic programming problem over second-order cones
- A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems
- An alternating direction method for solving a class of inverse semi-definite quadratic programming problems
- A penalty-type method for solving inverse optimal value problem in second-order conic programming
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