A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
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Cites work
- scientific article; zbMATH DE number 3511076 (Why is no real title available?)
- scientific article; zbMATH DE number 1502618 (Why is no real title available?)
- scientific article; zbMATH DE number 3441150 (Why is no real title available?)
- A Squared Smoothing Newton Method for Nonsmooth Matrix Equations and Its Applications in Semidefinite Optimization Problems
- A further study on inverse linear programming problems
- A new look at smoothing Newton methods for nonlinear complementarity problems and box constrained variational inequalities
- A nonsmooth version of Newton's method
- Analysis of Nonsmooth Symmetric-Matrix-Valued Functions with Applications to Semidefinite Complementarity Problems
- CGS, A Fast Lanczos-Type Solver for Nonsymmetric Linear systems
- Calculating some inverse linear programming problems
- Combinatorial algorithms for inverse network flow problems
- Inverse Optimization
- Inverse combinatorial optimization: a survey on problems, methods, and results
- On an instance of the inverse shortest paths problem
- Semismooth Matrix-Valued Functions
- Semismooth and Semiconvex Functions in Constrained Optimization
- Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
- Solution structure of some inverse combinatorial optimization problems
- The complexity analysis of the inverse center location problem
- The rate of convergence of the augmented Lagrangian method for nonlinear semidefinite programming
- 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
- The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
- A Newton method for inverse problems of quadratic programming
- On linear programs with linear complementarity constraints
- A majorized penalty approach to inverse linear second order cone programming problems
- A wide neighborhood interior-point algorithm for convex quadratic semidefinite optimization
- Solving a class of inverse semidefinite quadratic programming problem
- scientific article; zbMATH DE number 5175775 (Why is no real title available?)
- 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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