An augmented Lagrangian method for a class of Inverse quadratic programming problems
DOI10.1007/S00245-009-9075-ZzbMATH Open1201.90152OpenAlexW2011687789MaRDI QIDQ989969FDOQ989969
Publication date: 23 August 2010
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s00245-009-9075-z
quadratic programmingrate of convergencepositive semidefinite matrixaugmented Lagrangian methodinverse optimizationsemismooth Newton method
Quadratic programming (90C20) Semidefinite programming (90C22) Sensitivity, stability, parametric optimization (90C31) Numerical methods involving duality (49M29)
Cites Work
- Title not available (Why is that?)
- Title not available (Why is that?)
- Title not available (Why is that?)
- A Newton-CG Augmented Lagrangian Method for Semidefinite Programming
- A nonsmooth version of Newton's method
- The multiplier method of Hestenes and Powell applied to convex programming
- Optimization and nonsmooth analysis
- Semismooth and Semiconvex Functions in Constrained Optimization
- Finite-Dimensional Variational Inequalities and Complementarity Problems
- Inverse combinatorial optimization: a survey on problems, methods, and results
- A Dual Approach to Semidefinite Least-Squares Problems
- The complexity analysis of the inverse center location problem
- A dual approach to solving nonlinear programming problems by unconstrained optimization
- The practice of portfolio replication. A practical overview of forward and inverse problems
- On concepts of directional differentiability
- Inverse Optimization
- Combinatorial algorithms for inverse network flow problems
- Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
- On an instance of the inverse shortest paths problem
- Calculating some inverse linear programming 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
- Inverse conic programming with applications
- Solution structure of some inverse combinatorial optimization problems
- Weight reduction problems with certain bottleneck objectives.
- The Inverse Newsvendor Problem: Choosing an Optimal Demand Portfolio for Capacitated Resources
- Minimization of \(SC^ 1\) functions and the Maratos effect
Cited In (16)
- Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
- Title not available (Why is that?)
- An augmented Lagrangian method for binary quadratic programming based on a class of continuous functions
- Title not available (Why is that?)
- Inverse quadratic programming problem with \(l_1\) norm measure
- Title not available (Why is that?)
- 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
- A perturbation approach for a type of inverse linear programming problems
- A perturbation approach for an inverse quadratic programming problem
- 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
- Recursive quadratic programming methods based on the augmented lagrangian
This page was built for publication: An augmented Lagrangian method for a class of Inverse quadratic programming problems
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q989969)
