An augmented Lagrangian method for a class of Inverse quadratic programming problems
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Publication:989969
DOI10.1007/s00245-009-9075-zzbMath1201.90152MaRDI QIDQ989969
Zhang, Jianzhong, Li-wei Zhang
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
rate of convergence; quadratic programming; augmented Lagrangian method; positive semidefinite matrix; inverse optimization; semismooth Newton method
90C22: Semidefinite programming
49M29: Numerical methods involving duality
90C20: Quadratic programming
90C31: Sensitivity, stability, parametric optimization