An augmented Lagrangian method for a class of Inverse quadratic programming problems
DOI10.1007/S00245-009-9075-ZzbMATH Open1201.90152OpenAlexW2011687789MaRDI QIDQ989969FDOQ989969
Authors: Jianzhong Zhang, Liwei 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
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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)
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Cited In (18)
- 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
- On convergence of augmented Lagrangian method for inverse semi-definite quadratic programming problems
- 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
- Semi-monotonic inexact augmented Lagrangians for quadratic programing with equality constraints
- 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
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