scientific article; zbMATH DE number 7801030
From MaRDI portal
Publication:6188349
No author found.
Publication date: 7 February 2024
Full work available at URL: https://applmath.cjoe.ac.cn/jweb_yysxxb/EN/Y2022/V45/I4/533
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
inverse problempenalty methodsequential convex programmingsemidefinite quadratic programming problem
Cites Work
- An efficient algorithm for convex quadratic semi-definite optimization
- A perturbation approach for an inverse quadratic programming problem
- A unified kernel function approach to primal-dual interior-point algorithms for convex quadratic SDO
- Generalized Hessian matrix and second-order optimality conditions for problems with \(C^{1,1}\) data
- Primal-dual interior-point algorithm for convex quadratic semi-definite optimization
- Linear and nonlinear programming.
- A smoothing Newton method for a type of inverse semi-definite quadratic programming problem
- An augmented Lagrangian method for a class of Inverse quadratic programming problems
- An inexact primal-dual path following algorithm for convex quadratic SDP
- On an instance of the inverse shortest paths problem
- A further study on inverse linear programming problems
- On the use of an inverse shortest paths algorithm for recovering linearly correlated costs
- Inverse conic programming with applications
- Inverse combinatorial optimization: a survey on problems, methods, and results
- Calculating some inverse linear programming problems
- A large-update interior-point algorithm for convex quadratic semi-definite optimization based on a new kernel function
- A potential reduction algorithm for an extended SDP problem
- Inverse semidefinite quadratic programming problem with \(l_1\) norm measure
- Inverse quadratic programming problem with \(l_1\) norm measure
- A majorized penalty approach to inverse linear second order cone programming problems
- Semismoothness of solutions to generalized equations and the Moreau-Yosida regularization
- A Sequential Convex Program Approach to an Inverse Linear Semidefinite Programming Problem
- The Inverse Newsvendor Problem: Choosing an Optimal Demand Portfolio for Capacitated Resources
- Optimization and nonsmooth analysis
- Variational Analysis
- Variational inequalities over the cone of semidefinite positive symmetric matrices and over the Lorentz cone
- A Faster Algorithm for the Inverse Spanning Tree Problem
- A nonconvex ADMM for a class of sparse inverse semidefinite quadratic programming problems
- The Strong Second-Order Sufficient Condition and Constraint Nondegeneracy in Nonlinear Semidefinite Programming and Their Implications
- A perturbation approach for a type of inverse linear programming problems
- Semismooth Matrix-Valued Functions
- Semismooth Homeomorphisms and Strong Stability of Semidefinite and Lorentz Complementarity Problems
- A predictor--corrector algorithm for QSDP combining Dikin-type and Newton centering steps
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
This page was built for publication:
