An augmented Lagrangian method for a class of Inverse quadratic programming problems

DOI10.1007/s00245-009-9075-zzbMath1201.90152OpenAlexW2011687789MaRDI 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

zbMATH Keywords

rate of convergencequadratic programmingaugmented Lagrangian methodpositive semidefinite matrixinverse optimizationsemismooth Newton method

Mathematics Subject Classification ID

Semidefinite programming (90C22) Numerical methods involving duality (49M29) Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31)

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