A smoothing Newton method for a type of inverse semi-definite quadratic programming problem

Journal of Computational and Applied Mathematics

Volumn 223, Issue 1, 2009, Pages 485-498

  Xiao, Xiantao ^a   Zhang, Liwei ^a   Zhang, Jianzhong ^b  

^a DALIAN UNIVERSITY OF TECHNOLOGY   (China)

^b CITY UNIVERSITY OF HONG KONG   (Hong Kong)

Author keywords

Inverse optimization; Semi definite quadratic programming; Smoothing Newton method

Indexed keywords

CONVERGENCE OF NUMERICAL METHODS; INVERSE PROBLEMS; LINEAR SYSTEMS; NEWTON-RAPHSON METHOD; NONLINEAR PROGRAMMING; OPTIMIZATION; THEOREM PROVING;

CONSTRAINED MINIMIZATION PROBLEMS; CONVEX PROGRAMMING PROBLEMS; DIRECTIONAL DERIVATIVES; DUAL PROBLEMS; INVERSE OPTIMIZATION; NUMERICAL EXPERIMENTS; QUADRATIC CONVERGENCES; QUADRATIC PROGRAMMING PROBLEMS; SEMI-DEFINITE QUADRATIC PROGRAMMING; SEMISMOOTH EQUATIONS; SMOOTHING; SMOOTHING NEWTON METHOD; SMOOTHING NEWTON METHODS;

QUADRATIC PROGRAMMING;

EID: 54249115069     PISSN: 03770427     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.cam.2008.01.028     Document Type: Article

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