The augmented Lagrangian method for a type of inverse quadratic programming problems over second-order cones
Year of publication: |
2014
|
---|---|
Authors: | Zhang, Yi ; Zhang, Liwei ; Wu, Yue |
Published in: |
TOP: An Official Journal of the Spanish Society of Statistics and Operations Research. - Springer. - Vol. 22.2014, 1, p. 45-79
|
Publisher: |
Springer |
Subject: | Inverse optimization | Second-order cone quadratic programming | Augmented Lagrangian method | Rate of convergence | Damped semismooth Newton method |
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