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On convergence of augmented lagrangian method for inverse semi-definite quadratic programming problems
Conference paper
Journal of Industrial and Management Optimization, Montevideo, URUGUAY, 2006
Authors:
Xiao, Xiantao
;
Zhang, Liwei
;
Zhang, Jianzhong
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Submit date：2021/10/19
Inverse optimization
Newton method
Quadratic programming
Rate of convergence
The augmented Lagrangian method
The cone of positive semi-definite matrices
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