| 一类二次规划逆问题的交替方向数值方法 |
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| 引用本文： | 卢越,张继宏,张立卫.一类二次规划逆问题的交替方向数值方法[J].运筹学杂志,2014(2):1-16. |
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| 作者姓名： | 卢越 张继宏 张立卫 |
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| 作者单位： | 大连理工大学数学科学学院,辽宁大连116024 |
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| 基金项目： | 国家自然科学基金（Nos.91130007,91330206） |
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| 摘 要： | 考虑求解一类二次规划逆问题的交替方向数值算法．首先给出矩阵变量子问题解的显示表达式，而后构造了两个求解向量变量子问题近似解的数值算法，其中一个算法基于不动点原理，另一算法则应用半光滑牛顿法．数值实验表明，所提出的算法能够快速高效地求解二次规划逆问题．
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| 关 键 词： | 逆问题 交替方向法 二次规划 半光滑牛顿法 |
An alternating direction numerical method for a type of inverse quadratic programming problem |
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| Authors: | LU Yue ZHANG Jihong ZHANG Liwei |
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| Institution: | (Institute of Operations Research and Control Theory, School of Mathematics Sciences, Dalian University of Technology, Dalian 116024, Liaoning, China) |
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| Abstract: | An alternating direction numerical method for a type of inverse quadratic programming problem is considered, we first give an explicit formula of the solution to the matrix-variable sub-problem, and provide two algorithms for finding an approximate solution to the vector-variable subproblem. One of these two algorithms is based on the fixed point theorem and the other is a semi-smooth Newton method. Numerical experiments show the efficiency and effectiveness of the proposed algorithm for inverse quadratic programming problems. |
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| Keywords: | inverse problem alternating direction method quadratic programming semi-smooth Newton method |
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