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论文类型：期刊论文
发表时间：2016-01-01
发表刊物：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION
收录刊物：SCIE、Scopus
卷号：12
期号：1
页面范围：317-336
ISSN号：1547-5816
关键字：Inverse semi-definite programming; alternating direction method; spectral projected gradient method; BB-step; convex semi-definite quadratic programming
摘要：In this paper, we propose an alternating-direction-type numerical method to solve a class of inverse semi-definite quadratic programming problems. An explicit solution to one direction subproblem is given and the other direction subproblem is proved to be a convex quadratic programming problem over positive semi-definite symmetric matrix cone. We design a spectral projected gradient method for solving the quadratic matrix optimization problem and demonstrate its convergence. Numerical experiments illustrate that our method can solve inverse semi-definite quadratic programming problems efficiently.