Inverse semidefinite quadratic programming problem with l1 norm measure

2020 ◽  
Vol 376 ◽  
pp. 112838
Author(s):  
Lidan Li ◽  
Liwei Zhang ◽  
Hongwei Zhang
Author(s):  
Valentin A. Bereznev

AbstractAn approach based on projection of a vector onto a pointed convex polyhedral cone is proposed for solving the quadratic programming problem with a positive definite matrix of the quadratic form. It is proved that this method has polynomial complexity. A method is said to be of polynomial computational complexity if the solution to the problem can be obtained in N


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