Abstract
In this paper, we propose an alternating-direction-type numerical method to solvea class of inverse semi-definite quadratic programming problems. Anexplicit solution to one direction subproblem is given and the otherdirection subproblem is proved to be a convex quadratic programmingproblem over positive semi-definite symmetric matrix cone. We designa spectral projected gradient method for solving the quadraticmatrix optimization problem and demonstrate its convergence.Numerical experiments illustrate that our method can solve inversesemi-definite quadratic programming problems efficiently.
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