This paper is devoted to studying a type of inverse second-order cone quadratic programming problems, in which the parameters in both the objective function and the constraint set of a given ...

Mauricio G. C. Resende, K. G. Ramakrishnan, Zvi Drezner, Computing Lower Bounds for the Quadratic Assignment Problem with an Interior Point Algorithm for Linear Programming, Operations Research, Vol.

Problems of this type are found in many settings ranging from optimal control to maximum likelihood estimation. The NLP procedure provides a number of algorithms for solving this problem that take ...