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SIAMJO
2000

A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems

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A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems
Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generates feasible iterates and consists in computing approximate solutions of the optimality conditions perturbed by a sequence of positive parameters
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea
Added 19 Dec 2010
Updated 19 Dec 2010
Type Journal
Year 2000
Where SIAMJO
Authors Paul Armand, Jean Charles Gilbert, Sophie Jan-Jégou
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