A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach

DOI10.1007/s101070100283zbMath1008.90045OpenAlexW2050663224MaRDI QIDQ1849498

Sophie Jan-Jégou, Paul Armand, Gilbert, Jean Charles

Publication date: 1 December 2002

Published in: Mathematical Programming. Series A. Series B (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/inria-00072546/file/RR-4087.pdf

zbMATH Keywords

constrained optimizationprimal-dual methodanalytic centersuperlinear convergenceline-searchinterior point algorithmBFGS quasi-Newton approximationsinfeasible iteratesshift and slack variables

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Methods of quasi-Newton type (90C53) Interior-point methods (90C51)

Related Items (1)

An Interior-Point $$\boldsymbol{\ell_{1}}$$ -Penalty Method for Nonlinear Optimization

Uses Software

• PLCP
• SQPlab

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