A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems

DOI10.1137/S1052623498344720zbMath0990.90092OpenAlexW2066710237MaRDI QIDQ2706324

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

Publication date: 19 March 2001

Published in: SIAM Journal on Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s1052623498344720

zbMATH Keywords

constrained optimizationprimal-dual methodconvex programminganalytic centersuperlinear convergenceline-searchinterior point algorithmBFGS quasi-Newton approximations

Mathematics Subject Classification ID

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

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Uses Software

• L-BFGS