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

Mathematical Programming, Series B

Volumn 92, Issue 3, 2002, Pages 393-424

  Armand, Paul ^a   Gilbert, J Charles ^b   Jan Jégou, Sophie ^c  

^a UNIVERSITY OF LIMOGES   (France)

^b INRIA ROCQUENCOURT   (France)

^c UNIVERSITÉ DE TOULOUSE   (France)

Author keywords

Analytic center; BFGS quasi Newton approximations; Constrained optimization; Convex programming; Infeasible iterates; Interior point algorithm; Line search; Primal dual method; Shift and slack variables; Superlinear convergence

Indexed keywords

CONSTRAINT THEORY; CONVERGENCE OF NUMERICAL METHODS; MATHEMATICAL PROGRAMMING; OPTIMIZATION; PROBLEM SOLVING;

ANALYTIC CENTER; BFGS QUASI-NEWTON APPROXIMATIONS; CONSTRAINED OPTIMIZATION; CONVEX PROGRAMMING; INFEASIBLE ITERATES; INTERIOR POINT ALGORITHM; LINE-SEARCH; PRIMAL-DUAL METHOD; SHIFT AND SLACK VARIABLES; SUPERLINEAR CONVERGENCE;

ALGORITHMS;

EID: 0141552712     PISSN: 00255610     EISSN: None     Source Type: Journal    
DOI: 10.1007/s101070100283     Document Type: Article

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