A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach (Q1849498)
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scientific article; zbMATH DE number 1837122
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| English | A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach |
scientific article; zbMATH DE number 1837122 |
Statements
A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach (English)
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1 December 2002
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analytic center
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BFGS quasi-Newton approximations
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constrained optimization
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infeasible iterates
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interior point algorithm
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line-search
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primal-dual method
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shift and slack variables
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superlinear convergence
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0.8327785134315491
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0.8199673295021057
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0.7742351293563843
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0.760172426700592
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