A quasi-Newton penalty barrier method for convex minimization problems

DOI10.1023/A:1025589804531zbMath1053.90106OpenAlexW1538398050MaRDI QIDQ1410237

Paul Armand

Publication date: 14 October 2003

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1025589804531

zbMATH Keywords

constrained optimizationprimal-dual methodconvex programminginterior point methodquasi-Newton methodline searchBFGS algorithm

Mathematics Subject Classification ID

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

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