A Practical Interior-Point Method for Convex Programming

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DOI10.1137/0805008zbMath0827.65066OpenAlexW2022234616MaRDI QIDQ4764313

Michael A. Saunders, Florian Jarre

Publication date: 30 November 1995

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

Full work available at URL: https://doi.org/10.1137/0805008

zbMATH Keywords

numerical results Newton's method interior-point method convex programming logarithmic barrier function self-concordant functions

Mathematics Subject Classification ID

Numerical mathematical programming methods (65K05) Convex programming (90C25) Nonlinear programming (90C30)

Related Items

A globally convergent Lagrangian barrier algorithm for optimization with general inequality constraints and simple bounds ⋮ An interior method for nonconvex semidefinite programs

Uses Software

MINOS

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