A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach - Gilbert, J. Charles; Armand, Paul; Jan-J gou, Sophie (Mathematical programming, 2002)
Keywords: Algorithms; Applied sciences; Convex analysis; Exact sciences and technology; Feasibility; Flows in networks. Combinatorial problems; Mathematical programming; Mathematics; Operational research and scientific management; Operational research. Management science; Optimization; Optimization and Control; Primal dual method; Interior point method; Problem solving; Minimization; Feasibility; Convex function; Newton method; Convex programming; Algorithm analysis; Constrained optimization; Mathematical programming; shift and slack variables; convex programming; superlinear convergence; interior point algorithm; primal-dual method; line-search; constrained optimization; BFGS quasi-Newton approximations; analytic center; infeasible iterates