A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an exact penalty approach - Armand, Paul; Gilbert, Jean Charles; Jan, Sophie (Mathematical programming, 2002)
Keywords: Mathematics; Optimization and Control; CONVEX PROGRAMMING; SHIFT AND SLACK VARIABLES; INFEASIBLE ITERATES; SUPERLINEAR CONVERGENCE; LINE-SEARCH; CONSTRAINED OPTIMIZATION; PRIMAL-DUAL METHOD; ANALYTIC CENTER; INTERIOR POINT ALGORITHM; BFGS QUASI-NEWTON APPROXIMATIONS