A Feasible BFGS Interior Point Algorithm for Solving Convex Minimization Problems

Abstract. We propose a BFGS primal-dual interior point method for minimizing a convex function on a convex set defined by equality and inequality constraints. The algorithm generates feasible iterates and consists in computing approximate solutions of the optimality conditions perturbed by a sequence of positive parameters

• Type: Journal
• Year: 2000
• Where: SIAMJO
• Authors: Paul Armand, Jean Charles Gilbert, Sophie Jan-Jégou
• Keywords: Analytic Center, Convex Function, Primal-dual Interior Point, SIAMJO 2000