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MOR
2002
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13 years 11 months ago
An Analytic Center Cutting Plane Method for Semidefinite Feasibility Problems
Semidefinite feasibility problems arise in many areas of operations research. The abstract form of these problems can be described as finding a point in a nonempty bounded convex b...
Jie Sun, Kim-Chuan Toh, Gongyun Zhao
SIAMJO
2000
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13 years 11 months ago
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 generat...
Paul Armand, Jean Charles Gilbert, Sophie Jan-J&ea...