A Feasible BFGS Interior Point Algorithm for Solving ...

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HAL Id: inria-00073185 https://hal.inria.fr/inria-00073185 Submitted on 24 May 2006 HAL is a multi-disciplinary open access archive for the deposit and dissemination of sci- entific research documents, whether they are pub- lished or not. The documents may come from teaching and research institutions in France or abroad, or from public or private research centers. L’archive ouverte pluridisciplinaire HAL, est destinée au dépôt et à la diffusion de documents scientifiques de niveau recherche, publiés ou non, émanant des établissements d’enseignement et de recherche français ou étrangers, des laboratoires publics ou privés. A Feasible BFGS Interior Point Algorithm for Solving Strongly Convex Minimization Problems Paul Armand, Jean Charles Gilbert, Sophie Jan-Jégou To cite this version: Paul Armand, Jean Charles Gilbert, Sophie Jan-Jégou. A Feasible BFGS Interior Point Algorithm for Solving Strongly Convex Minimization Problems. [Research Report] RR-3500, INRIA. 1998. inria- 00073185

Transcript of A Feasible BFGS Interior Point Algorithm for Solving ...

Page 1: A Feasible BFGS Interior Point Algorithm for Solving ...

HAL Id: inria-00073185https://hal.inria.fr/inria-00073185

Submitted on 24 May 2006

HAL is a multi-disciplinary open accessarchive for the deposit and dissemination of sci-entific research documents, whether they are pub-lished or not. The documents may come fromteaching and research institutions in France orabroad, or from public or private research centers.

L’archive ouverte pluridisciplinaire HAL, estdestinée au dépôt et à la diffusion de documentsscientifiques de niveau recherche, publiés ou non,émanant des établissements d’enseignement et derecherche français ou étrangers, des laboratoirespublics ou privés.

A Feasible BFGS Interior Point Algorithm for SolvingStrongly Convex Minimization ProblemsPaul Armand, Jean Charles Gilbert, Sophie Jan-Jégou

To cite this version:Paul Armand, Jean Charles Gilbert, Sophie Jan-Jégou. A Feasible BFGS Interior Point Algorithm forSolving Strongly Convex Minimization Problems. [Research Report] RR-3500, INRIA. 1998. �inria-00073185�

Page 2: A Feasible BFGS Interior Point Algorithm for Solving ...

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INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE

A feasible BFGS interior point algorithm forsolving strongly convex minimization problems

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15 septembre 1998

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Page 21: A Feasible BFGS Interior Point Algorithm for Solving ...

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Page 32: A Feasible BFGS Interior Point Algorithm for Solving ...

Unit e de recherche INRIA Lorraine, Technopole de Nancy-Brabois, Campus scientifique,615 rue du Jardin Botanique, BP 101, 54600 VILLERS LES NANCY

Unit e de recherche INRIA Rennes, Irisa, Campus universitaire de Beaulieu, 35042 RENNES CedexUnit e de recherche INRIA Rhone-Alpes, 655, avenue de l’Europe, 38330 MONTBONNOT ST MARTIN

Unit e de recherche INRIA Rocquencourt, Domaine de Voluceau, Rocquencourt, BP 105, 78153 LE CHESNAY CedexUnit e de recherche INRIA Sophia-Antipolis, 2004 route des Lucioles, BP 93, 06902 SOPHIA-ANTIPOLIS Cedex

EditeurINRIA, Domaine de Voluceau, Rocquencourt, BP 105, 78153 LE CHESNAY Cedex (France)��������� ������ �������� �� ���

ISSN 0249-6399