HAL Id: inria-00072546
https://hal.inria.fr/inria-00072546
Submitted on 24 May 2006
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A BFGS-IP Algorithm for Solving Strongly Convex Optimization Problems with Feasibility Enforced by an
Exact Penalty Approach
Jean Charles Gilbert, Sophie Jan, Paul Armand
To cite this version:
Jean Charles Gilbert, Sophie Jan, Paul Armand. A BFGS-IP Algorithm for Solving Strongly Convex Optimization Problems with Feasibility Enforced by an Exact Penalty Approach. [Research Report]
RR-4087, INRIA. 2000. �inria-00072546�
ISRN INRIA/RR--4087--FR+ENG
a p p o r t
d e r e c h e r c h e
THÈME 4
INSTITUT NATIONAL DE RECHERCHE EN INFORMATIQUE ET EN AUTOMATIQUE
A BFGS-IP algorithm for solving strongly convex optimization problems with feasibility enforced by an
exact penalty approach
Paul — Jean Charles
— Sophie
N° 4087
28 décembre 2000
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