11.1 Inequality constrained minimization problems
In this chapter we discuss interior-point methods for solving convex optimization problems that include inequality constraints,
where f0, . . . , fm : Rn → R are convex and twice continuously differentiable, and A ∈ Rp×n with rank A = p n. We assume that the problem is solvable, i.e., an optimal x exists. We denote the optimal value f0(x) as p.
We also ...