This letter investigates transmit optimization in multi-user multi-input multi-output (MIMO) wiretap channels. In particular, we address the transmit covariance optimization for an artificial-noise (AN)-aided secrecy rate maximization (SRM) when subject to individual harvested energy and average transmit power. Owing to the inefficiency of the conventional interior-point solvers in handling our formulated SRM problem, a custom-designed algorithm based on penalty function (PF) and projected gradient (PG) is proposed, which results in semi-closed form solutions. The proposed algorithm achieves about two orders of magnitude reduction of running time with nearly the same performance comparing to the existing interior-point solvers. In addition, the proposed algorithm can be extended to other power-limited transmit design problems. Simulation results demonstrate the excellent performance and high efficiency of the algorithm.