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A truncated SQP method based on inexact interior-point solutions of subproblems. (English) Zbl 1211.90233

MSC:
90C30 Nonlinear programming
90C33 Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming)
65K05 Numerical mathematical programming methods
90C55 Methods of successive quadratic programming type
Software:
SNOPT; MINOS
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