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A globally convergent stabilized SQP method. (English) Zbl 1285.49023

MSC:
49M37 Numerical methods based on nonlinear programming
90C55 Methods of successive quadratic programming type
90C20 Quadratic programming
90C30 Nonlinear programming
65K05 Numerical mathematical programming methods
65F05 Direct numerical methods for linear systems and matrix inversion
Software:
CUTEr; LANCELOT
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