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A nonmonotone filter SQP method: local convergence and numerical results. (English) Zbl 1326.49042

MSC:
49M05 Numerical methods based on necessary conditions
49M15 Newton-type methods
90C55 Methods of successive quadratic programming type
65K05 Numerical mathematical programming methods
65K10 Numerical optimization and variational techniques
90C30 Nonlinear programming
90C26 Nonconvex programming, global optimization
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