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Line search filter methods for nonlinear programming: motivation and global convergence. (English) Zbl 1114.90128

MSC:
90C30 Nonlinear programming
49M37 Numerical methods based on nonlinear programming
65K05 Numerical mathematical programming methods
90C51 Interior-point methods
90C55 Methods of successive quadratic programming type
Software:
ipfilter; Ipopt
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