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SNOPT: an SQP algorithm for large-scale constrained optimization. (English) Zbl 1210.90176

MSC:
90C55 Methods of successive quadratic programming type
49J20 Existence theories for optimal control problems involving partial differential equations
49J15 Existence theories for optimal control problems involving ordinary differential equations
49M37 Numerical methods based on nonlinear programming
65F05 Direct numerical methods for linear systems and matrix inversion
65K05 Numerical mathematical programming methods
90C30 Nonlinear programming
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