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A Filter Active-set Trust-region Method

By Michael P. Friedl, Nick I. M. Gould, Sven Leyffer and Todd S. Munson

Abstract

2.1 Sequential Linear-Quadratic Programming Methods.............. 3 2.2 Difficulties with the LP/TR Step Computation................

Year: 2007
OAI identifier: oai:CiteSeerX.psu:10.1.1.498.4495
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