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On the implementation of an interior-point filter line-search algorithm for large-scale nonlinear programming

Numerical AnalysisMathematical ProgrammingLarge-scale Global OptimizationEngineeringContinuous OptimizationNonlinear ProgrammingComputer EngineeringLarge-scale Nonlinear ProgrammingNonlinear OptimizationLinear ProgrammingComputational GeometryApproximation TheoryOperations Research