Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs (Q5320683)

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scientific article; zbMATH DE number 5582040
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Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs
scientific article; zbMATH DE number 5582040

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    Global and Finite Termination of a Two-Phase Augmented Lagrangian Filter Method for General Quadratic Programs (English)
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    22 July 2009
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    large-scale optimization
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    quadratic programming
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    gradient projection
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    active-set methods
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    filter methods
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    augmented Lagrangian
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