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MR2062934 (2004m:90218) 90C51 (65K05 90C29 90C30)
Ulbrich, Michael; Ulbrich, Stefan; Vicente, Luís N. A globally convergent primal-dual interior-point filter method for nonlinear programming. Math. Program. 100 (2004), no. 2, Ser. A, 379–410.
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