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User's Guide for CFSQP Version 2.0: A C Code for Solving (Large Scale) Constrained Nonlinear (Minimax) Optimization Problems, Generating Iterates Satisfying All Inequality Constraints
(1994)
CFSQP is a set of C functions for the minimization of the maximum of a set of smooth objective functions (possibly a single one) subject to general smooth constraints. If the initial guess provided by the user is infeasible ...