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We consider the problem P of minimizing g0(u) subject to the terminal equality constraint g(u)= 0. At any (possibly non-feasible) point u ¿ L¿ r[0,1], the alogorithm determines a search direction s(u) by solving a linearization of P at u, and a step length ¿(u) by approximately minimizing an exact penalty function ¿(u+¿s(u), c) with respect to ¿ using an(More)
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