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3. Optimization with equality and inequality constraints
In this paragraph, we present two classes of algorithms that can solve problems with constraints, such as :
The notations are explained in 1.1
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Optimization with equality and inequality constraints
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Differentiation and optimization codes
ADIC (C) http://www-new.mcs.anl.gov/adic/
ADIFOR (Fortran 77) http://www-unix.mcs.anl.gov/autodiff/ADIFOR/
ADOL-C (C++)...
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