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The algorithm is expected to\nobtain solutions that are at least as accurate as the\nstate-of-the-art MOSEK interior-point solver (called by\nfunction \"KWDual\" in the 'REBayes' package), and they are\nexpected to arrive at solutions more quickly when the number of\nsamples is large and the number of mixture components is not\ntoo large. This implements the \"mix-SQP\" algorithm, with some\nimprovements, described in Y. Kim, P. Carbonetto, M. Stephens &\nM. 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