In this paper, the Wolfe line search is used to replace the Armijo line search in the BFGS-SQP algorithm, through the same analysis as Chen, the algorithm even has global and q-super-linear convergence.
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- 本文采用Wolfe线性搜索原则来替代该BFGS-SQP算法的Armijo原则,经过类似的分析,同样得到了BFGS-SGP算法的全局收敛性及超线性收敛性。