This paper,which bases on a modified BFGS update formula proposed by Li and Fukushima(2001),we propose a modified BFGS method for solving constrained optimization problems.
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- 将Li-Fukushima(2001)提出的求解无约束最优化问题的BFGS公式应用于求解约束最优化问题的序列二次规划算法.