%0 Journal Article %T A CONSTRAINED VARIABLE METRIC ALGORITHM WITH SECOND ORDER CORRECTIONS
二阶修正的约束变尺度算法 %A LAI YAN-LIAN %A
赖炎连 %J 系统科学与数学 %D 1990 %I %X A linear search technique different from Fukushima's is adopted and the solution of quad-ratic programming is combine with second order corrections,to give a new constrained varia-ble metric algorithm.The global convergence of the algorithm and local superlinear conver-gence rate are proved.The algorithm does not necessarily need to solve two quadraticprogrammeng subproblems at each step.Thus it can save a lot of calculations and avoidthe Maratos effect. %U http://www.alljournals.cn/get_abstract_url.aspx?pcid=6E709DC38FA1D09A4B578DD0906875B5B44D4D294832BB8E&cid=37F46C35E03B4B86&jid=0CD45CC5E994895A7F41A783D4235EC2&aid=3BB74152DB30C0F4D81B883219FB895D&yid=8D39DA2CB9F38FD0&vid=F3090AE9B60B7ED1&iid=38B194292C032A66&sid=CEC789B3C68C3BB3&eid=0DEB7A8A66C33AAD&journal_id=1000-0577&journal_name=系统科学与数学&referenced_num=3&reference_num=0