A CONSTRAINED VARIABLE METRIC ALGORITHM WITH SECOND ORDER CORRECTIONS
二阶修正的约束变尺度算法

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.