采用WOLFE搜索的BFGS—SQP算法

BFGS-SOP Algorithm with Wolfe Line Search

采用 Ｗｏｌｆｅ线性搜索原则来替代ＢＦＧＳ—ＳＱＰ算法的Ａｒｍｉｊｏ原则，经过类似的分 析，得到了ＢＦＧＳ—ＳＱＰ算法的全局收敛性及超线性收敛性．

The Wolf e linear search is adopted to replace the Armijo linear search in the BFGS-SQP algorithm, through the same analysis, the algorithm even have global and superlinear convergence.