An active set algorithm for nonlinear optimization with polyhedral constraints

被引：0
|
作者：
HAGER William W. [1 ]
ZHANG Hongchao [2 ]
机构：
[1] Department of Mathematics, University of Florida
[2] Department of Mathematics, Louisiana State University
来源：
Science China Mathematics | 2016年 / 59卷 / 08期
基金：
美国国家科学基金会; 中国国家自然科学基金;
关键词：
polyhedral constrained optimization; active set algorithm; PASA; gradient projection algorithm; local and global convergence;
D O I：
暂无
中图分类号：
O224 [最优化的数学理论];
学科分类号：
070105 ; 1201 ;
摘要：
A polyhedral active set algorithm PASA is developed for solving a nonlinear optimization problem whose feasible set is a polyhedron. Phase one of the algorithm is the gradient projection method, while phase two is any algorithm for solving a linearly constrained optimization problem. Rules are provided for branching between the two phases. Global convergence to a stationary point is established, while asymptotically PASA performs only phase two when either a nondegeneracy assumption holds, or the active constraints are linearly independent and a strong second-order sufficient optimality condition holds.
引用
收藏
页码：1525 / 1542
页数：18
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