Algorithm 1035: A Gradient-based Implementation of the Polyhedral Active Set Algorithm

被引：2
|
作者：
Hager, William W. [1 ]
Zhang, Hongchao [2 ]
机构：
[1] Univ Florida, Dept Math, POB 118105, Gainesville, FL 32611 USA
[2] Louisiana State Univ, Dept Math, 303 Lockett Hall, Baton Rouge, LA 70803 USA
来源：
ACM TRANSACTIONS ON MATHEMATICAL SOFTWARE | 2023年 / 49卷 / 02期
基金：
美国国家科学基金会;
关键词：
Nonlinear optimization; polyhedral-constrained optimization; active set method; gradient projection method; projection on polyhedron; conjugate gradient method; PASA; PPROJ; CG_DESCENT; NAPHEAP; INTERIOR-POINT ALGORITHM; GLOBAL CONVERGENCE; OPTIMIZATION; DESCENT;
D O I：
10.1145/3583559
中图分类号：
TP31 [计算机软件];
学科分类号：
081202 ; 0835 ;
摘要：
The Polyhedral Active Set Algorithm (PASA) is designed to optimize a general nonlinear function over a polyhedron. Phase one of the algorithm is a nonmonotone gradient projection algorithm, while phase two is an active set algorithm that explores faces of the constraint polyhedron. A gradient-based implementation is presented, where a projected version of the conjugate gradient algorithm is employed in phase two. Asymptotically, only phase two is performed. Comparisons are given with IPOPT using polyhedral-constrained problems from CUTEst and the Maros/Meszaros quadratic programming test set.
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页数：13
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