Algorithm 1035: A Gradient-based Implementation of the Polyhedral Active Set Algorithm
Abstract
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.
Document Details
- Document Type
- Pub Defense Publication
- Publication Date
- Jun 15, 2023
- Source ID
- 10.1145/3583559
Entities
People
- Hongchao Zhang
- William Ward Hager
Organizations
- Louisiana State University
- National Science Foundation
- Office of Naval Research
- University of Florida