Document Type
Article
Publication Date
6-17-2023
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.
Publication Source (Journal or Book title)
ACM Transactions on Mathematical Software
Recommended Citation
Hager, W., & Zhang, H. (2023). Algorithm 1035: A Gradient-based Implementation of the Polyhedral Active Set Algorithm. ACM Transactions on Mathematical Software, 49 (2) https://doi.org/10.1145/3583559