论文标题
多面体活动集算法的基于梯度的实现
A Gradient-Based Implementation of the Polyhedral Active Set Algorithm
论文作者
论文摘要
多面体活动集算法（PASA）旨在优化多面体上的一般非线性函数。该算法的第一阶段是一种非单身梯度投影算法，而第二阶段是一种活跃的集合算法，它探讨了约束多面体的面孔。提出了基于梯度的实现，其中使用了第二阶段的共轭梯度算法。渐近地，仅执行第二阶段。使用来自Cutest和Maros/Meszaros二次编程测试集的多面体约束问题进行比较。
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.
