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