Academy of Mathematics and Systems Science, CAS Colloquia & Seminars
Speaker:
Prof. Hongchao Zhang, Louisiana State University
Inviter:
袁亚湘
Title:
PASA: An efficient software for optimization with polyhedral constraints
Time & Venue:
2017.6.13 15:30-16:30 Z311
Abstract:
In this talk, we introduce the software PASA, which is developed for solving nonlinear optimization whose feasible set is a polyhedron. The algorithm behind this software has two phases. Phase one of the algorithm is the gradient projection method, while phase two is any algorithm for solving a linearly constrained optimization. Asymptotically, PASA performs only phase two when either a nondegeneracy assumption holds, or the active constraints are linearly independent and a strong second-order sufficient optimality condition holds. Preliminary numerical experiments compared with IPOPT will be also discussed.