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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.
 

 

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