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 polyhedron. Phase one of the algorithm nonmonotone gradient projection algorithm, while phase two an active set that explores faces constraint A gradient-based implementation presented, where projected version conjugate employed in two. Asymptotically, only performed. Comparisons are given with IPOPT using polyhedral constrained problems from CUTEst and Maros/Meszaros quadratic programming test set.