On the geometry and refined rate of primal–dual hybrid gradient for linear programming
We study the convergence behaviors of primal–dual hybrid gradient (PDHG) for solving linear programming (LP). PDHG is the base algorithm of a new general-purpose first-order method LP solver, PDLP, which aims to scale up LP by taking advantage of modern computing architectures. Despite its numerical...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer Science and Business Media LLC
2024
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| Online Access: | https://hdl.handle.net/1721.1/155731 |