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...

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Detaylı Bibliyografya
Asıl Yazarlar: Lu, Haihao, Yang, Jinwen
Diğer Yazarlar: Sloan School of Management
Materyal Türü: Makale
Dil:English
Baskı/Yayın Bilgisi: Springer Science and Business Media LLC 2024
Online Erişim:https://hdl.handle.net/1721.1/155731