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math.OC2026
A Barrier Primal Dual Hybrid Gradient Method for Solving Linear Programming Problems
Yingxin Zhou, Stefano Cipolla, Phan T. Vuong
Primal Dual Hybrid Gradient (PDHG) method has been verified to exhibit a two stage convergence behavior, in which a prolonged active set identification phase may be a major issue o…
math.OC2026
A single loop method for quadratic minmax optimization
Stefano Cipolla, Oliver Stein, Alain Zemkoho
We consider a quadratic minmax problem with coupled inner constraints and propose a method to compute a class of stationary points. To motivate the need to compute such stationary…