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math.OC2023
Computational Guarantees for Restarted PDHG for LP based on "Limiting Error Ratios" and LP Sharpness
Zikai Xiong, Robert Michael Freund
In recent years, there has been growing interest in solving linear optimization problems - or more simply "LP" - using first-order methods in order to avoid the costly matrix facto…
math.OC2023
On the Relation Between LP Sharpness and Limiting Error Ratio and Complexity Implications for Restarted PDHG
Zikai Xiong, Robert M. Freund
There has been a recent surge in development of first-order methods (FOMs) for solving huge-scale linear programming (LP) problems. The attractiveness of FOMs for LP stems in part…