Showing math.OCShow all
2 papers · 1 filter
math.OC2024
A Primal-Dual Frank-Wolfe Algorithm for Linear Programming
Matthew Hough, Stephen A. Vavasis
We present two first-order primal-dual algorithms for solving saddle point formulations of linear programs, namely FWLP (Frank-Wolfe Linear Programming) and FWLP-P. The former iter…
math.OC2023
Accelerated gradient descent: A guaranteed bound for a heuristic restart strategy
Walaa M. Moursi, Viktor Pavlovic, Stephen A. Vavasis
The convergence rate in function value of accelerated gradient descent is optimal, but there are many modifications that have been used to speed up convergence in practi…