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math.OC2022
A mechanism of three-dimensional quadratic termination for the gradient method with applications
Yakui Huang, Yu-Hong Dai, Xin-Wei Liu
Recent studies show that the two-dimensional quadratic termination property has great potential in improving performance of the gradient method. However, it is not clear whether hi…
math.OC2022
A primal-dual majorization-minimization method for large-scale linear programs
Xin-Wei Liu, Yu-Hong Dai, Ya-Kui Huang
We present a primal-dual majorization-minimization method for solving large-scale linear programs. A smooth barrier augmented Lagrangian (SBAL) function with strict convexity for t…