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Computational Guarantees for Restarted PDHG for LP based on "Limiting Error Ratios" and LP Sharpness

By Zikai Xiong and Robert Michael Freund
In recent years, there has been growing interest in solving linear optimization problems - or more simply "LP" - using first-order methods. The restarted primal-dual hybrid gradient method (PDHG) - together with some heuristic techniques - has emerged as a powerful tool for solving huge-scale LPs. However, the theoretical understanding... Show more
April 29, 2024
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Computational Guarantees for Restarted PDHG for LP based on "Limiting Error Ratios" and LP Sharpness
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