Oliver Hinder, University of Pittsburgh, Practical Primal-Dual Hybrid Gradient for Large-Scale Linear Programming using Restarts and Other Enhancements
ZoomTraditionally, linear programming (LP) is solved using Simplex or Interior Point Method whose core computational operation is factorization. Recently, there has been a push in the optimization community towards developing methods whose core computational operation is instead matrix-vector multiplications. Compared with factorization, matrix-vector multiplications are less likely to run out of memory on large-scale problems…