Learned Preconditioning for a Primal-Dual Interior-Point Method
Interior-point methods (IPMs) are among the most widely used algorithms for constrained optimization, yet their Newton-based search directions require costly second-order information and large linear-system solves. Learning to optimize offers cheaper updates learned from data, but the singular behavior of logarithmic b...
A. Madabhushi, Jia-Lin Liu, Min-Xin Zhang
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