Robert M. Freund

Level-Set Geometry and the Theoretical Performance of PDHG for Conic Linear Optimization

We consider solving (convex) conic linear optimization problems, at the scale where matrix-factorization-free methods are attractive or necessary. The restarted primal-dual hybrid gradient method (rPDHG) -- with heuristic enhancements and GPU implementation -- has been very successful in solving huge-scale linear optim...