High-Probability Polynomial-Time Complexity of Restarted PDHG for Linear Programming
The restarted primal-dual hybrid gradient method (rPDHG) is a first-order method that has recently received significant attention for its computational effectiveness in solving linear program (LP) problems. Despite its impressive practical performance, the theoretical iteration bounds for rPDHG can be exponentially poor. To shrink this gap between theory and practice, we show that rPDHG achieves … Read more