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

In recent years, there has been growing interest in solving linear optimization problems – or more simply “LP” – using first-order methods in order to avoid the costly matrix factorizations of traditional methods for huge-scale LP instances. The restarted primal-dual hybrid gradient method (PDHG) – together with some heuristic techniques – has emerged as a … Read more

On the Relation Between LP Sharpness and Limiting Error Ratio and Complexity Implications for Restarted PDHG

There has been a recent surge in development of first-order methods (FOMs) for solving huge-scale linear programming (LP) problems. The attractiveness of FOMs for LP stems in part from the fact that they avoid costly matrix factorization computation. However, the efficiency of FOMs is significantly influenced – both in theory and in practice – by … Read more

Efficient Use of Quantum Linear System Algorithms in Interior Point Methods for Linear Optimization

Quantum computing has attracted significant interest in the optimization community because it potentially can solve classes of optimization problems faster than conventional supercomputers. Several researchers proposed quantum computing methods, especially Quantum Interior Point Methods (QIPMs), to solve convex optimization problems, such as Linear Optimization, Semidefinite Optimization, and Second-order Cone Optimization problems. Most of them have … Read more