Worst-case analysis of restarted primal-dual hybrid gradient on totally unimodular linear programs
Optimization and Control
2024-12-31 v3
Abstract
We analyze restarted PDHG on totally unimodular linear programs. In particular, we show that restarted PDHG finds an -optimal solution in matrix-vector multiplies where is the number of constraints, the number of variables, is the number of nonzeros in the constraint matrix, is the largest absolute coefficient in the right hand side or objective vector, and is the distance to optimality of the outputted solution.
Keywords
Cite
@article{arxiv.2309.03988,
title = {Worst-case analysis of restarted primal-dual hybrid gradient on totally unimodular linear programs},
author = {Oliver Hinder},
journal= {arXiv preprint arXiv:2309.03988},
year = {2024}
}
Comments
10 pages. Fixed a typo in Table 1 caption