Linear programming by first-order methods | Miles Lubin | JuliaCon2021

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This talk was given as part of JuliaCon2021.

Abstract:
We present PDLP, a practical first-order method for linear programming (LP) that can solve to the high levels of accuracy that are expected in traditional LP applications. In addition, it can scale to very large problems because its core operation is matrix-vector multiplications.

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