DSPDHG extends PDHG and SPDHG with doubly stochastic block updates and proves O(1/K) ergodic convergence for the expected restricted primal-dual gap plus linear convergence for a restarted variant under quadratic growth.
Restarted primal-dual hybrid conjugate gradient method for large-scale quadratic programming
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D-PDLP is the first distributed multi-GPU framework for PDLP that uses 2D grid partitioning of the constraint matrix plus nonzero-aware and random-permutation strategies to scale PDHG iterations with low overhead and full FP64 accuracy.
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On the convergence of doubly stochastic Primal-Dual Hybrid Gradient Method
DSPDHG extends PDHG and SPDHG with doubly stochastic block updates and proves O(1/K) ergodic convergence for the expected restricted primal-dual gap plus linear convergence for a restarted variant under quadratic growth.
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D-PDLP: Scaling PDLP to Distributed Multi-GPU Systems
D-PDLP is the first distributed multi-GPU framework for PDLP that uses 2D grid partitioning of the constraint matrix plus nonzero-aware and random-permutation strategies to scale PDHG iterations with low overhead and full FP64 accuracy.
- Accessible Complexity Bounds for Restarted PDHG on Linear Programs with a Unique Optimizer