Online preconditioning for a GPU LP solver cuts iteration counts by roughly 10-30% on Netlib and MIPLIB benchmarks, with the learning rate tuned per instance.
Practical large-scale linear programming using primal-dual hybrid gradient
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Enhanced PDHG for Linear Programming with Online Preconditioning
Online preconditioning for a GPU LP solver cuts iteration counts by roughly 10-30% on Netlib and MIPLIB benchmarks, with the learning rate tuned per instance.