An alternative complementarity formulation for primal-dual interior-point methods keeps linear systems spectrally bounded near the solution, enabling stable single-precision solves and differentiation for bilevel and end-to-end learning.
A min-max solution of an inventory problem.Studies in the Mathematical Theory of Inventory and Production, pages 201–209, 1958
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A Differentiable Interior-Point Method in Single Precision
An alternative complementarity formulation for primal-dual interior-point methods keeps linear systems spectrally bounded near the solution, enabling stable single-precision solves and differentiation for bilevel and end-to-end learning.