Browsing Mathematics (Faculty of) by Author "Hough, Matthew"
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Solving Saddle Point Formulations of Linear Programs with Frank-Wolfe
Hough, Matthew (University of Waterloo, 2023-08-24)The problem of solving a linear program (LP) is ubiquitous in industry, yet in recent years the size of linear programming problems has grown and continues to do so. State-of-the-art LP solvers make use of the Simplex ...