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Add linear program solver based on the restarted Halpern primal-dual hybrid gradient (rHPDHG) algorithm. #1154

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Add linear program solver based on the restarted Halpern primal-dual hybrid gradient (rHPDHG) algorithm. #1154

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carlosgmartin
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Reference:

See also https://github.com/MIT-Lu-Lab/MPAX.

@carlosgmartin carlosgmartin force-pushed the linprog branch 2 times, most recently from d080f09 to 8638ca6 Compare December 11, 2024 01:12
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vroulet commented Apr 11, 2025

Thank you again @carlosgmartin
Why not adding this algorithm to mpax?
Optax is more oriented deep learning, you would have much less visibility here than in mpax I think.

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@carlosgmartin @vroulet