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Oisin Faust

2 accepted papers

2022

Local Linear Convergence of Douglas-Rachford for Linear Programming: a Probabilistic Analysis

ICML 2022spotlight

Douglas-Rachford splitting/ADMM (henceforth DRS) is a very popular algorithm for solving convex optimisation problems to low or moderate accuracy, and in particular for solving large-scale linear programs. Despite recent progress, obtaining highly accurate solutions to linear programs with DRS remai…

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