2020
Faster Randomized Infeasible Interior Point Methods for Tall/Wide Linear Programs
NeurIPS 2020poster
Linear programming (LP) is used in many machine learning applications, such as $\ell_1$-regularized SVMs, basis pursuit, nonnegative matrix factorization, etc. Interior Point Methods (IPMs) are one of the most popular methods to solve LPs both in theory and in practice. Their underlying complexity…