Reviews: A New Alternating Direction Method for Linear Programming
–Neural Information Processing Systems
This paper develops a novel alternating direction based method for linear programming problems. The paper presents global convergence results, and a linear rate, for their algorithm. As far as I could see, the mathematics appears to be sound, although I did not check thoroughly. Numerical experiments were also presented that support the practical benefits of this new approach; this new algorithm is compared with two other algorithms and the results seem favorable. Note that the authors call their algorithm FADMM - my suggestion is that the authors choose a different acronym because (i) there are several other ADMM variants already called FADMM, and (ii) this is an ADMM for LP so it might be more appropriate to call it something like e.g., LPADMM, which is a more descriptive acronym.
Neural Information Processing Systems
Oct-8-2024, 08:37:32 GMT
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