Sparse Linear Programming via Primal and Dual Augmented Coordinate Descent

Ian En-Hsu Yen, Kai Zhong, Cho-Jui Hsieh, Pradeep K. Ravikumar, Inderjit S. Dhillon

Neural Information Processing Systems 

Over the past decades, Linear Programming (LP) has been widely used in different areas and considered as one of the mature technologies in numerical optimization. However, the complexity offered by state-of-the-art algorithms (i.e.

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