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pkhuong
on Sept 22, 2024
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Scaling up linear programming with PDLP
First order methods like PDLP tend to warm start much better than interior point. I'm confident Applegate (of Concorde fame, and who worked on huge MIPs at Google when I was there) is thinking about integration in MIP solvers.
cschmidt
on Sept 22, 2024
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Cool, that’s just what I was wondering.
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