An approximate IPTR framework for linearly constrained optimization uses low-rank projector updates to cut per-iteration cost while preserving feasibility and convergence guarantees, with experiments showing 2.48x speedup.
Karmarkar,A new polynomial-time algorithm for linear programming, Proceedings of the Sixteenth Annual ACM Symposium on Theory of Computing (New York, NY, USA), STOC ’84, p
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Scalable First-Order Interior Point Trust Region Algorithms for Linearly Constrained Optimization
An approximate IPTR framework for linearly constrained optimization uses low-rank projector updates to cut per-iteration cost while preserving feasibility and convergence guarantees, with experiments showing 2.48x speedup.