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H-PDLP: GPU-Accelerated Linear Programming via Generalized PDHG and Homogeneous Self-Dual Embedding
GPU-based first-order methods are emerging as an approach for solving large-scale linear programming (LP) problems. We present H-PDLP, a GPU first-order LP solver based on a generalized primal-dual hybrid gradient (PDHG) method for a homogeneous self-dual embedding of the LP, and study its numerical
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