News for hackers. Stuff that matters.

dsfcxv

Re:Scaling up linear programming with PDLP on Saturday September 21, 2024 @03:43PM (#41612201)
hmm... I am reading [1] right now. When looking at their Table 7 and Table 11 in [1], they report comparison results with Gurobi presolve enabled and 1e-8 error. Do I miss anything?

Their performance isn't quite as good as Gurobi's barrier method, but it's still within a reasonable factor, which is impressive.

Re:Scaling up linear programming with PDLP on Saturday September 21, 2024 @02:53PM (#41611877)
Their numerical results with GPUs, compared to Gurobi, are quite impressive [1]. In my opinion (unless I'm missing something), the key benefits of their algorithms lie in the ability to leverage GPUs and the fact that there’s no need to store factorization in memory. However, if the goal is to solve a small problem on a CPU that fits comfortably in memory, there may be no need to use this approach.

[1] https://arxiv.org/pdf/2311.12180