First-Order Methods for Linear Programming

TL;DR

This paper reviews recent advances in first-order methods tailored for large-scale linear programming, highlighting their significance in the evolution of optimization techniques.

Contribution

It offers a comprehensive overview of recent developments in first-order algorithms specifically designed for large-scale linear programming problems.

Findings

First-order methods are effective for large-scale LP.

Recent algorithms improve convergence rates.

These methods expand the applicability of linear programming.

Abstract

Linear programming is the seminal optimization problem that has spawned and grown into today's rich and diverse optimization modeling and algorithmic landscape. This article provides an overview of the recent development of first-order methods for solving large-scale linear programming.