Preconditioning would only apply to approaches like interior point methods, wher... | Hacker News

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		pkhuong on Sept 21, 2024 \| parent \| context \| favorite \| on: Scaling up linear programming with PDLP Preconditioning would only apply to approaches like interior point methods, where the condition number quickly approaches infinity.

pkhuong on Sept 25, 2024 | [–]

I forgot some first-order methods also solve a projection problem, and I believe I've seen some work on preconditioning there.

bee_rider on Sept 21, 2024 | [–]

I wonder if they put any matrices in the suitesparse collection, or anything like that. It would be a nice fun weekend project to just play around with them.

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