GPU-Accelerated Conic Quadratic Programming with Local Linear Convergence under Strict Complementarity
We present PDHCG-CQP, a GPU-accelerated first-order solver for large-scale conic convex quadratic programming. PDHCG-CQP supports affine constraints and Cartesian products of nonnegative, second-order, rotated second-order, exponential, and three-dimensional power cones. At its core is a restarted averaged primal-dual...