@report {35269,
	title = {A Primal-Dual Frank-Wolfe Algorithm for Linear Programming},
	year = {2024},
	abstract = {We present two first-order primal-dual algorithms for solving saddle point formulations of linear programs, namely FWLP (Frank-Wolfe Linear Programming) and FWLP-P. The former iteratively applies the Frank-Wolfe algorithm to both the primal and dual of the saddle point formulation of a standard-form LP. The latter is a modification of FWLP in which regularizing perturbations are used in computing the iterates. We show that FWLP-P converges to a primal-dual solution with error\&nbsp;O(1/sqrt(k))\&nbsp;after\&nbsp;k\&nbsp;iterations, while no convergence guarantees are provided for FWLP. We also discuss the advantages of using FWLP and FWLP-P for solving very large LPs. In particular, we argue that only part of the matrix\&nbsp;A\&nbsp;is needed at each iteration, in contrast to other first-order methods.},
	url = {https://arxiv.org/abs/2402.18514},
	author = {Matthew Hough and Stephen Vavasis}
}
