Author

Xin Jiang

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Preprint Jul 2026

Local Linear Convergence of the Primal-Dual Hybrid Gradient Method for Semidefinite Programming

It is shown that PDHG converges eventually (R-)linearly whenever the limiting KKT point satisfies either strict complementarity or primal--dual nondegeneracy, and numerical experiments support the theory and identify difficult SDP instances where PDHG struggles to reach high accuracy.

Xin Jiang · 3 citations