Crossover

[gdalle]

• The OG paper: https://pubsonline.informs.org/doi/abs/10.1287/ijoc.3.1.63
• Simplex-based on the CPU (http://arxiv.org/abs/2510.24429, http://arxiv.org/abs/2511.13894)
• PHDG-based, possibly on the GPU (https://arxiv.org/abs/2409.14715)
• Following PDHG with interior points is low-hanging fruit with MadIPM.jl (https://arxiv.org/abs/2603.03150)
• Would probably work better with feasibility polishing PDHG add-ons #1

[klamike]

https://github.com/pizqleh/degenerate-active-set

[charles-vzf]

I’ll review this in more detail soon, let me know if you have any extra thoughts/suggestions to handle this