Title: Linear Programming with Frank-Wolfe

Abstract: We present a first-order primal-dual algorithm called FWLP for
solving saddle point formulations of linear programs. We argue FWLP is of
interest as a solver of large-scale linear programs because only part of the
constraint matrix is needed at each iteration. No convergence guarantees
exist yet for FWLP, but we outline our efforts thus far.