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Primal-Dual Methods

In: Linear and Nonlinear Programming

Author

Listed:
  • David G. Luenberger

    (Stanford University)

  • Yinyu Ye

    (Stanford University)

Abstract

This chapter discusses methods that work simultaneously with primal and dual variables, in essence seeking to satisfy the first-order necessary conditions for optimality. The methods employ many of the concepts used in earlier chapters, including those related to active set methods, various first and second order methods, penalty methods, and barrier methods. Indeed, a study of this chapter is in a sense a review and extension of what has been presented earlier.

Suggested Citation

  • David G. Luenberger & Yinyu Ye, 2016. "Primal-Dual Methods," International Series in Operations Research & Management Science, in: Linear and Nonlinear Programming, edition 4, chapter 0, pages 467-494, Springer.
    • Handle: RePEc:spr:isochp:978-3-319-18842-3_15
    DOI: 10.1007/978-3-319-18842-3_15
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