Primal–Dual Methods

David G. Luenberger and Yinyu Ye
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David G. Luenberger: Stanford University
Yinyu Ye: Stanford University

Chapter Chapter 15 in Linear and Nonlinear Programming, 2021, pp 525-558 from Springer

Abstract: 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.

Date: 2021
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DOI: 10.1007/978-3-030-85450-8_15

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