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, 2016, pp 467-494 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: 2016
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DOI: 10.1007/978-3-319-18842-3_15

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