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I am a beginner to optimization, and I am trying to understand the primal-dual algorithm. However, all explanations I have seen so far are very maths-heavy. So it's very difficult to understand the details without having a broader appreciation of what is generally going on.

Can somebody give me an intuitive / wordy / analagous explanation of how the algorithm works, and what it is used for?

Thanks!

Karnivaurus
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  • do you understand the concept of duality and duality gap? the primal-dual algorithm just tries to reduce the duality gap (in a controlled way) – user251257 Sep 14 '15 at 19:30
  • No, I don't....I've tried looking into that, but again it is just full of complicated maths...! – Karnivaurus Sep 14 '15 at 19:32
  • It would be difficult to explain a month worth lecture in a SE post. It would be the best if you start with the duality theory and ask question about it in case you get stuck somewhere. – user251257 Sep 14 '15 at 20:43

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