In this paper we introduce a primal-dual affine scaling method. The method uses a search-direction obtained by minimizing the duality gap over a linearly transformed conic section. This direction neither coincides with known primal-dual affine scaling directions (Jansen et al., 1993; Monteiro et al., 1990), nor does it fit in the generic primal-dual method (Kojima et al., 1989). The new method ...

The primal-dual method increases the dual variables gradually until some dual constraint becomes tight. Then, the primal variable corresponding to the tight dual constraint is ‘bought’ (or selected), and the process continues till we get a feasible primal solution. Next, we compare the value of the primal solution to the value of the dual solution to get an appropriate approximation factor (or ...

As is well known, Q-superlinear or Q-quadratic convergence of the primal-dual sequence generated by an optimization algorithm does not, in general, imply Q-superlinear convergence of the primal part. Primal convergence, however, is often of particular interest. For the sequential quadratic programming (SQP) algorithm, local primal-dual quadratic convergence can be established under the assumpti...

This paper introduces dual and primal-dual RAMP algorithms for the solution of the capacitated minimum spanning tree problem (CMST). A surrogate constraint relaxation incorporating cutting planes is proposed to explore the dual solution space. In the dual RAMP approach, primal-feasible solutions are obtained by simple tabu searches that project dual solutions onto primal feasible space. A prima...

In this paper we develop several polynomial-time interior-point methods (IPM) for solving nonlinear primal-dual conic optimization problem. We assume that the barriers for the primal and the dual cone are not conjugate. This broken symmetry does not allow to apply the standard primal-dual IPM. However, we show that in this situation it is also possible to develop very efficient optimization met...

Two algebraic structures A and B are called categorically equivalent if there is a functor from the variety generated by A to the variety generated by B, carrying A to B, that is an equivalence of the varieties when viewed as categories. We characterize those algebras categorically equivalent to A when A is an algebra whose set of term operations is as large as possible subject to constraints p...

Primal heuristics are an important component of state-of-the-art codes for mixed integer nonlinear programming (MINLP). In this article we give a compact overview of primal heuristics for MINLP that have been suggested in the literature of recent years. We sketch the fundamental concepts of different classes of heuristics and discuss specific implementations. A brief computational experiment sh...

Recently, some attractive primal-dual algorithms have been proposed for solving a saddle-point problem, with particular applications in the area of total variation (TV) image restoration. This paper focuses on the convergence analysis of existing primal-dual algorithms and shows that the involved parameters of those primal-dual algorithms (including the step sizes) can be significantly enlarged...