In this paper, we give a recursive formula for optimal dual barrier functions on homogeneous cones. This is done in a way similar to the primal construction of Güler and Tunçel [1] by means of the dual Siegel cone construction of Rothaus [2]. We use invariance of the primal barrier function with respect to a transitive subgroup of automorphisms and the properties of the duality mapping, which i...

We bring together the theories of duality and dynamic programming. We show that the dual of an additively separable dynamic optimization problem can be recursively decomposed using summaries of past Lagrange multipliers as state variables. Analogous to the Bellman decomposition of the primal problem, we prove equality of values and solution sets for recursive and sequential dual problems. In no...

In this paper, we study methods for generating approximate primal solutions as a by-product of subgradient methods applied to the Lagrangian dual of a primal convex (possibly nondifferentiable) constrained optimization problem. Our work is motivated by constrained primal problems with a favorable dual problem structure that leads to efficient implementation of dual subgradient methods, such as ...

We study the computational complexity certification of inexact gradient augmented Lagrangian methods for solving convex optimization problems with complicated constraints. We solve the augmented Lagrangian dual problem that arises from the relaxation of complicating constraints with gradient and fast gradient methods based on inexact first order information. Moreover, since the exact solution o...

We investigate the First-Order Primal-Dual (FPD) algorithm of Chambolle and Pock [1] in connection with MAP inference for general discrete graphical models. We provide a tight analytical upper bound of the stepsize parameter as a function of the underlying graphical structure (number of states, graph connectivity) and thus insight into the dependency of the convergence rate on the problem struc...

In this paper we present several \infeasible-start" path-following and potential-reduction primal-dual interior-point methods for nonlinear conic problems. These methods try to nd a recession direction of the feasible set of a self-dual homogeneous primal-dual problem. The methods under consideration generate an-solution for an-perturbation of an initial strictly (primal and dual) feasible prob...

In this paper, certain iterative substructuring methods with Lagrange multipliers are considered for elliptic problems in three dimensions. The algorithms belong to the family of dual{ primal FETI methods which have recently been introduced and analyzed successfully for elliptic problems in the plane. The family of algorithms for three dimensions is extended and a full analysis is provided for ...

The degree-constrained minimum spanning tree (DCMST) is relevant in the design of networks. It consists of finding a spanning tree whose nodes do not exceed a given maximum degree and whose total edge length is minimum. We design a primal branch-and-cut algorithm that solves instances of the problem to optimality. Primal methods have not been used extensively in the past, and their performance ...

In this work, we study two first-order primal-dual based algorithms, the Gradient Primal-Dual Algorithm (GPDA) and the Gradient Alternating Direction Method of Multipliers (GADMM), for solving a class of linearly constrained non-convex optimization problems. We show that with random initialization of the primal and dual variables, both algorithms are able to compute second-order stationary solu...

In this paper we present several \infeasible-start" path-following and potential-reduction primal-dual interior-point methods for nonlinear conic problems. These methods try to nd a recession direction of the feasible set of a self-dual homogeneous primal-dual problem. The methods under consideration generate an-solution for an-perturbation of an initial strictly (primal and dual) feasible prob...