Encyclopedia of Operations Research and Management Science

2013 Edition
| Editors: Saul I. Gass, Michael C. Fu

Primal-Dual Algorithm

Reference work entry
DOI: https://doi.org/10.1007/978-1-4419-1153-7_200633

An adaptation of the simplex method that starts with a solution to the dual problem and systematically solves a restricted portion of the primal problem while improving the solution to the dual. At each step, a new restricted primal is defined and the process continues until solutions to the original primal and dual problems are obtained.

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© Springer Science+Business Media New York 2013