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I've recently heard of Primal-Dual algorithms and I was wondering if someone could give me an intuitive explanation of it. I searched online, but did not find an intuitive explanation. I'd be glad if you could point me to sources that give an overview. I am just trying to get a sense in general.

Thank you in advance

EDIT : I am mainly interested in primal dual algorithms to solve linearly constrained optimization problems with a convex objective function.

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The term "primal-dual algorithm" is pretty broad. I believe this includes any algorithm that simultaneously solves for both the primal optimal variables and the dual optimal variables. Can you say a little more about what kind of algorithm you're thinking of? –  littleO Oct 5 '12 at 1:35
    
I just updated my post, thanks. –  Roark Oct 5 '12 at 13:34
    
The following may be helpful www.cs.ubc.ca/~pcarbo/lp.pdf‎ –  Digital Gal Jul 23 '13 at 5:22
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