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In these notes, an extension of the subgradient method is presented in Section 8 (page 30). The method is described so quickly and neither convergence analysis (compared to classical subgradient for example) nor related references are discussed.

I would like to know more about these and googled but did not find anything.

I saw in the References a paper of Nesterov titled "Primal-dual subgradient methods for convex problems", however, this does not seem to be the same method.

Thank you for any suggestions.

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That's not a paper; that's notes from a class. And it looks like [BPV97] is the reference they rely upon. (See the top of page 31.) –  Michael Grant Jun 30 at 17:28
    
@MichaelGrant: oh yes, I abused the word "paper", thanks for pointing that out. I had read (quickly) [BPV97] before asking and thought that the reference was for0 the definition (or things related to) the Uzawa iteration only. But you might be right, I will read that paper more in depth to see. –  Nesbit Jul 2 at 13:41

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