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.