I'm reading Boyd's notes on forming the dual problem in order to decompose the primal problem. On page 4, right before the start of the next section, he talks about how given the optimal dual solution, finding the optimal primal solution is non-trivial. At the end, he says "There are also some standard tricks for regularizing the subproblems that work very well in practice."

Does anyone know what he means and how to go about regularizing the subproblems?

  • $\begingroup$ Any progress on this? I have been looking for my copy of Convex Optimization (to read the reference made in the notes). What are you looking for to clarify what Boyd means? $\endgroup$
    – Wesley Dyk
    Aug 6 '20 at 17:17
  • $\begingroup$ Perhaps he is referring to the method of multipliers or ADMM (which both by the way are dual methods regularized using the constraints in the problem). Check out this reference (web.stanford.edu/~boyd/papers/pdf/admm_distr_stats.pdf). I think at the end of chapter 2 (Precursors) you may find some useful information. $\endgroup$
    – batwing
    Oct 22 '20 at 5:44

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