  In this paper, we propose an inexact perturbed path-following algorithm in
the framework of Lagrangian dual decomposition for solving large-scale
structured convex optimization problems. Unlike the exact versions considered
in literature, we allow one to solve the primal problem inexactly up to a given
accuracy. The inexact perturbed algorithm allows to use both approximate
Hessian matrices and approximate gradient vectors to compute Newton-type
directions for the dual problem. The algorithm is divided into two phases. The
first phase computes an initial point which makes use of inexact perturbed
damped Newton-type iterations, while the second one performs the path-following
algorithm with inexact perturbed full-step Newton-type iterations. We analyze
the convergence of both phases and estimate the worst-case complexity. As a
special case, an exact path- following algorithm for Lagrangian relaxation is
derived and its worst-case complexity is estimated. This variant possesses some
differences compared to the previously known methods. Implementation details
are discussed and numerical results are reported.

Optimization and Control