Yogic approach to pain enables the patient to differentiate the pain itself versus mental picture created. The consequent emotional reactions activate the sympathetic nervous system, making matters worse.
Pranayama quickly relaxes the nervous system, shifting the balance from the fight-or-flight sympathetic side to the more restorative parasympathetic division. Simple slowing the breath, lengthening the exhalation relative to the inhalation, and pausing briefly after the exhalation, all tend to shift the balance to the parasympathetic side. 
Meditation reduces the transmission of pain signals from the thalamus to the higher centers, reducing pain perception. It also increases the production of endogenous endorphins.
Pranayama breaks the vicious cycle of stress and reduced pain threshold and reduces reactive oxygen species.
Asanas help by rectifying the poor anatomical alignments and dysfunctional movement patterns and engage the unused muscles and relax the overused ones, the bones also realign relieving the joint stress and soft tissues.
Regular asana practice improves sleep and breaks another vicious cycle of poor sleep and chronic fatigue; a major contributor to chronic pain.
Several studies for generations on sounds and their effects on the body & mind have shown that chanting different sounds at different pitches & intensities has beneficial effects: stressing the role of good pronunciation. Different sounds resonate maximally in different areas of the body, and this was explicitly considered in chanting Sanskrit mantras; which connects to the different areas of the body.
These techniques can be done almost anywhere as an adjuvant to various analgesic therapies, for synergistic effect.
Chronic and cancer pain is a human malady. Yoga and pranayama are ancient Indian methods to alleviate several disease processes by acting at cellular oxidative process. Recently there has been considerable global interest in these simple and inexpensive techniques. These adjuvants shall be of immense benefit to the suffering humanity.

YOGA & PRANAYAMA: A VEDIC PERSPECTIVE IN PAIN MANAGEMENT