Augmented Lagrangian and proximal alternating direction methods of multipliers in Hilbert spaces. Applications to games, PDE's and control (PJO)
Volume 5
Number 1
pp. 17-37
Augmented Lagrangian and proximal alternating direction methods of multipliers in Hilbert spaces. Applications to games, PDE's and control
H. Attouch and M. Soueycatt
Key words Mathematices Subject Classification
convex optimization, proximal methods, augmented Lagrangian, alternating directions method, multipliers, splitting methods, weak coupling, costs to change, potential games, best response, domain decomposition for PDE's, optimal control, variational inequalities 65K05, 65K10, 46N10, 49J40, 49M27, 90B50, 90C25
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