Augmented Lagrangian and proximal alternating direction methods of multipliers in Hilbert spaces. Applications to games, PDE's and control

Pacific Journal of Optimization

Volumn 5, Issue 1, 2009, Pages 17-37

  Attouch, H ^a   Soueycatt, M ^b  

^a UNIVERSITÉ DE MONTPELLIER   (France)

^b Faculté des Sciences   (Netherlands)

Author keywords

Alternating directions method; Augmented Lagrangian; Best response; Convex optimization; Costs to change; Domain decomposition for PDE's; Multipliers; Optimal control; Potential games; Proximal methods; Splitting methods; Variational inequalities; Weak coupling

Indexed keywords

EID: 75249087243     PISSN: 13489151     EISSN: 13498169     Source Type: Journal    
DOI: None     Document Type: Article

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