Augmented Lagrangian and proximal alternating direction methods of multipliers in Hilbert spaces. Applications to games, PDE's and control (Q3630252)

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scientific article; zbMATH DE number 5561279
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    Augmented Lagrangian and proximal alternating direction methods of multipliers in Hilbert spaces. Applications to games, PDE's and control
    scientific article; zbMATH DE number 5561279

      Statements

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      3 June 2009
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      onvex optimization
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      proximal methods
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      augmented Lagrangian
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      alternating directions method
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      multipliers
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      splitting methods
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      weak coupling
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      costs to change
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      potential games
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      best response
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      domain decomposition for PDE's
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      optimal control
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      variational inequalities
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