A primal-dual partial inverse algorithm for constrained monotone inclusions: applications to stochastic programming and mean field games
DOI10.1007/s00245-022-09921-9OpenAlexW4316041204MaRDI QIDQ2682362
Julio Deride, Francisco J. Silva, Sergio López Rivera, Luis M. Briceño-Arias
Publication date: 31 January 2023
Published in: Applied Mathematics and Optimization (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/2007.01983
constrained convex optimizationmean field gamesmonotone operator theorypartial inverse methodprimal-dual splittingconstrained LASSOstochastic arc capacity expansion
Numerical mathematical programming methods (65K05) Convex programming (90C25) Applications of mathematical programming (90C90) Monotone operators and generalizations (47H05) Computational methods for problems pertaining to game theory, economics, and finance (91-08) Numerical methods for variational inequalities and related problems (65K15)
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