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

Publication date 3 June 2009

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(44)

Convergence of inertial dynamics and proximal algorithms governed by maximally monotone operators
Preconditioned Douglas-Rachford type primal-dual method for solving composite monotone inclusion problems with applications
Fast convergence of dynamical ADMM via time scaling of damped inertial dynamics
Augmented Lagrangian methods for convex matrix optimization problems
Fixing and extending some recent results on the ADMM algorithm
Improved convergence rates and trajectory convergence for primal-dual dynamical systems with vanishing damping
A parallel proximal splitting method for disparity estimation from multicomponent images under illumination variation
Analysis of fully preconditioned alternating direction method of multipliers with relaxation in Hilbert spaces
The proximal alternating minimization algorithm for two-block separable convex optimization problems with linear constraints
A partially inexact proximal alternating direction method of multipliers and its iteration-complexity analysis
On the R-superlinear convergence of the KKT residuals generated by the augmented Lagrangian method for convex composite conic programming
Asymptotic behavior of coupled dynamical systems with multiscale aspects
A proximal point analysis of the preconditioned alternating direction method of multipliers
Regularized Jacobi-type ADMM-methods for a class of separable convex optimization problems in Hilbert spaces
Proximal splitting methods in signal processing
A survey on operator splitting and decomposition of convex programs
A proximal strictly contractive Peaceman-Rachford splitting method for convex programming with applications to imaging
Alternating proximal algorithms with asymptotically vanishing coupling. Application to domain decomposition for PDE's
A unified splitting algorithm for composite monotone inclusions
Alternating proximal algorithms for weakly coupled convex minimization problems. Applications to dynamical games and PDE's
Global convergence of a closed-loop regularized Newton method for solving monotone inclusions in Hilbert spaces
Alternating proximal algorithm with costs-to-move, dual description and application to PDE's
Lagrangian-penalization algorithm for constrained optimization and variational inequalities
Preconditioning the augmented Lagrangian method for instationary mean field games with diffusion
scientific article; zbMATH DE number 7363383 (Why is no real title available?)
Fast convergence of generalized forward-backward algorithms for structured monotone inclusions
ADMM-type methods for generalized Nash equilibrium problems in Hilbert spaces
A Nash game based variational model for joint image intensity correction and registration to deal with varying illumination
An accelerated linearized alternating direction method of multipliers
Application of the alternating direction method of multipliers to control constrained parabolic optimal control problems and beyond
An ordinary differential equation for modeling Halpern fixed-point Algorithm
On convergence rates of proximal alternating direction method of multipliers
Alternating proximal algorithms for linearly constrained variational inequalities: application to domain decomposition for PDE's
Game theory and its applications in imaging and vision
Decompose-then-optimize: a new approach to design domain decomposition methods for optimal control problems
A symmetric Gauss-Seidel based majorized augmented Lagrangian method for generalized Nash equilibrium problems in Hilbert spaces
Convergence analysis of the augmented Lagrangian method for _p-norm cone optimization problems with p 2
Parabolic optimal control problems with combinatorial switching constraints. III: Branch-and-bound algorithm
A relative-error inexact ADMM splitting algorithm for convex optimization with inertial effects
Lagrangian penalization scheme with parallel forward-backward splitting
Pointwise and ergodic convergence rates of a variable metric proximal alternating direction method of multipliers
A strongly convergent primal-dual method for nonoverlapping domain decomposition
Accelerated proximal algorithms with a correction term for monotone inclusions
Asymptotic behavior of dynamical system governed by monotone operators and applications

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