Augmented Lagrangian methods for transport optimization, mean field games and degenerate elliptic equations

DOI10.1007/s10957-015-0725-9zbMath1326.49074OpenAlexW2032323564MaRDI QIDQ887112

Jean-David Benamou, Guillaume Carlier

Publication date: 28 October 2015

Published in: Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL: https://hal.inria.fr/hal-01073143

zbMATH Keywords

optimal transport augmented Lagrangian methods mean field games Monge problem degenerate elliptic PDEs finite-element discretization

Mathematics Subject Classification ID

Variational problems in a geometric measure-theoretic setting (49Q20) Degenerate elliptic equations (35J70) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60) Discrete approximations in optimal control (49M25)

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