An augmented Lagrangian-based parallel splitting method for a one-leader-two-follower game

DOI10.3934/JIMO.2016.12.879MaRDI QIDQ898709zbMATHOpenAlexFDO

Authors Xihong Yan

Publication date 18 December 2015

Published in Journal of Industrial and Management Optimization (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3934/jimo.2016.12.879

zbMATH Keywords

convergencevariational inequality problemparallel splitting methodone-leader-two-follower game

Mathematics Subject Classification ID

Pursuit and evasion games (49N75) Variational inequalities (49J40) Decomposition methods (49M27) Numerical methods for variational inequalities and related problems (65K15)

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Cites work

• scientific article; zbMATH DE number 45081 (Why is no real title available?)
• A customized Douglas-Rachford splitting algorithm for separable convex minimization with linear constraints
• A dual algorithm for the solution of nonlinear variational problems via finite element approximation
• A logarithmic-quadratic proximal prediction-correction method for structured monotone variational inequalities
• A new inexact alternating directions method for monotone variational inequalities
• A new parallel splitting descent method for structured variational inequalities
• A proximal-based deomposition method for compositions method for convex minimization problems
• A variable-penalty alternating directions method for convex optimization
• Alternating Projection-Proximal Methods for Convex Programming and Variational Inequalities
• An inexact parallel splitting augmented Lagrangian method for monotone variational inequalities with separable structures
• Application of the alternating direction method of multipliers to separable convex programming problems
• Inexact implicit methods for monotone general variational inequalities
• On the Douglas-Rachford splitting method and the proximal point algorithm for maximal monotone operators
• Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities

Cited in

(5)

• A new parallel splitting augmented Lagrangian-based method for a Stackelberg game
• Parallel splitting augmented Lagrangian methods for monotone structured variational inequalities
• A hybrid splitting method for a class of two-by-two alternative games
• A hybrid splitting method for solving a leader-followers game
• Bilevel optimization: theory, algorithms, applications and a bibliography

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