Augmented Lagrangian Methods for Transport Optimization, Mean Field Games and Degenerate Elliptic Equations

Author:

Benamou Jean-David,Carlier Guillaume

Publisher

Springer Science and Business Media LLC

Subject

Applied Mathematics,Management Science and Operations Research,Control and Optimization

Reference31 articles.

1. Villani, C.: Topics in Optimal Transportation. AMS Bookstore, Providence (2003)

2. Villani, C.: Optimal Transport: Old and New. Springer, Berlin (2009)

3. Brenier, Y.: Polar factorization and monotone rearrangement of vector-valued functions. Commun. Pure Appl. Math. 44(4), 375–417 (1991)

4. Benamou, J.-D., Brenier, Y.: A computational fluid mechanics solution to the Monge–Kantorovich mass transfer problem. Numer. Math. 84(3), 375–393 (2000)

5. Fortin, M., Glowinski, R.: Augmented Lagrangian methods, volume 15 of Studies in Mathematics and its Applications. North-Holland Publishing Co., Amsterdam (1983). Applications to the numerical solution of boundary value problems. Translated from the French by B. Hunt and D.C. Spicer

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