H. H. Bauschke and P. L. Combettes, Convex Analysis and Monotone Operator Theory in Hilbert Spaces, 2011.
DOI : 10.1007/978-3-319-48311-5

URL : https://hal.archives-ouvertes.fr/hal-01517477

D. P. Bertsekas, Dynamic Programming and Optimal Control, Athena Scientific, vol.1, issue.2, 2000.

S. Boyd, N. Parikh, E. Chu, B. Peleato, and J. Eckstein, Distributed Optimization and Statistical Learning via the Alternating Direction Method of Multipliers, Machine Learning, pp.1-122, 2011.
DOI : 10.1561/2200000016

P. L. Combettes and J. C. Pesquet, Proximal Splitting Methods in Signal Processing, Fixed-Point Algorithms for Inverse Problems in Science and Engineering, pp.185-212, 2011.
DOI : 10.1007/978-1-4419-9569-8_10

URL : https://hal.archives-ouvertes.fr/hal-00643807

A. Dallagi and A. Lenoir, A stochastic zonal decomposition algorithm for network energy management problems, Research Report, p.2013

J. Eckstein and D. P. Bertsekas, On the Douglas???Rachford splitting method and the proximal point algorithm for maximal monotone operators, Mathematical Programming, vol.29, issue.1, pp.293-318, 1992.
DOI : 10.2140/pjm.1970.33.209

M. Fukushima, Application of the alternating direction method of multipliers to separable convex programming problems, Computational Optimization and Applications, vol.29, issue.1, pp.93-112, 1992.
DOI : 10.1137/0329006

D. Gabay, Applications of the method of multipliers to variational inequalities, Studies in Mathematics and its Applications 15, 1983.

R. Glowinski and P. L. Tallec, Augmented Lagrangian and Operator-Splitting Methods in Nonlinear Mechanics. SIAM Philadelphia, 1989.

J. Koko, Uzawa block relaxation method for the unilateral contact problem, Journal of Computational and Applied Mathematics, vol.235, issue.8, pp.2343-2356, 2011.
DOI : 10.1016/j.cam.2010.10.032

J. Koko and S. Jehan-besson, An Augmented Lagrangian Method for TV g +L 1-norm Minimization, Journal of Mathematical Imaging and Vision, vol.9, issue.11, pp.182-196, 2010.
DOI : 10.1007/978-3-662-03939-7

A. Lenoir and P. Mahey, A survey on operator splitting and decomposition of convex programs, RAIRO - Operations Research, vol.134, issue.1, pp.17-41, 2017.
DOI : 10.1137/130910774

P. L. Lions and B. Mercier, Splitting Algorithms for the Sum of Two Nonlinear Operators, SIAM Journal on Numerical Analysis, vol.16, issue.6, pp.964-979, 1979.
DOI : 10.1137/0716071

M. Fortin and R. Glowinski, Augmented Lagrangian Methods: Application to the Numerical Solution of Boundary-Value Problems, 1983.

P. Mahey, S. Oualibouch, and D. T. Pham, Proximal Decomposition on the Graph of a Maximal Monotone Operator, SIAM Journal on Optimization, vol.5, issue.2, pp.454-466, 1995.
DOI : 10.1137/0805023

URL : https://hal.archives-ouvertes.fr/hal-01644645

A. Ouorou, P. Mahey, and J. P. Vial, A Survey of Algorithms for Convex Multicommodity Flow Problems, Management Science, vol.46, issue.1, pp.126-147, 2000.
DOI : 10.1287/mnsc.46.1.126.15132

M. V. Pereira and L. M. Pinto, Multi-stage stochastic optimization applied to energy planning, Mathematical Programming, vol.4, issue.1-3, pp.359-375, 1991.
DOI : 10.1007/BF01582895

R. T. Rockafellar and R. Wets, Scenarios and Policy Aggregation in Optimization Under Uncertainty, Mathematics of Operations Research, vol.16, issue.1, pp.119-147, 1991.
DOI : 10.1287/moor.16.1.119

J. E. Spingarn, Applications of the method of partial inverses to convex programming:decomposition, Mathematical Programming, pp.199-223, 1985.