Analysis of block matrix preconditioners for elliptic optimal control problems

DOI10.1002/NLA.526MaRDI QIDQ3392834zbMATH OpenOpenAlexFDO

Authors Tarek P. Mathew, Christian E. Schaerer, Marcus Sarkis

Publication date 17 August 2009

Published in Numerical Linear Algebra with Applications (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1002/nla.526

zbMATH Keywords

algorithmsaugmented Lagrangianblock matrix iterative algorithmsconjugate gradientconvergenceelliptic Neumann problemGMRES accelerationlinear-quadratic elliptic control problemMINRES accelerationoptimal controlpreconditionersregularizationsaddle point problemSchur complement

Mathematics Subject Classification ID

Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10) Iterative numerical methods for linear systems (65F10) Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10)

Recommendations

• Block Iterative Algorithms for the Solution of Parabolic Optimal Control Problems
• Block preconditioners for elliptic PDE-constrained optimization problems
• A robust preconditioner for the Hessian system in elliptic optimal control problems
• Efficient block preconditioners for integral constrained elliptic optimal control problems with finite element approximations
• Symmetric Indefinite Preconditioners for Saddle Point Problems with Applications to PDE-Constrained Optimization Problems

Cites work

• Analysis of iterative methods for saddle point problems: A unified approach
• Balancing Neumann-Neumann Methods for Elliptic Optimal Control Problems
• scientific article; zbMATH DE number 1664830 (Why is no real title available?)
• scientific article; zbMATH DE number 45081 (Why is no real title available?)
• scientific article; zbMATH DE number 1163598 (Why is no real title available?)
• Mixed and Hybrid Finite Element Methods
• Numerical solution of saddle point problems

Cited in

(13)

• Inexact block SSOR-like preconditioners for non-Hermitian positive definite linear systems of strong Hermitian parts
• Efficient block preconditioners for integral constrained elliptic optimal control problems with finite element approximations
• Inner product free iterative solution and elimination methods for linear systems of a three-by-three block matrix form
• Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems
• Preconditioners for some matrices of two-by-two block form, with applications. I
• Preconditioning discretizations of systems of partial differential equations.
• Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems
• A robust preconditioner for the Hessian system in elliptic optimal control problems
• Reduced approach for stochastic optimal control problems
• Block Iterative Algorithms for the Solution of Parabolic Optimal Control Problems
• Optimal Block Preconditioner for an Efficient Numerical Solution of the Elliptic Optimal Control Problems Using Gmres Solver
• Novel efficient iterative schemes for linear finite element approximations of elliptic optimal control problems with integral constraint on the state
• Low rank approximation method for perturbed linear systems with applications to elliptic type stochastic PDEs

This page was built for publication: Analysis of block matrix preconditioners for elliptic optimal control problems

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3392834)