Block diagonal parareal preconditioner for parabolic optimal control problems

MaRDI QIDQ3500083zbMATH OpenFDO

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

Publication date 3 June 2008

zbMATH Keywords

block matrix iterative algorithmconvergencelinear-quadratic parabolic optimal control problemnumerical resultsparareal algorithmpreconditioning

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Linear-quadratic optimal control problems (49N10) Numerical optimization and variational techniques (65K10)

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Cited in

(18)

• Optimal rotated block-diagonal preconditioning for discretized optimal control problems constrained with fractional time-dependent diffusive equations
• Multilevel space-time block diagonal preconditioners for parabolic problems
• Efficient iterative solvers for a complex valued two-by-two block linear system with application to parabolic optimal control problems
• Preconditioned iterative method for boundary value method discretizations of a parabolic optimal control problem
• Inexact and truncated parareal-in-time Krylov subspace methods for parabolic optimal control problems
• Solution of linear systems from an optimal control problem arising in wind simulation
• Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems
• PRESAS: Block‐structured preconditioning of iterative solvers within a primal active‐set method for fast model predictive control
• A Parallel-In-Time Block-Circulant Preconditioner for Optimal Control of Wave Equations
• Block Iterative Algorithms for the Solution of Parabolic Optimal Control Problems
• Diagonalization-based parallel-in-time algorithms for parabolic PDE-constrained optimization problems
• On the solution of the distributed optimal control problem with time‐periodic parabolic equations
• On generalized preconditioners for time-parallel parabolic optimal control
• A parallel-in-time preconditioner for Crank-Nicolson discretization of a parabolic optimal control problem
• A new diagonalization based method for parallel-in-time solution of linear-quadratic optimal control problems
• Diagonalization-based preconditioners and generalized convergence bounds for ParaOpt
• Block \(\omega\)-circulant preconditioners for parabolic optimal control problems
• Parareal in time 3D numerical solver for the LWR benchmark neutron diffusion transient model

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