Generalized augmented Lagrangian-SOR iteration method for saddle-point systems arising from distributed control problems

DOI10.4208/JCM.1511-M2015-0297MaRDI QIDQ2823749zbMATH OpenOpenAlexFDO

Authors Minli Zeng, Zhong Zheng, Guo-Feng Zhang

Publication date 6 October 2016

Published in Journal of Computational Mathematics (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/ab119861a709db2ebf180b899ccfb86485a0abe4

zbMATH Keywords

convergencepreconditioningnumerical experimentsaugmented Lagrangian methodsuccessive over-relaxationsaddle-point matricesPDE-constraint optimization

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Preconditioners for iterative methods (65F08) Iterative numerical methods for linear systems (65F10) Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25)

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Cited in

(1)

• Distributed optimal control of nonlinear systems using a second-order augmented Lagrangian method

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