Analysis of block matrix preconditioners for elliptic optimal control problems

DOI10.1002/nla.526zbMath1199.65218OpenAlexW2010530933MaRDI QIDQ3392834

Tarek P. A. Mathew, Christian E. Schaerer, Markus V. 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

algorithmsoptimal controlconvergenceregularizationSchur complementpreconditionersconjugate gradientsaddle point problemaugmented Lagrangianelliptic Neumann problemGMRES accelerationblock matrix iterative algorithmslinear-quadratic elliptic control problemMINRES acceleration

Mathematics Subject Classification ID

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

Related Items

Preconditioning discretizations of systems of partial differential equations, Symmetric-triangular decomposition and its applications. II: Preconditioners for indefinite systems, Unnamed Item, 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

Cites Work

• Analysis of iterative methods for saddle point problems: a unified approach
• Numerical solution of saddle point problems
• Mixed and Hybrid Finite Element Methods
• Balancing Neumann-Neumann Methods for Elliptic Optimal Control Problems
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