Nonlinear multigrid for the solution of large‐scale Riccati equations in low‐rank and ℋ︁‐matrix format
DOI10.1002/nla.606zbMath1212.65178OpenAlexW1996965489MaRDI QIDQ3588940
Publication date: 10 September 2010
Published in: Numerical Linear Algebra with Applications (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1002/nla.606
algorithmoptimal controlfinite elementmultigrid methodfinite differencelow-rank approximationhierarchical matriceselliptic PDEdata-sparse approximationalgebraic matrix Riccati equation
Computational methods for sparse matrices (65F50) Numerical optimization and variational techniques (65K10) Control/observation systems governed by partial differential equations (93C20) Matrix equations and identities (15A24) Existence theories for optimal control problems involving partial differential equations (49J20)
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