A splitting algorithm for constrained optimization problems with parabolic equations

DOI10.1007/S40314-023-02343-5zbMATH Open1524.90300arXiv2302.09278MaRDI QIDQ6102418FDOQ6102418

Authors: Haiming Song, Jiachuan Zhang, Yongle Hao 

Publication date: 22 June 2023

Published in: Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: In this paper, an efficient parallel splitting method is proposed for the optimal control problem with parabolic equation constraints. The linear finite element is used to approximate the state variable and the control variable in spatial direction. And the Crank-Nicolson scheme is applied to discretize the constraint equation in temporal direction. For consistency, the trapezoidal rule and midpoint rule are used to approximate the integrals with respect to the state variable and the control variable of the objective function in temporal direction, respectively. Based on the separable structure of the resulting coupled discretized optimization system, a full Jacobian decomposition method with correction is adopted to solve the decoupled subsystems in parallel, which improves the computational efficiency significantly. Moreover, the global convergence estimate is established using the discretization error by the finite element and the iteration error by the full Jacobian decomposition method with correction. Finally, numerical simulations are carried out to verify the efficiency of the proposed method.

Full work available at URL: https://arxiv.org/abs/2302.09278

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zbMATH Keywords

finite element methodparabolic equationoptimal control problempredictor-corrector methodfull Jacobian decomposition method

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Nonlinear programming (90C30) Complementarity and equilibrium problems and variational inequalities (finite dimensions) (aspects of mathematical programming) (90C33) Finite element, Rayleigh-Ritz and Galerkin methods for initial value and initial-boundary value problems involving PDEs (65M60)

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