A practical factorization of a Schur complement for PDE-constrained distributed optimal control

DOI10.1007/S10915-014-9976-0zbMATH Open1327.65225arXiv1312.5653OpenAlexW2070772137MaRDI QIDQ898498FDOQ898498

Authors: Youngsoo Choi, C. Farhat, Walter Murray, Michael A. Saunders 

Publication date: 9 December 2015

Published in: Journal of Scientific Computing (Search for Journal in Brave)

Abstract: A distributed optimal control problem with the constraint of a linear elliptic partial differential equation is considered. A necessary optimality condition for this problem forms a saddle point system, the efficient and accurate solution of which is crucial. A new factorization of the Schur complement for such a system is proposed and its characteristics discussed. The factorization introduces two complex factors that are complex conjugate to each other. The proposed solution methodology involves the application of a parallel linear domain decomposition solver---FETI-DPH---for the solution of the subproblems with the complex factors. Numerical properties of FETI-DPH in this context are demonstrated, including numerical and parallel scalability and regularization dependence. The new factorization can be used to solve Schur complement systems arising in both range-space and full-space formulations. In both cases, numerical results indicate that the complex factorization is promising.

Full work available at URL: https://arxiv.org/abs/1312.5653

Recommendations

• Spectral factorization and LQ-optimal regulation for multivariable distributed systems
• Optimal distributed control of linear parabolic equations by spectral decomposition
• Least-squares finite elements for distributed optimal control problems
• Convex Relaxation for Optimal Distributed Control Problems
• Smooth finite-dimensional approximations of distributed optimization problems via control discretization
• Factorization and the Synthesis of Optimal Feedback Gains for Distributed Parameter Systems
• A numerical method of solving convex problems of optimal control for distributed systems
• Parameterized preconditioned MINRES method for solving distributed control problems
• scientific article; zbMATH DE number 1163598
• Analysis and finite element approximations for distributed optimal control problems for implicit parabolic equations

zbMATH Keywords

PDE-constrained optimizationSchur complementFETIPoisson operatordistributed optimal controlfull-space methodrange-space method

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Iterative numerical methods for linear systems (65F10) Numerical solution of discretized equations for boundary value problems involving PDEs (65N22)

Cites Work

• FETI-DP: A dual-prime unified FETI method. I: A faster alternative to the two-level FETI method
• GMRES: A Generalized Minimal Residual Algorithm for Solving Nonsymmetric Linear Systems
• Numerical solution of saddle point problems
• Parallel Full Space SQP Lagrange--Newton--Krylov--Schwarz Algorithms for PDE-Constrained Optimization Problems
• Reduced order solution of structured linear systems arising in certain PDE-constrained optimization problems
• Solving complex-valued linear systems via equivalent real formulations
• A new approximation of the Schur complement in preconditioners for PDE-constrained optimization.
• Optimal solvers for PDE-constrained optimization
• Title not available (Why is that?)
• A method of finite element tearing and interconnecting and its parallel solution algorithm
• Newton-type methods for unconstrained and linearly constrained optimization
• Solution of Sparse Indefinite Systems of Linear Equations
• Constraint Preconditioning for Indefinite Linear Systems
• A Note on Preconditioning for Indefinite Linear Systems
• Preconditioners for Indefinite Systems Arising in Optimization
• Regularization-robust preconditioners for time-dependent PDE-constrained optimization problems
• Approximate Factorization Constraint Preconditioners for Saddle-Point Matrices
• Conjugate Gradient-Type Methods for Linear Systems with Complex Symmetric Coefficient Matrices
• Parallel Lagrange--Newton--Krylov--Schur Methods for PDE-Constrained Optimization. Part I: The Krylov--Schur Solver
• A weighted gram-schmidt method for convex quadratic programming
• FETI-DPH: a dual-primal domain decomposition method for acoustic scattering
• Convergence of a substructuring method with Lagrange multipliers
• Iterative Solution of Augmented Systems Arising in Interior Methods
• The FETI family of domain decomposition methods for inequality-constrained quadratic programming: application to contact problems with conforming and nonconforming interfaces
• Multigrid solution of a distributed optimal control problem constrained by the Stokes equations
• Preconditioning saddle-point systems with applications in optimization
• Combination Preconditioning and the Bramble–Pasciak$^{+}$ Preconditioner
• Large-scale PDE-constrained optimization
• Algebraic multigrid for complex symmetric matrices and applications
• Title not available (Why is that?)

Cited In (12)

• Title not available (Why is that?)
• Local Lagrangian reduced-order modeling for the Rayleigh-Taylor instability by solution manifold decomposition
• S-OPT: a points selection algorithm for hyper-reduction in reduced order models
• Inversion and pseudoinversion of block arrowhead matrices
• Exact inverse solution techniques for a class of complex valued block two-by-two linear systems
• A conjugate gradient method for distributed optimal control problems with nonhomogeneous Helmholtz equation
• KKT preconditioners for PDE-constrained optimization with the Helmholtz equation
• KKT preconditioners for PDE-constrained optimization with the Helmholtz equation
• Reduced order models for Lagrangian hydrodynamics
• gLaSDI: parametric physics-informed greedy latent space dynamics identification
• Space-time least-squares Petrov-Galerkin projection for nonlinear model reduction
• A reverse augmented constraint preconditioner for Lagrange multiplier methods in contact mechanics

This page was built for publication: A practical factorization of a Schur complement for PDE-constrained distributed optimal control

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q898498)