All-at-once preconditioning in PDE-constrained optimization

Title:

All-at-once preconditioning in PDE-constrained optimization

Creator:

Rees, Tyrone, Stoll, Martin, and Wathen, Andy

Identifier:

https://cdk.lib.cas.cz/client/handle/uuid:f6f98006-f34f-4389-bc3d-51c814a3bb6b
uuid:f6f98006-f34f-4389-bc3d-51c814a3bb6b

Subject:

optimal control, preconditioning, and partial differential equations

Type:

model:article and TEXT

Format:

bez média and svazek

Description:

The optimization of functions subject to partial differential equations (PDE) plays an important role in many areas of science and industry. In this paper we introduce the basic concepts of PDE-constrained optimization and show how the all-at-once approach will lead to linear systems in saddle point form. We will discuss implementation details and different boundary conditions. We then show how these system can be solved efficiently and discuss methods and preconditioners also in the case when bound constraints for the control are introduced. Numerical results will illustrate the competitiveness of our techniques.

Language:

English

Rights:

http://creativecommons.org/publicdomain/mark/1.0/
policy:public

Coverage:

[341]-360

Source:

Kybernetika | 2010 Volume:46 | Number:2

Harvested from:

CDK

Metadata only:

false