Skip to main content
Top

2020 | OriginalPaper | Chapter

PDE-Constrained Optimization: Matrix Structures and Preconditioners

Authors : Ivo Dravins, Maya Neytcheva

Published in: Large-Scale Scientific Computing

Publisher: Springer International Publishing

Activate our intelligent search to find suitable subject content or patents.

search-config
loading …

Abstract

In this paper we briefly account for the structure of the matrices, arising in various optimal control problems, constrained by PDEs, and how it can be utilized when constructing preconditioners for the arising linear systems to be solved in the optimization framework.

Dont have a licence yet? Then find out more about our products and how to get one now:

Springer Professional "Wirtschaft+Technik"

Online-Abonnement

Mit Springer Professional "Wirtschaft+Technik" erhalten Sie Zugriff auf:

  • über 102.000 Bücher
  • über 537 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Maschinenbau + Werkstoffe
  • Versicherung + Risiko

Jetzt Wissensvorsprung sichern!

Springer Professional "Technik"

Online-Abonnement

Mit Springer Professional "Technik" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 390 Zeitschriften

aus folgenden Fachgebieten:

  • Automobil + Motoren
  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Elektrotechnik + Elektronik
  • Energie + Nachhaltigkeit
  • Maschinenbau + Werkstoffe




 

Jetzt Wissensvorsprung sichern!

Springer Professional "Wirtschaft"

Online-Abonnement

Mit Springer Professional "Wirtschaft" erhalten Sie Zugriff auf:

  • über 67.000 Bücher
  • über 340 Zeitschriften

aus folgenden Fachgebieten:

  • Bauwesen + Immobilien
  • Business IT + Informatik
  • Finance + Banking
  • Management + Führung
  • Marketing + Vertrieb
  • Versicherung + Risiko




Jetzt Wissensvorsprung sichern!

Literature
1.
go back to reference Axelsson, O., Karatson, J., Neytcheva, M.: Preconditioned iterative solution methods for linear systems arising in PDE-constrained optimization. In: Clark, D. (ed.) Robust and Constrained Optimization: Methods and Applications. Series: Mathematics Research Developments. BISAC: MAT042000. Nova Science Publishers, New York (2019) Axelsson, O., Karatson, J., Neytcheva, M.: Preconditioned iterative solution methods for linear systems arising in PDE-constrained optimization. In: Clark, D. (ed.) Robust and Constrained Optimization: Methods and Applications. Series: Mathematics Research Developments. BISAC: MAT042000. Nova Science Publishers, New York (2019)
2.
go back to reference Pearson, J.W., Stoll, M., Wathen, A.J.: Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function. Numer. Linear Alg. Appl. 21, 81–97 (2014)MathSciNetCrossRef Pearson, J.W., Stoll, M., Wathen, A.J.: Preconditioners for state-constrained optimal control problems with Moreau-Yosida penalty function. Numer. Linear Alg. Appl. 21, 81–97 (2014)MathSciNetCrossRef
3.
go back to reference Hintermüller, M., Hinze, M.: Moreau-Yosida regularization in state constrained elliptic control problems: error estimates and parameter adjustment. SIAM J. Numer. Anal. 47, 1666–1683 (2009)MathSciNetCrossRef Hintermüller, M., Hinze, M.: Moreau-Yosida regularization in state constrained elliptic control problems: error estimates and parameter adjustment. SIAM J. Numer. Anal. 47, 1666–1683 (2009)MathSciNetCrossRef
4.
go back to reference Ito, K., Kunisch, K.: Semi-smooth Newton methods for state-constrained optimal control problems. Systems Control Lett. 5, 221–228 (2003)MathSciNetCrossRef Ito, K., Kunisch, K.: Semi-smooth Newton methods for state-constrained optimal control problems. Systems Control Lett. 5, 221–228 (2003)MathSciNetCrossRef
5.
6.
go back to reference Porselli, M., Simoncini, V., Tani, M.: Preconditioning of active-set Newton method for PDE-constrained optimal control problems. SIAM J. Sci. Comput. 37, 472–502 (2015)MathSciNetCrossRef Porselli, M., Simoncini, V., Tani, M.: Preconditioning of active-set Newton method for PDE-constrained optimal control problems. SIAM J. Sci. Comput. 37, 472–502 (2015)MathSciNetCrossRef
7.
go back to reference Herzog, R., Sachs, E.W.: Preconditioned conjugate gradient method for optimal control problems with control and state constraints. SIAM J. Matrix Anal. Appl. 31, 2291–2317 (2010)MathSciNetCrossRef Herzog, R., Sachs, E.W.: Preconditioned conjugate gradient method for optimal control problems with control and state constraints. SIAM J. Matrix Anal. Appl. 31, 2291–2317 (2010)MathSciNetCrossRef
8.
go back to reference Stadler, G.: Elliptic optimal control problems with L1-control cost and applications for the placement of control devices. Comput. Optim. Appl. 44, 159–181 (2009)MathSciNetCrossRef Stadler, G.: Elliptic optimal control problems with L1-control cost and applications for the placement of control devices. Comput. Optim. Appl. 44, 159–181 (2009)MathSciNetCrossRef
9.
go back to reference Axelsson, O., Boyanova, P., Kronbichler, M., Neytcheva, M., Wu, X.: Numerical and computational efficiency of solvers for two-phase problems. Comput. Math. Appl. 65, 301–314 (2013)MathSciNetCrossRef Axelsson, O., Boyanova, P., Kronbichler, M., Neytcheva, M., Wu, X.: Numerical and computational efficiency of solvers for two-phase problems. Comput. Math. Appl. 65, 301–314 (2013)MathSciNetCrossRef
10.
go back to reference Axelsson, O., Farouq, S., Neytcheva, M.: Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems. Poisson and convection-diffusion control. Numer. Algorithms 73, 631–663 (2016)MathSciNetCrossRef Axelsson, O., Farouq, S., Neytcheva, M.: Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems. Poisson and convection-diffusion control. Numer. Algorithms 73, 631–663 (2016)MathSciNetCrossRef
11.
go back to reference Axelsson, O., Neytcheva, M., Ström, A.: An efficient preconditioning method for state box-constrained optimal control problems. J. Numer. Math. 26, 185–207 (2018)MathSciNetCrossRef Axelsson, O., Neytcheva, M., Ström, A.: An efficient preconditioning method for state box-constrained optimal control problems. J. Numer. Math. 26, 185–207 (2018)MathSciNetCrossRef
12.
go back to reference Axelsson, O., Neytcheva, M., Liang, Z.: Parallel solution methods and preconditioners for evolution equations. Math Model. Anal. 23(2), 287–308 (2018)MathSciNetCrossRef Axelsson, O., Neytcheva, M., Liang, Z.: Parallel solution methods and preconditioners for evolution equations. Math Model. Anal. 23(2), 287–308 (2018)MathSciNetCrossRef
13.
go back to reference Herzog, R., Stadler, G., Wachsmuth, G.: Directional sparsity in optimal control of partial differential equations. SIAM J. Control Optim. 50(2), 943–963 (2012)MathSciNetCrossRef Herzog, R., Stadler, G., Wachsmuth, G.: Directional sparsity in optimal control of partial differential equations. SIAM J. Control Optim. 50(2), 943–963 (2012)MathSciNetCrossRef
14.
go back to reference Bezanson, J., Edelman, A., Karpinski, S., Shah, V.: Julia: a fresh approach to numerical computing. SIAM Rev. 50, 65–98 (2017)MathSciNetCrossRef Bezanson, J., Edelman, A., Karpinski, S., Shah, V.: Julia: a fresh approach to numerical computing. SIAM Rev. 50, 65–98 (2017)MathSciNetCrossRef
15.
go back to reference Alexandrov, V., Esquivel-Flores, O.A.: Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for matrix computations. Comput. Math. Appl. 70(11), 2709–2718 (2015)MathSciNetCrossRef Alexandrov, V., Esquivel-Flores, O.A.: Towards Monte Carlo preconditioning approach and hybrid Monte Carlo algorithms for matrix computations. Comput. Math. Appl. 70(11), 2709–2718 (2015)MathSciNetCrossRef
Metadata
Title
PDE-Constrained Optimization: Matrix Structures and Preconditioners
Authors
Ivo Dravins
Maya Neytcheva
Copyright Year
2020
DOI
https://doi.org/10.1007/978-3-030-41032-2_36

Premium Partner