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Main Title: Operator preconditioning for a class of constrained optimal control problems
Author(s): Schiela, Anton
Ulbrich, Stefan
Type: Research Paper
Abstract: We propose and analyze two strategies for preconditioning linear operator equations that arise in PDE constrained optimal control in the framework of conjugate gradient methods. Our particular focus is on control or state constrained problems, where we consider the question of robustness with respect to critical parameters. We construct a preconditioner that yields favorable robustness properties with respect to critical parameters.
Subject(s): preconditioner
optimal control
control constraints
state constraints
Issue Date: 18-May-2012
Date Available: 17-Dec-2021
Language Code: en
DDC Class: 510 Mathematik
MSC 2000: 65F10 Iterative methods for linear systems
49M05 Methods based on necessary conditions
Series: Preprint-Reihe des Instituts für Mathematik, Technische Universität Berlin
Series Number: 2012, 18
ISSN: 2197-8085
TU Affiliation(s): Fak. 2 Mathematik und Naturwissenschaften » Inst. Mathematik
Appears in Collections:Technische Universität Berlin » Publications

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