Abstract

ABSTRACTOptimal control problems for PDEs arise in many important applications. A main step in the solution process is the solution of the arising linear system, where the crucial point is usually finding a proper preconditioner. We propose both proper block diagonal and more involved preconditioners, and derive mesh independent superlinear convergence of the preconditioned GMRES iterations based on a compact perturbation property of the underlying operators.

Highlights

  • Optimal control problems for partial di erential equations (PDEs), where we want to steer the solution of the modeled process close to some desired target solution by use of a control function, arise in many important applications

  • A main step in the solution process is the solution of the arising linear system, where the crucial point is usually nding a proper preconditioner

  • We propose both proper block diagonal and more involved preconditioners

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Summary

Introduction

Optimal control problems for partial di erential equations (PDEs), where we want to steer the solution of the modeled process close to some desired target solution by use of a control function, arise in many important applications. Such problems have been dealt with in several publications, such as [2, 3, 10, 16, 21], see the references therein. Earlier publications have mostly dealt with problems when the control and observation domains coincide, in recent papers they may be allowed to be di erent. KARÁTSON new results are presented in detail for a time-independent distributed control problem, nally some related problems are mentioned in the last section

Formulation of the problem
Superlinear convergence of the GMRES
Discretization and block matrix formulations
Iterative solution and block diagonal preconditioning
Hilbert space background
The superlinear convergence result
Block preconditioners of PRESB type
Boundary control problems
Box constraints
Time-harmonic parabolic optimal control problems
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