Author(s) :
Anton Schiela
,
Stefan Ulbrich
Preprint series of the Institute of Mathematics, Technische Universität Berlin
Preprint 18-2012
MSC 2000
- 65F10 Iterative methods for linear systems
-
49M05 Methods based on necessary conditions
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.
Keywords :
preconditioner, optimal control, control constraints, state constraints