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Preprint 18-2012

Operator preconditioning for a class of constrained optimal control problems

Source file is available as :   Portable Document Format (PDF)

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

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