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Title: Domain decomposition in time for PDE-constrained optimization

Journal Article · · Computer Physics Communications
 [1];  [2]
  1. Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
  2. Max Planck Institute for Dynamics of Complex Technical Systems, Magdeburg (Germany)
+ Show Author Affiliations

Here, PDE-constrained optimization problems have a wide range of applications, but they lead to very large and ill-conditioned linear systems, especially if the problems are time dependent. In this paper we outline an approach for dealing with such problems by decomposing them in time and applying an additive Schwarz preconditioner in time, so that we can take advantage of parallel computers to deal with the very large linear systems. We then illustrate the performance of our method on a variety of problems.

Research Organization:
Lawrence Livermore National Lab. (LLNL), Livermore, CA (United States)
Sponsoring Organization:
USDOE
Grant/Contract Number:
AC52-07NA27344
OSTI ID:
1249138
Report Number(s):
LLNL-JRNL-652253
Journal Information:
Computer Physics Communications, Vol. 197, Issue C; ISSN 0010-4655
Publisher:
ElsevierCopyright Statement
Country of Publication:
United States
Language:
English
Citation Metrics:
Cited by: 12 works
Citation information provided by
Web of Science

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  • Yang, Haijian; Prudencio, Ernesto E.; Cai, Xiao-Chuan
  • International Journal for Numerical Methods in Engineering, Vol. 91, Issue 6 https://doi.org/10.1002/nme.4286
journal June 2012
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A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems journal January 2005
A Low-Rank in Time Approach to PDE-Constrained Optimization journal January 2015

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Related Subjects

97 MATHEMATICS, COMPUTING, AND INFORMATION SCIENCE
PDE-constrained optimization
space–time methods
preconditioning
domain decomposition
parallel computing