The Mathematical Institute, University of Oxford, Eprints Archive

All-at-once preconditioning in PDE-constrained optimization

Rees, Tyrone and Stoll, Martin and Wathen, A. J. (2009) All-at-once preconditioning in PDE-constrained optimization. Not specified . (Submitted)



The optimization of functions subject to partial differential equations (PDE) plays an important role in many areas of science and industry. In this paper we introduce the basic concepts of PDE-constrained optimization and show how the all-at-once approach will lead to linear systems in saddle point form. We will discuss implementation details and different boundary conditions. We then show how these system can be solved efficiently and discuss methods and preconditioners also in the case when bound constraints for the control are introduced. Numerical results will illustrate the competitiveness of our techniques.

Item Type:Article
Subjects:H - N > Numerical analysis
Research Groups:Oxford Centre for Collaborative Applied Mathematics
ID Code:839
Deposited By: Dr M. Stoll
Deposited On:16 Oct 2009 06:40
Last Modified:29 May 2015 18:32

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