UnivTrevesV1, PascalFrancis, Checkpoint, bibRecord, 000E73

Preconditioners for Karush-Kuhn-Tucker matrices arising in the optimal control of distributed systems

Identifieur interne : 000E73 ( PascalFrancis/Checkpoint ); précédent : 000E72; suivant : 000E74

Preconditioners for Karush-Kuhn-Tucker matrices arising in the optimal control of distributed systems

Auteurs : A. Battermann [Allemagne] ; M. Heinkenschloss [États-Unis]

Source :

Série Internationale d'Analyse Numérique [ 0373-3149 ] ; 1998.

RBID : Pascal:98-0350338

Descripteurs français

Pascal (Inist)
- Méthode Kuhn Tucker, Contrôle optimal, Système réparti, Système linéaire, Equation différentielle, Préconditionnement, Discrétisation, Equation elliptique, Méthode itérative, Méthode point intérieur, Commande LQ, Condition optimalité.
Wicri :
- topic : Préconditionnement.

English descriptors

KwdEn :
- Differential equation, Discretization, Distributed system, Elliptic equation, Interior point method, Iterative method, Kuhn Tucker method, LQ control, Linear system, Optimal control (mathematics), Optimality condition, Preconditioning.

Abstract

In this paper preconditioners for linear systems arising in interior-point methods for the solution of distributed control problems are derived and analyzed. The matrices K in these systems have a block structure with blocks obtained frorn the discretization of the objective function and the governing differential equation. The preconditioners have a block structure with blocks being composed of preconditioners for the subblocks of the system matrix K. The effectiveness of the preconditioners is analyzed and numerical examples for an elliptic model problem are shown.

Affiliations:

Allemagne, États-Unis

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Le document en format XML

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<author><name sortKey="Battermann, A" sort="Battermann, A" uniqKey="Battermann A" first="A." last="Battermann">A. Battermann</name>
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<wicri:noRegion>Universität Trier </wicri:noRegion>
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<author><name sortKey="Heinkenschloss, M" sort="Heinkenschloss, M" uniqKey="Heinkenschloss M" first="M." last="Heinkenschloss">M. Heinkenschloss</name>
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<term>Iterative method</term>
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<front><div type="abstract" xml:lang="en">In this paper preconditioners for linear systems arising in interior-point methods for the solution of distributed control problems are derived and analyzed. The matrices K in these systems have a block structure with blocks obtained frorn the discretization of the objective function and the governing differential equation. The preconditioners have a block structure with blocks being composed of preconditioners for the subblocks of the system matrix K. The effectiveness of the preconditioners is analyzed and numerical examples for an elliptic model problem are shown.</div>
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Preconditioners for Karush-Kuhn-Tucker matrices arising in the optimal control of distributed systems

Preconditioners for Karush-Kuhn-Tucker matrices arising in the optimal control of distributed systems

Source :

Descripteurs français

English descriptors

Abstract

Links toward previous steps (curation, corpus...)

Links to Exploration step

Le document en format XML

Pour manipuler ce document sous Unix (Dilib)

Pour mettre un lien sur cette page dans le réseau Wicri