A new preconditioner for elliptic PDE-constrained optimization problems
Numerical Analysis
2019-11-15 v1 Numerical Analysis
Abstract
We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial differential equation. Eigenvalue distribution of the preconditioned matrix as well as its eigenvectors are discussed. Numerical results of the proposed preconditioner are compared with several existing preconditioners to show its efficiency.
Cite
@article{arxiv.1911.05807,
title = {A new preconditioner for elliptic PDE-constrained optimization problems},
author = {Hamid Mirchi and Davod Khojasteh Salkuyeh},
journal= {arXiv preprint arXiv:1911.05807},
year = {2019}
}
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12 pages