An intermediate targets method for time parallelization in optimal control
Optimization and Control
2011-10-19 v1
Abstract
In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets and gives rise independent sub-problems that can be solved in parallel. Numerical experiments show the efficiency of our method.
Cite
@article{arxiv.1110.4084,
title = {An intermediate targets method for time parallelization in optimal control},
author = {Yvon Maday and Julien Salomon and Kamel Riahi},
journal= {arXiv preprint arXiv:1110.4084},
year = {2011}
}