Parareal in time intermediate targets methods for optimal control problem
Optimization and Control
2012-03-13 v1 Numerical Analysis
Abstract
In this paper, we present a method that enables solving 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 that gives rise to independent sub-problems that can be solved in parallel. This method can be coupled with the parareal in time algorithm. Numerical experiments show the efficiency of our method.
Cite
@article{arxiv.1203.2360,
title = {Parareal in time intermediate targets methods for optimal control problem},
author = {Yvon Maday and Mohamed-Kamel Riahi and Julien Salomon},
journal= {arXiv preprint arXiv:1203.2360},
year = {2012}
}
Comments
14 pages