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In this paper we propose and analyze two dual methods based on inexact gradient information and averaging that generate approximate primal solutions for smooth convex optimization problems. The complicating constraints are moved into the…

Optimization and Control · Mathematics 2013-02-14 Ion Necoara , Valentin Nedelcu

A two-level overlapping Schwarz method is developed for second order elliptic problems with highly oscillatory and high contrast coefficients, for which it is known that the standard coarse problem fails to give a robust preconditioner. In…

Numerical Analysis · Mathematics 2024-12-20 Junxian Wang , Eric Chung , Hyea Hyun Kim

A conventional way to handle model predictive control (MPC) problems distributedly is to solve them via dual decomposition and gradient ascent. However, at each time-step, it might not be feasible to wait for the dual algorithm to converge.…

Optimization and Control · Mathematics 2015-03-13 Farhad Farokhi , Iman Shames , Karl H. Johansson

An optimal control problem driven by an ordinary differential equation under continuous state constraints is considered in this study. From an operational point of view, we introduce a discrete state constraints optimal control problem and…

Optimization and Control · Mathematics 2018-12-04 Shuzhen Yang

In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the all-at-once approach to solve the first order-order…

Optimization and Control · Mathematics 2020-10-29 Harbir Antil , Andrei Dr{ă}g{ă}nescu , Kiefer Green

A distributed optimal control problem with the constraint of a linear elliptic partial differential equation is considered. A necessary optimality condition for this problem forms a saddle point system, the efficient and accurate solution…

Numerical Analysis · Mathematics 2013-12-20 Youngsoo Choi , Charbel Farhat , Walter Murray , Michael Saunders

We consider a linear-quadratic elliptic optimal control problem with point evaluations of the state variable in the cost functional. The state variable is discretized by conforming linear finite elements. For control discretization, three…

Numerical Analysis · Mathematics 2018-02-09 Niklas Behringer , Dominik Meidner , Boris Vexler

Solving time-harmonic wave propagation problems by iterative methods is a difficult task, and over the last two decades, an important research effort has gone into developing preconditioners for the simplest representative of such wave…

Numerical Analysis · Mathematics 2018-02-22 Martin J. Gander , Hui Zhang

In this work, a local Fourier analysis is presented to study the convergence of multigrid methods based on additive Schwarz smoothers. This analysis is presented as a general framework which allows us to study these smoothers for any type…

In this paper, optimal control problems governed by diffusion equations with Dirichlet and Neumann boundary conditions are investigated in the framework of the gradient discretisation method. Gradient schemes are defined for the optimality…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

The Helmholtz equation poses significant computational challenges due to its oscillatory solutions, particularly for large wavenumbers. Inspired by the Schur complement system for elliptic problems, this paper presents a novel…

Numerical Analysis · Mathematics 2025-05-02 Yi Yu , Marcus Sarkis , Guanglian Li , Zhiwen Zhang

The article discusses the gradient discretisation method (GDM) for distributed optimal control problems governed by diffusion equation with pure Neumann boundary condition. Using the GDM framework enables to develop an analysis that…

Numerical Analysis · Mathematics 2018-10-09 Jerome Droniou , Neela Nataraj , Devika Shylaja

A recent theoretical result on optimized Schwarz algorithms demonstrated at the algebraic level enables the modification of an existing Schwarz procedure to its optimized counterpart. In this work, it is shown how to modify a bilinear FEM…

Numerical Analysis · Mathematics 2008-05-02 Amik St-Cyr , Duane Rosenberg , Sang Dong Kim

This paper studies an optimal control problem governed by a semilinear elliptic equation, in which the control acts in a multiplicative or bilinear way as the reaction coefficient of the equation. We focus on the numerical discretization of…

Optimization and Control · Mathematics 2025-06-25 Eduardo Casas , Konstantinos Chrysafinos , Mariano Mateos

This work presents a universal accelerated first-order primal-dual method for affinely constrained convex optimization problems. It can handle both Lipschitz and H\"{o}lder gradients but does not need to know the smoothness level of the…

Optimization and Control · Mathematics 2022-11-09 Hao Luo

Optimal control for switch-based dynamical systems is a challenging problem in the process control literature. In this study, we model these systems as hybrid dynamical systems with finite number of unknown switching points and reformulate…

Optimization and Control · Mathematics 2025-05-28 Saif R. Kazi , Kexin Wang , Lorenz T. Biegler

We construct and analyze a multiscale finite element method for an elliptic distributed optimal control problem with pointwise control constraints, where the state equation has rough coefficients. We show that the performance of the…

Numerical Analysis · Mathematics 2023-09-29 Susanne C. Brenner , Jose C. Garay , Li-yeng Sung

The discretization of surface intrinsic elliptic partial differential equations (PDEs) poses interesting challenges not seen in flat space. The discretization of these PDEs typically proceeds by either parametrizing the surface,…

Numerical Analysis · Mathematics 2020-09-07 Ian May , Ronald Haynes , Steven Ruuth

The goal of this work is to construct and study hybrid and multiplicative two-level overlapping Schwarz algorithms with standard coarse spaces for the almost incompressible linear elasticity and Stokes systems, discretized by mixed finite…

Numerical Analysis · Mathematics 2016-11-03 Mingchao Cai , Luca F. Pavarino

Optimization with time-dependent partial differential equations (PDEs) as constraints {appears} in many science and engineering applications. The associated first-order necessary optimality system consists of one forward and one backward…

Numerical Analysis · Mathematics 2017-09-28 Jun Liu , Zhu Wang
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