相关论文: Preconditioning of Active-Set Newton Methods for P…
In this article, we derive a new, fast, and robust preconditioned iterative solution strategy for the all-at-once solution of optimal control problems with time-dependent PDEs as constraints, including the heat equation and the non-steady…
We have presented a fast method for solving a specific type of block four-by-four saddlepoint problem arising from the finite element discretization of the generalized 3D Stokes problem. We analyze the eigenvalue distribution and the…
In this paper, a class of new preconditioners based on matrix splitting are presented for generalized saddle-point linear systems, which can be viewed as further modified improvements of some recently published preconditioners. Moreover, we…
At the heart of Newton based optimization methods is a sequence of symmetric linear systems. Each consecutive system in this sequence is similar to the next, so solving them separately is a waste of computational effort. Here we describe…
This paper deals with solving a class of three-by-three block saddle point problems. The systems are solved by preconditioning techniques. Based on an iterative method, we construct a block upper triangular preconditioner. The convergence…
We address the solution of the distributed control problem for the steady, incompressible Navier--Stokes equations. We propose an inexact Newton linearization of the optimality conditions. Upon discretization by a finite element scheme, we…
We study the performance of a new block preconditioner for a class of $3\times3$ block saddle point problems which arise from finite element methods for solving time-dependent Maxwell equations and some other practical problems. We also…
In this paper we study the conditioning of optimal control problems constrained by linear parabolic equations with Neumann boundary conditions. While we concentrate on a given end-time target function the results hold also when the target…
We present a preconditioner for saddle point problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under a mild condition. Some properties of the preconditioner as well as the eigenvalues…
The phase separation processes are typically modeled by Cahn-Hilliard equations. This equation was originally introduced to model phase separation in binary alloys, where phase stands for concentration of different components in alloy. When…
Numerical simulation of fracture contact poromechanics is essential for various applications, including CO2 sequestration, geothermal energy production and underground gas storage. Modeling this problem accurately presents significant…
We consider the problem of iteratively solving large and sparse double saddle-point systems arising from the stationary Stokes-Darcy equations in two dimensions, discretized by the Marker-and-Cell (MAC) finite difference method. We analyze…
PDE-constrained optimization is a field of numerical analysis that combines the theory of PDEs, nonlinear optimization and numerical linear algebra. Optimization problems of this kind arise in many physical applications, prominently in…
We establish a new iterative method for solving a class of large and sparse linear systems of equations with three-by-three block coefficient matrices having saddle point structure. Convergence properties of the proposed method are studied…
We propose a nonlinear additive Schwarz method for solving nonlinear optimization problems with bound constraints. Our method is used as a "right-preconditioner" for solving the first-order optimality system arising within the sequential…
We propose a novel preconditioned inexact primal-dual interior point method for constrained convex quadratic programming problems. The algorithm we describe invokes the preconditioned conjugate gradient method on a new reduced Schur…
The efficient solution of moderately large-scale linear systems arising from the KKT conditions in optimal control problems (OCPs) is a critical challenge in robotics. With the stagnation of Moore's law, there is growing interest in…
In this paper we address the numerical solution of the quadratic optimal transport problem in its dynamical form, the so-called Benamou-Brenier formulation. When solved using interior point methods, the main computational bottleneck is the…
The focus of this work is on the construction and analysis of optimal-order multigrid preconditioners to be used in the Newton-Krylov method for a distributed optimal control problem constrained by the stationary Navier-Stokes equations. As…
This study explores the integration of the hyper-power sequence, a method commonly employed for approximating the Moore-Penrose inverse, to enhance the effectiveness of an existing preconditioner. The approach is closely related to…