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An intermediate targets method for time parallelization in optimal control

Maday, Yvon; Salomon, Julien; Riahi, Kamel (2012), An intermediate targets method for time parallelization in optimal control, Control and Optimization of PDEs, 2011-10, Graz, Austria

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Type
Communication / Conférence
Date
2012
Conference title
Control and Optimization of PDEs
Conference date
2011-10
Conference city
Graz
Conference country
Austria
Metadata
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Author(s)
Maday, Yvon
Division of Applied Mathematics [DAM]
Laboratoire Jacques-Louis Lions [LJLL (UMR_7598)]
Salomon, Julien
CEntre de REcherches en MAthématiques de la DEcision [CEREMADE]
Riahi, Kamel
Laboratoire Jacques-Louis Lions [LJLL (UMR_7598)]
Abstract (EN)
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.
Subjects / Keywords
Euler-Lagrange