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An intermediate targets method for time parallelization in optimal control

Riahi, Mohamed Kamel; Salomon, Julien; Maday, Yvon (2011), An intermediate targets method for time parallelization in optimal control. https://basepub.dauphine.fr/handle/123456789/7262

Type
Document de travail / Working paper
External document link
http://hal.archives-ouvertes.fr/hal-00633508/fr/
Date
2011
Publisher
Université Paris-Dauphine
Published in
Paris
Pages
6
Metadata
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Author(s)
Riahi, Mohamed Kamel

Salomon, Julien

Maday, Yvon
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 system; optimal control; time parallelization