An intermediate targets method for time parallelization in optimal control

Riahi, Mohamed Kamel; Salomon, Julien; Maday, Yvon

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

Lien vers un document non conservé dans cette base

http://hal.archives-ouvertes.fr/hal-00633508/fr/

Date

2011

Éditeur

Université Paris-Dauphine

Ville d’édition

Paris

Métadonnées

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Auteur(s)

Riahi, Mohamed Kamel

Salomon, Julien

Maday, Yvon

Résumé (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.

Mots-clés

Euler-Lagrange system; optimal control; time parallelization