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Parareal in time intermediate targets methods for optimal control problems

Maday, Yvon; Riahi, Mohamed Kamel; Salomon, Julien (2013), Parareal in time intermediate targets methods for optimal control problems, in Kristian Bredies, Christian Clason, Karl Kunisch, Gregory von Winckel, Control and Optimization with PDE Constraints, Springer : Berlin Heidelberg, p. 79-92. 10.1007/978-3-0348-0631-2_5

Type
Chapitre d'ouvrage
External document link
https://arxiv.org/abs/1203.2360v1
Date
2013
Book title
Control and Optimization with PDE Constraints
Book author
Kristian Bredies, Christian Clason, Karl Kunisch, Gregory von Winckel
Publisher
Springer
Published in
Berlin Heidelberg
ISBN
978-3-0348-0630-5
Pages
79-92
Publication identifier
10.1007/978-3-0348-0631-2_5
Metadata
Show full item record
Author(s)
Maday, Yvon

Riahi, Mohamed Kamel

Salomon, Julien
Abstract (EN)
In this paper, we present a method that enables solving 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 that gives rise to independent sub-problems that can be solved in parallel. This method can be coupled with the parareal in time algorithm. Numerical experiments show the efficiency of our method.
Subjects / Keywords
Optimization and control; parallel algorithm; parareal in time algorithm; hight performance computing,; PDEs

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