Parareal in time intermediate targets methods for optimal control problems

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Date
2013
Notes
International Series of Numerical Mathematics, vol.164
Link to item file
https://arxiv.org/abs/1203.2360v1
Dewey
Probabilités et mathématiques appliquées
Sujet
Optimization and control; parallel algorithm; parareal in time algorithm; hight performance computing,; PDEs
DOI
http://dx.doi.org/10.1007/978-3-0348-0631-2_5
Book title
Control and Optimization with PDE Constraints
Author
Kristian Bredies, Christian Clason, Karl Kunisch, Gregory von Winckel
Publisher
Springer
Publisher city
Berlin Heidelberg
Year
2013
ISBN
978-3-0348-0630-5
Book URL
10.1007/978-3-0348-0631-2
URI
https://basepub.dauphine.fr/handle/123456789/8505
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Metadata
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Author
Maday, Yvon
Riahi, Mohamed-Kamel
Salomon, Julien
Type
Chapitre d'ouvrage
Item number of pages
79-92
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.