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A fast and memory-efficient spectral Galerkin scheme for distributed elliptic optimal control problems. (arXiv:1712.08225v1 [math.OC])
来源于:arXiv
Many scientific and engineering challenges can be formulated as optimization
problems which are constrained by partial differential equations (PDEs). These
include inverse problems, control problems, and design problems. As a major
challenge, the associated optimization procedures are inherently large-scale.
To ensure computational tractability, the design of efficient and robust
iterative methods becomes imperative. To meet this challenge, this paper
introduces a fast and memory-efficient preconditioned iterative scheme for a
class of distributed optimal control problems governed by
convection-diffusion-reaction (CDR) equations. As an alternative to low-order
discretizations and Schur-complement block preconditioners, the scheme combines
a high-order spectral Galerkin method with an efficient preconditioner tailored
specifically for the CDR application. The preconditioner is matrix-free and can
be applied within linear complexity where the proportionality constant is
small. Numerical 查看全文>>