Operator preconditioning for a class of inequality constrained optimal control problems

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Schiela, Anton ; Ulbrich, Stefan:
Operator preconditioning for a class of inequality constrained optimal control problems.
In: SIAM Journal on Optimization. Bd. 24 (2014) Heft 1 . - S. 435-466.
ISSN 1095-7189
DOI: https://doi.org/10.1137/120877532

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Abstract

We propose and analyze two strategies for preconditioning linear operator equations that arise in PDE constrained optimal control in the framework of conjugate gradient methods. Our particular focus is on control or state constrained problems, where we consider the question of robustness with respect to critical parameters. We construct a preconditioner that yields favorable robustness properties with respect to critical parameters.