Parareal in time intermediate targets methods for optimal control problems

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

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

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