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, dans 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

Lien vers un document non conservé dans cette base

https://arxiv.org/abs/1203.2360v1

Date

2013

Titre de l'ouvrage

Control and Optimization with PDE Constraints

Auteurs de l’ouvrage

Kristian Bredies, Christian Clason, Karl Kunisch, Gregory von Winckel

Éditeur

Springer

Ville d’édition

Berlin Heidelberg

Isbn

978-3-0348-0630-5

Pages

79-92

Résumé (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.

Mots-clés

Optimization and control; parallel algorithm; parareal in time algorithm; hight performance computing,; PDEs