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A NEW PRECONDITIONING STRATEGY FOR SOLVING A CLASS OF TIME-DEPENDENT PDE-CONSTRAINED OPTIMIZATION PROBLEMS 被引量:2

A NEW PRECONDITIONING STRATEGY FOR SOLVING A CLASS OF TIME-DEPENDENT PDE-CONSTRAINED OPTIMIZATION PROBLEMS
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摘要 In this paper, by exploiting the special block and sparse structure of the coefficient matrix, we present a new preconditioning strategy for solving large sparse linear systems arising in the time-dependent distributed control problem involving the heat equation with two different functions. First a natural order-reduction is performed, and then the reduced- order linear system of equations is solved by the preconditioned MINRES algorithm with a new preconditioning techniques. The spectral properties of the preconditioned matrix are analyzed. Numerical results demonstrate that the preconditioning strategy for solving the large sparse systems discretized from the time-dependent problems is more effective for a wide range of mesh sizes and the value of the regularization parameter. In this paper, by exploiting the special block and sparse structure of the coefficient matrix, we present a new preconditioning strategy for solving large sparse linear systems arising in the time-dependent distributed control problem involving the heat equation with two different functions. First a natural order-reduction is performed, and then the reduced- order linear system of equations is solved by the preconditioned MINRES algorithm with a new preconditioning techniques. The spectral properties of the preconditioned matrix are analyzed. Numerical results demonstrate that the preconditioning strategy for solving the large sparse systems discretized from the time-dependent problems is more effective for a wide range of mesh sizes and the value of the regularization parameter.
出处 《Journal of Computational Mathematics》 SCIE CSCD 2014年第3期215-232,共18页 计算数学(英文)
基金 The work was supported by the National Natural Science Foundation of China (11271174). The authors would like to thank the referees for the comments and constructive suggestions, which are valuable in improving the quality of the manuscript.
关键词 PDE-constrained optimization Reduced linear system of equations PRECONDITIONING Saddle point problem Krylov subspace methods. PDE-constrained optimization, Reduced linear system of equations, Preconditioning, Saddle point problem, Krylov subspace methods.
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