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Volume 31, Issue 4
Block-Symmetric and Block-Lower-Triangular Preconditioners for PDE-Constrained Optimization Problems

Guofeng Zhang & Zhong Zheng

J. Comp. Math., 31 (2013), pp. 370-381.

Published online: 2013-08

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  • Abstract

Optimization problems with partial differential equations as constraints arise widely in many areas of science and engineering, in particular in problems of the design. The solution of such class of PDE-constrained optimization problems is usually a major computational task. Because of the complexion for directly seeking the solution of PDE-constrained optimization problem, we transform it into a system of linear equations of the saddle-point form by using the Galerkin finite-element discretization. For the discretized linear system, in this paper we construct a block-symmetric and a block-lower-triangular preconditioner, for solving the PDE-constrained optimization problem. Both preconditioners exploit the structure of the coefficient matrix. The explicit expressions for the eigenvalues and eigenvectors of the corresponding preconditioned matrices are derived. Numerical implementations show that these block preconditioners can lead to satisfactory experimental results for the preconditioned GMRES methods when the regularization parameter is suitably small.

  • AMS Subject Headings

65F10, 65F50, 65F08, 65F22, 65F35, 65N22.

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COPYRIGHT: © Global Science Press

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@Article{JCM-31-370, author = {Guofeng Zhang and Zhong Zheng}, title = {Block-Symmetric and Block-Lower-Triangular Preconditioners for PDE-Constrained Optimization Problems}, journal = {Journal of Computational Mathematics}, year = {2013}, volume = {31}, number = {4}, pages = {370--381}, abstract = {

Optimization problems with partial differential equations as constraints arise widely in many areas of science and engineering, in particular in problems of the design. The solution of such class of PDE-constrained optimization problems is usually a major computational task. Because of the complexion for directly seeking the solution of PDE-constrained optimization problem, we transform it into a system of linear equations of the saddle-point form by using the Galerkin finite-element discretization. For the discretized linear system, in this paper we construct a block-symmetric and a block-lower-triangular preconditioner, for solving the PDE-constrained optimization problem. Both preconditioners exploit the structure of the coefficient matrix. The explicit expressions for the eigenvalues and eigenvectors of the corresponding preconditioned matrices are derived. Numerical implementations show that these block preconditioners can lead to satisfactory experimental results for the preconditioned GMRES methods when the regularization parameter is suitably small.

}, issn = {1991-7139}, doi = {https://doi.org/10.4208/jcm.1301-m4234}, url = {http://global-sci.org/intro/article_detail/jcm/9741.html} }
TY - JOUR T1 - Block-Symmetric and Block-Lower-Triangular Preconditioners for PDE-Constrained Optimization Problems AU - Guofeng Zhang & Zhong Zheng JO - Journal of Computational Mathematics VL - 4 SP - 370 EP - 381 PY - 2013 DA - 2013/08 SN - 31 DO - http://doi.org/10.4208/jcm.1301-m4234 UR - https://global-sci.org/intro/article_detail/jcm/9741.html KW - Saddle-point matrix, Preconditioning, PDE-constrained optimization, Eigenvalue and eigenvector, Regularization parameter. AB -

Optimization problems with partial differential equations as constraints arise widely in many areas of science and engineering, in particular in problems of the design. The solution of such class of PDE-constrained optimization problems is usually a major computational task. Because of the complexion for directly seeking the solution of PDE-constrained optimization problem, we transform it into a system of linear equations of the saddle-point form by using the Galerkin finite-element discretization. For the discretized linear system, in this paper we construct a block-symmetric and a block-lower-triangular preconditioner, for solving the PDE-constrained optimization problem. Both preconditioners exploit the structure of the coefficient matrix. The explicit expressions for the eigenvalues and eigenvectors of the corresponding preconditioned matrices are derived. Numerical implementations show that these block preconditioners can lead to satisfactory experimental results for the preconditioned GMRES methods when the regularization parameter is suitably small.

Guofeng Zhang and Zhong Zheng. (2013). Block-Symmetric and Block-Lower-Triangular Preconditioners for PDE-Constrained Optimization Problems. Journal of Computational Mathematics. 31 (4). 370-381. doi:10.4208/jcm.1301-m4234
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