Regularization-robust preconditioners for time-dependent PDE-constrained optimization problems

JW Pearson, M Stoll, AJ Wathen - SIAM Journal on Matrix Analysis and …, 2012 - SIAM
In this article, we motivate, derive, and test effective preconditioners to be used with the
Minres algorithm for solving a number of saddle point systems which arise in PDE …

Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems: Poisson and convection-diffusion control

O Axelsson, S Farouq, M Neytcheva - Numerical Algorithms, 2016 - Springer
Saddle point matrices of a special structure arise in optimal control problems. In this paper
we consider distributed optimal control for various types of scalar stationary partial …

A low-rank in time approach to PDE-constrained optimization

M Stoll, T Breiten - SIAM Journal on Scientific Computing, 2015 - SIAM
The solution of time-dependent PDE-constrained optimization problems is a challenging
task in numerical analysis and applied mathematics. All-at-once discretizations and …

Fast iterative solvers for convection-diffusion control problems

J Pearson, A Wathen - 2011 - ora.ox.ac.uk
In this manuscript, we describe effective solvers for the optimal control of stabilized
convection-diffusion problems. We employ the local projection stabilization, which we show …

Efficient numerical methods for gas network modeling and simulation

Y Qiu, S Grundel, M Stoll, P Benner - arXiv preprint arXiv:1807.07142, 2018 - arxiv.org
We study the modeling and simulation of gas pipeline networks, with a focus on fast
numerical methods for the simulation of transient dynamics. The obtained mathematical …

[HTML][HTML] Preconditioning PDE-constrained optimization with L1-sparsity and control constraints

M Porcelli, V Simoncini, M Stoll - Computers & Mathematics with …, 2017 - Elsevier
PDE-constrained optimization aims at finding optimal setups for partial differential equations
so that relevant quantities are minimized. Including nonsmooth L 1 sparsity promoting terms …

Domain decomposition in time for PDE-constrained optimization

AT Barker, M Stoll - Computer Physics Communications, 2015 - Elsevier
PDE-constrained optimization problems have a wide range of applications, but they lead to
very large and ill-conditioned linear systems, especially if the problems are time dependent …

Preconditioned iterative methods for Navier–Stokes control problems

JW Pearson - Journal of Computational Physics, 2015 - Elsevier
PDE-constrained optimization problems are a class of problems which have attracted much
recent attention in scientific computing and applied science. In this paper we discuss …

Primal-Dual Damping algorithms for optimization

X Zuo, S Osher, W Li - arXiv preprint arXiv:2304.14574, 2023 - arxiv.org
We propose an unconstrained optimization method based on the well-known primal-dual
hybrid gradient (PDHG) algorithm. We first formulate the optimality condition of the …

A radial basis function method for solving PDE-constrained optimization problems

JW Pearson - Numerical algorithms, 2013 - Springer
In this article, we apply the theory of meshfree methods to the problem of PDE-constrained
optimization. We derive new collocation-type methods to solve the distributed control …