Preconditioners for Krylov subspace methods: An overview

JW Pearson, J Pestana - GAMM‐Mitteilungen, 2020 - Wiley Online Library
When simulating a mechanism from science or engineering, or an industrial process, one is
frequently required to construct a mathematical model, and then resolve this model …

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 …

[图书][B] Preconditioning and the conjugate gradient method in the context of solving PDEs

J Málek, Z Strakoš - 2014 - SIAM
Our times can be characterized by, among many other attributes, the seemingly increasing
speed of everything. Within science, it has led to the publication explosion, which reflects the …

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 solvers for Cahn--Hilliard inpainting

J Bosch, D Kay, M Stoll, AJ Wathen - SIAM Journal on Imaging Sciences, 2014 - SIAM
The solution of Cahn--Hilliard variational inequalities is of interest in many applications. We
discuss the use of them as a tool for binary image inpainting. This has been done before …

Preconditioners for state‐constrained optimal control problems with Moreau–Yosida penalty function

JW Pearson, M Stoll, AJ Wathen - Numerical Linear Algebra …, 2014 - Wiley Online Library
Optimal control problems with partial differential equations as constraints play an important
role in many applications. The inclusion of bound constraints for the state variable poses a …

Fast tensor product solvers for optimization problems with fractional differential equations as constraints

S Dolgov, JW Pearson, DV Savostyanov… - Applied Mathematics and …, 2016 - Elsevier
Fractional differential equations have recently received much attention within computational
mathematics and applied science, and their numerical treatment is an important research …

Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization

JW Pearson, J Gondzio - Numerische Mathematik, 2017 - Springer
Interior point methods provide an attractive class of approaches for solving linear, quadratic
and nonlinear programming problems, due to their excellent efficiency and wide …

Preconditioning of active-set Newton methods for PDE-constrained optimal control problems

M Porcelli, V Simoncini, M Tani - SIAM Journal on Scientific Computing, 2015 - SIAM
We address the problem of preconditioning a sequence of saddle point linear systems
arising in the solution of PDE-constrained optimal control problems via active-set Newton …