On Generalized Preconditioners for Time-Parallel Parabolic Optimal Control
Arne Bouillon,
Giovanni Samaey,
Karl Meerbergen
Abstract:The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control of linear parabolic pdes, the state-of-the-art ParaDiag method is limited to solving self-adjoint problems with a tracking objective. We propose three improvements to the ParaDiag method: the use of alpha-circulant matrices to construct an alternative preconditioner, a generalization of the algorithm for solving non-self-adjoint equ… Show more
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