Fast iterative solution of saddle point problems in optimal control based on wavelets

DOI10.1023/A:1015441724875zbMath1020.49027OpenAlexW1524206502MaRDI QIDQ1610320

Angela Kunoth

Publication date: 19 August 2002

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1015441724875

zbMATH Keywords

waveletsoptimal controlLagrange multiplierpreconditioningcoupled systemUzawa algorithmelliptic boundary value problemnested iterationsaddle point probleminexact gradient methodconvergence of iterative procedureinfinite \(\ell_2\)-system

Mathematics Subject Classification ID

Nontrigonometric harmonic analysis involving wavelets and other special systems (42C40) Numerical methods for wavelets (65T60) Iterative numerical methods for linear systems (65F10) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items

Analysis and Approximations of Dirichlet Boundary Control of Stokes Flows in the Energy Space, Adaptive wavelet schemes for an elliptic control problem with Dirichlet boundary control, Fast iterative solution of elliptic control problems in wavelet discretization

Uses Software

• DASOPT