Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs
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Publication:2806184
DOI10.1137/15M1018502zbMath1382.65074WikidataQ115214804 ScholiaQ115214804MaRDI QIDQ2806184
Akwum Onwunta, Martin Stoll, Peter Benner
Publication date: 17 May 2016
Published in: SIAM Journal on Matrix Analysis and Applications (Search for Journal in Brave)
Schur complementpreconditioningiterative methodsPDE-constrained optimizationsaddle-point systemlow-rank solutionstochastic Galerkin system
Iterative numerical methods for linear systems (65F10) PDEs with randomness, stochastic partial differential equations (35R60) Discrete approximations in optimal control (49M25) Preconditioners for iterative methods (65F08)
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Uses Software
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