Preconditioning Saddle-Point Systems with Applications in Optimization

DOI10.1137/080727129zbMath1209.65035OpenAlexW2160429522MaRDI QIDQ3079333

Nicholas I. M. Gould, H. S. Dollar, Martin Stoll, Andrew J. Wathen

Publication date: 2 March 2011

Published in: SIAM Journal on Scientific Computing (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/76c60ff1ba36794499abbc5347a11dc16be765bd

zbMATH Keywords

optimizationnumerical examplespreconditioningStokes problemiterative solversaddle-point problemsBramble-Pasciak conjugate gradient approach

Mathematics Subject Classification ID

Computational methods for sparse matrices (65F50) Iterative numerical methods for linear systems (65F10) Preconditioners for iterative methods (65F08)

Related Items (11)

Improved penalty algorithm for mixed integer PDE constrained optimization problems ⋮ Combination preconditioning of saddle point systems for positive definiteness ⋮ A parallel two-level domain decomposition based one-shot method for shape optimization problems ⋮ A practical factorization of a Schur complement for PDE-constrained distributed optimal control ⋮ New preconditioners based on symmetric-triangular decomposition for saddle point problems ⋮ An adaptive finite element Moreau-Yosida-based solver for a coupled Cahn-Hilliard/Navier-Stokes system ⋮ Preconditioners Based on “Parareal” Time-Domain Decomposition for Time-Dependent PDE-Constrained Optimization ⋮ Schwarz Methods for the Time-Parallel Solution of Parabolic Control Problems ⋮ Null-Space Preconditioners for Saddle Point Systems ⋮ Restrictively Preconditioned Conjugate Gradient Method for a Series of Constantly Augmented Least Squares Problems ⋮ On Fixed-Point, Krylov, and $2\times 2$ Block Preconditioners for Nonsymmetric Problems

Uses Software

• CUTEr
• SifDec
• IFISS

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