A time-domain decomposition iterative method for the solution of distributed linear quadratic optimal control problems

DOI10.1016/j.cam.2004.03.005zbMath1075.65091OpenAlexW2080621333WikidataQ58047999 ScholiaQ58047999MaRDI QIDQ704186

Matthias Heinkenschloss

Publication date: 13 January 2005

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2004.03.005

zbMATH Keywords

heat equationnumerical experimentspreconditioningpartial differential equationsKrylov subspace methodsGauss-Seidel methodparabolicsuboptimal controlinstantaneous controlmultiple shootingDirichlet controldiscrete-time optimal control problemlarge-scale linear quadratic optimal control problemsNeumann controltime-domain decomposition

Mathematics Subject Classification ID

Numerical optimization and variational techniques (65K10) Linear-quadratic optimal control problems (49N10) Iterative numerical methods for linear systems (65F10) Numerical computation of matrix norms, conditioning, scaling (65F35) Decomposition methods (49M27) Existence theories for optimal control problems involving partial differential equations (49J20)

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Uses Software

• BNDSCO

Cites Work

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