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A new preconditioner for elliptic PDE-constrained optimization problems (1911.05807v1)
Published 13 Nov 2019 in math.NA and cs.NA
Abstract: We propose a preconditioner to accelerate the convergence of the GMRES iterative method for solving the system of linear equations obtained from discretize-then-optimize approach applied to optimal control problems constrained by a partial differential equation. Eigenvalue distribution of the preconditioned matrix as well as its eigenvectors are discussed. Numerical results of the proposed preconditioner are compared with several existing preconditioners to show its efficiency.
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