Comparison of preconditioned Krylov subspace iteration methods for PDE-constrained optimization problems: Poisson and convection-diffusion control. Abstract Saddle point matrices of a special structure arise in optimal control problems. In this paper we consider distributed optimal control for various types of scalar stationary partial differential equations and compare the efficiency of several numerical solution methods. We test the particular case when the arising linear system can be compressed after eliminating the control function. In that case, a system arises in a form which enables application of an efficient block matrix preconditioner that previously has been applied to solve complex-valued systems in real arithmetic. Under certain assumptions the condition number of the so preconditioned matrix is bounded by 2. The numerical and computational efficiency of the method in terms of number of iterations and elapsed time is favourably compared with other published methods.

A preconditioner for optimal control problems, constrained by Stokes equation with a timeharmonic control. Journal of Computational and Applied Mathematics AbstractIn this article we construct an efficient preconditioner for solving the algebraic systems arising from discretized optimal control problems with time-periodic Stokes equations, based on a preconditioning technique for stationary Stokesconstrained optimal control problems, considered in an earlier paper by the authors. A simplified analysis of the derivation of the preconditioner and its properties is presented. The preconditioner is fully parameter-independent and the condition number of the corresponding preconditioned matrix is bounded by 2. The so-constructed preconditioner is favourably compared with another robust preconditioner for the same problem.

The governing dynamics of fluid flow is stated as a system of partial differential equations referred to as the Navier-Stokes system. In industrial and scientific applications, fluid flow control becomes an optimization problem where the governing partial differential equations of the fluid flow are stated as constraints. When discretized, the optimal control of the Navier-Stokes equations leads to large sparse saddle point systems in two levels.In this paper we consider distributed optimal control for the Stokes system and test the particular case when the arising linear system can be compressed after eliminating the control function. In that case, a system arises in a form which enables the application of an efficient block matrix preconditioner that previously has been applied to solve complex-valued systems in real arithmetic. Under certain conditions the condition number of the so preconditioned matrix is bounded by 2. The numerical and computational efficiency of the method in terms of number of iterations and execution time is favorably compared with other published methods.