2021
DOI: 10.48550/arxiv.2110.07362
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Preconditioners for robust optimal control problems under uncertainty

Abstract: The discretization of robust quadratic optimal control problems under uncertainty using the finite element method and the stochastic collocation method leads to large saddle-point systems, which are fully coupled across the random realizations. Despite its relevance for numerous engineering problems, the solution of such systems is notoriusly challenging. In this manuscript, we study efficient preconditioners for all-at-once approches using both an algebraic and an operator preconditioning framework. We show i… Show more

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