BLOCK-SYMMETRIC AND BLOCK-LOWER-TRIANGULAR PRECONDITIONERS FOR PDE-CONSTRAINED OPTIMIZATION PROBLEMS＊  

作　　者：Guofeng Zhang Zhong Zheng 

机构地区：[1]School of Mathematics and Statistics, Lanzhou University, Lanzhou 730000, China

出　　处：《Journal of Computational Mathematics》2013年第4期370-381,共12页计算数学（英文）

基　　金：Acknowledgments. This work was supported by the National Natural Science Foundation of China（l1271174）. The authors are very much indebted to the referees for providing very valuable suggestions and comments, which greatly improved the original manuscript of this paper. The authors would also like to thank Dr. Zeng-Qi Wang for helping on forming the MATLAB data of the matrices.

摘　　要：Optimization problems with partial differential equations as constraints arise widely in many areas of science and engineering, in particular in problems of the design. The solution of such class of PDE-constrained optimization problems is usually a major computational task. Because of the complexion for directly seeking the solution of PDE-constrained op- timization problem, we transform it into a system of linear equations of the saddle-point form by using the Galerkin finite-element discretization. For the discretized linear system, in this paper we construct a block-symmetric and a block-lower-triangular preconditioner, for solving the PDE-constrained optimization problem. Both preconditioners exploit the structure of the coefficient matrix. The explicit expressions for the eigenvalues and eigen- vectors of the corresponding preconditioned matrices are derived. Numerical implementa- tions show that these block preconditioners can lead to satisfactory experimental results for the preconditioned GMRES methods when the regularization parameter is suitably small.Optimization problems with partial differential equations as constraints arise widely in many areas of science and engineering, in particular in problems of the design. The solution of such class of PDE-constrained optimization problems is usually a major computational task. Because of the complexion for directly seeking the solution of PDE-constrained op- timization problem, we transform it into a system of linear equations of the saddle-point form by using the Galerkin finite-element discretization. For the discretized linear system, in this paper we construct a block-symmetric and a block-lower-triangular preconditioner, for solving the PDE-constrained optimization problem. Both preconditioners exploit the structure of the coefficient matrix. The explicit expressions for the eigenvalues and eigen- vectors of the corresponding preconditioned matrices are derived. Numerical implementa- tions show that these block preconditioners can lead to satisfactory experimental results for the preconditioned GMRES methods when the regularization parameter is suitably small.

关 键 词：Saddle-point matrix PRECONDITIONING PDE-constrained optimization Eigen-value and eigenvector Regularization parameter. 

分 类 号：O224[理学—运筹学与控制论] O241.6[理学—数学]