Preconditioners for Karush–Kuhn–Tucker Matrices Arising in the Optimal Control of Distributed Systems
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چکیده
In this paper preconditioners for linear systems arising in interior–point methods for the solution of distributed control problems are derived and analyzed. The matrices K in these systems have a block structure with blocks obtained from the discretization of the objective function and the governing differential equation. The preconditioners have a block structure with blocks being composed of preconditioners for the subblocks of the system matrixK. The effectiveness of the preconditioners is analyzed and numerical examples for an elliptic model problem are shown.
منابع مشابه
Preconditioners for Karush–Kuhn–Tucker Systems arising in Optimal Control
Mathematics (ABSTRACT) This work is concerned with the construction of preconditioners for indefinite linear systems. The systems under investigation arise in the numerical solution of quadratic programming problems, for example in the form of Karush–Kuhn–Tucker (KKT) optimality conditions or in interior–point methods. Therefore, the system matrix is referred to as a KKT matrix. It is not the p...
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تاریخ انتشار 1996