Parallel Lagrange--Newton--Krylov--Schur Methods for PDE-Constrained Optimization. Part I: The Krylov--Schur Solver

Large-scale optimization of systems governed by partial differential equations (PDEs) is a frontier problem in scientific computation. Reduced quasi-Newton sequential quadratic programming (SQP) methods are state-of-the-art approaches for such problems. These methods take full advantage of existing...

Full description

Saved in:

Bibliographic Details
Published in:	SIAM journal on scientific computing Vol. 27; no. 2; pp. 687 - 713
Main Authors:	Biros, George, Ghattas, Omar
Format:	Journal Article
Language:	English
Published:	Philadelphia, PA Society for Industrial and Applied Mathematics 01.01.2005
Subjects:	Algorithms Boundary conditions Exact sciences and technology Lagrange multiplier Mathematics Methods Navier-Stokes equations Numerical analysis Numerical analysis in abstract spaces Numerical analysis. Scientific computation Numerical linear algebra Numerical methods in mathematical programming, optimization and calculus of variations Optimization Parameter estimation Partial differential equations, boundary value problems Quadratic programming Reynolds number Sciences and techniques of general use Variables 65W10 76D55 Krylov subspace method Partial differential equation Non linear equation 90C52 Sequential method 90C55 65K10 90C90 Navier-Stokes Schur complement Optimal control (mathematics) Lagrangian method State constraint Mathematical programming Parallel algorithm Numerical linear algebra Initial value problem Adjoint method 65Y20 76D05 76D07 Lagrange-Newton-Krylov-Schur methods nonlinear equations Numerical analysis Boundary value problem Optimality condition Lagrangian function Preconditioning preconditioners Direct method 65F10 Navier Stokes equation 93C20 adjoint methods Newton method 65N55 indefinite systems 65K05 PDE-constrained optimization parallel algorithms 49K20 Step method optimal control Quadratic programming 65Y05 Constrained optimization Two step method Linear system Scientific computation Matrix inversion 65J22 sequential quadratic programming finite elements Finite element
ISSN:	1064-8275, 1095-7197
Online Access:	Get full text
Tags:	Add Tag No Tags, Be the first to tag this record!

Be the first to leave a comment!