Preconditioners for Karush-Kuhn-Tucker Matrices Arising in the Optimal Control of Distributed Systems
Astrid Battermann, Matthias Heinkenschloss · Birkhäuser Basel eBooks · 1998
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 matrix K . The effectiveness of the preconditioners is analyzed and numerical examples for an elliptic model problem are shown.