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Chapitre D'ouvrage Année : 2013

Parareal in time intermediate targets methods for optimal control problem

Yvon Maday
Mohamed-Kamel Riahi

Résumé

In this paper, we present a method that enables solving in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets that gives rise to independent sub-problems that can be solved in parallel. This method can be coupled with the parareal in time algorithm. Numerical experiments show the efficiency of our method.

Dates et versions

hal-00678504 , version 1 (13-03-2012)

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Citer

Yvon Maday, Mohamed-Kamel Riahi, Julien Salomon. Parareal in time intermediate targets methods for optimal control problem. Control and Optimization with PDE Constraints, Springer Basel, pp 79-92, 2013, International Series of Numerical Mathematics, 978-3-0348-0631-2. ⟨10.1007/978-3-0348-0631-2_5⟩. ⟨hal-00678504⟩
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