Margherita Porcelli (University of Bologna)

New preconditioners for Newton type methods in the solution of optimal control problems with bound constraints
Friday 12 December 2014 at 14.00, JCMB 6206


We address the problem of preconditioning saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We present two preconditioners based on a full block matrix factorization of the Schur complement of the Jacobians matrices where the active-set blocks are merged into the constraint blocks. The robustness of the new preconditioners is discussed and exhaustive numerical experiments are presented.

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