Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems

@article{Mathew2010AnalysisOB,
  title={Analysis of Block Parareal Preconditioners for Parabolic Optimal Control Problems},
  author={Tarek P. Mathew and Marcus Sarkis and Christian E. Schaerer},
  journal={SIAM J. Scientific Computing},
  year={2010},
  volume={32},
  pages={1180-1200}
}
In this paper, we describe block matrix algorithms for the iterative solution of a large-scale linear-quadratic optimal control problem involving a parabolic partial differential equation over a finite control horizon. We consider an “all at once” discretization of the problem and formulate three iterative algorithms. The first algorithm is based on preconditioning a symmetric positive definite reduced linear system involving only the unknown control variables; however inner-outer iterations… CONTINUE READING

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