Block Preconditioners for KKT Systems in PDE—Governed Optimal Control Problems
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TL;DR
This paper is concerned with block preconditioners for linear KKT systems that arise in optimization problems governed by partial differential equations in the general case.
Abstract
This paper is concerned with block preconditioners for linear KKT systems that arise in optimization problems governed by partial differential equations. The preconditioners exhibit, like the KKT system, a specific block structure and are composed of preconditioners for submatrices in the general case. Implementation issues are discussed. Numerical results are given for an elliptic boundary control problem from ground water modeling.
