Newton-Picard-Based Preconditioning for Linear-Quadratic Optimization Problems with Time-Periodic Parabolic PDE Constraints

  • Authors:
  • A. Potschka;M. S. Mommer;J. P. Schlöder;H. G. Bock

  • Affiliations:
  • potschka@iwr.uni-heidelberg.de and mario.mommer@iwr.uni-heidelberg.de;-;schloeder@iwr.uni-heidelberg.de and bock@iwr.uni-heidelberg.de;-

  • Venue:
  • SIAM Journal on Scientific Computing
  • Year:
  • 2012

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Abstract

We develop and investigate two preconditioners for a basic linear iterative splitting method for the numerical solution of linear-quadratic optimization problems with time-periodic parabolic PDE constraints. The resulting real-valued linear system to be solved is symmetric indefinite. We propose all-at-once symmetric indefinite preconditioners based on a Newton-Picard approach which divides the variable space into slow and fast modes. The division is performed either classically with eigenspace methods or with a novel two-grid approach. We prove mesh-independent convergence for the classical Newton-Picard preconditioner, present a complexity analysis, and show numerical results for the classical and the two-grid preconditioners. Moreover, the preconditioners compare favorably with existing symmetric positive definite Schur complement preconditioners in a Krylov method context.