Parareal in Time Intermediate Targets Methods for Optimal Control Problems

By Mohamed Kamel Riahi, Maday Yvon, and Julien salomon
International Series of Numerical Mathematics (2013)

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Abstract

In this paper, we present a method that enables to solve 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.

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Suggested citation

Mohamed Kamel R., Maday Y., and Julien S. (2013) Parareal in Time Intermediate Targets Methods for Optimal Control Problems . International Series of Numerical Mathematics, 164, pp 79-92.

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