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An intermediate targets method for time parallelization in optimal control
Maday Y. et al
Dans Proceedings of " Control and Optimization of PDEs ", Mariatrost, Oct. 10-14 2011, - Control and Optimization of PDEs, Graz : Autriche (2011) - http://hal.archives-ouvertes.fr/hal-00633508
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Yvon Maday ()1, 2, Julien Salomon ()3, Kamel Riahi ()1
1:  LJLL - Laboratoire Jacques-Louis Lions
http://www.ann.jussieu.fr
CNRS : UMR7598 – Université Pierre et Marie Curie [UPMC] - Paris VI
B.C. 187 75252 Paris Cedex 05
France
2:  DAM - Division of Applied Mathematics
http://www.dam.brown.edu/
Brown University
182 George Street Providence, RI 02912
United States
3:  CEREMADE - CEntre de REcherches en MAthématiques de la DEcision
http://www.ceremade.dauphine.fr/index.html
CNRS : UMR7534 – Université Paris IX - Paris Dauphine
Place du Maréchal de Lattre de Tassigny 75775 - Paris Cedex 16
France
Mathematics/Optimization and Control
An intermediate targets method for time parallelization in optimal control
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 and gives rise independent sub-problems that can be solved in parallel. Numerical experiments show the efficiency of our method.
English
2011-10-18

International Series of Numerical Mathematics (Birkhäuser, Basel)
Proceedings of " Control and Optimization of PDEs ", Mariatrost, Oct. 10-14 2011,
international
2012-07-02
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Control and Optimization of PDEs
2011-10-10
2011-10-14
Graz
Austria