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| HAL : hal-00633508, version 1 |
| arXiv : 1110.4084 |
| Fiche détaillée |  Récupérer au format |
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| Control and Optimization of PDEs, Graz : Autriche (2011) |
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| An intermediate targets method for time parallelization in optimal control |
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| Yvon Maday 1, 2Julien Salomon 3 |
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| (02/07/2012) |
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| 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. |
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| 1 : | Laboratoire Jacques-Louis Lions (LJLL) |
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CNRS : UMR7598 – Université Pierre et Marie Curie [UPMC] - Paris VI |
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| 2 : | Division of Applied Mathematics (DAM) |
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Brown University |
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| 3 : | CEntre de REcherches en MAthématiques de la DEcision (CEREMADE) |
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CNRS : UMR7534 – Université Paris IX - Paris Dauphine |
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| Domaine | : | Mathématiques/Optimisation et contrôle |
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| Liste des fichiers attachés à ce document : | ||||||||||
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| hal-00633508, version 1 | |
| http://hal.archives-ouvertes.fr/hal-00633508 | |
| oai:hal.archives-ouvertes.fr:hal-00633508 | |
| Contributeur : Julien Salomon | |
| Soumis le : Mardi 18 Octobre 2011, 16:13:41 | |
| Dernière modification le : Mercredi 30 Mai 2012, 16:20:25 | |
