Skip to main content
Log in

A reordering-based preconditioner for elliptic PDE-constrained optimization problems with small Tikhonov parameters

  • Published:
Computational and Applied Mathematics Aims and scope Submit manuscript

Abstract

In this paper, I present an efficient reordering-based preconditioner for the elliptic PDE-constrained optimization problems. The proposed preconditioner is extracted from a stationary iterative method which is convergent under certain suitable conditions. In addition, the spectral properties of the corresponding preconditioned matrix are studied. The resulting preconditioner is efficient for solving problems with small Tikhonov parameters (less than \(1e{-}6\)). Numerical experiments are presented to illustrate the effectiveness of the proposed preconditioner.

This is a preview of subscription content, log in via an institution to check access.

Access this article

Price excludes VAT (USA)
Tax calculation will be finalised during checkout.

Instant access to the full article PDF.

Fig. 1
Fig. 2

Similar content being viewed by others

References

  • Arrow K, Hurwicz L, Uzawa H (1958) Studies in nonlinear programming. Stanford University Press, Stanford

    MATH  Google Scholar 

  • Bai ZZ (2011) Block preconditioners for elliptic PDE-constrained optimization problems. Computing 91:379–395

    Article  MathSciNet  MATH  Google Scholar 

  • Bai ZZ, Benzi M, Chen F (2013) Preconditioned MHSS iteration methods for a class of block two-by-two linear systems with applications to distributed control problems. IMA J Numer Anal 33:343–369

    Article  MathSciNet  MATH  Google Scholar 

  • Bramble JH, Pasciak JE, Vassilev AT (1997) Analysis of the inexact Uzawa algorithm for saddle point problems. SIAM J Numer Anal 34:1072–1092

    Article  MathSciNet  MATH  Google Scholar 

  • Elman HC, Golub GH (1994) Inexact and preconditioned Uzawa algorithms for saddle point problems. SIAM J Numer Anal 31:1645–1661

    Article  MathSciNet  MATH  Google Scholar 

  • Elman HC, Silvester DJ, Wathen AJ (2005) Finite elements and fast iterative solvers: with applications in incompressible fiuid dynamics. Oxford University Press, Oxford

    MATH  Google Scholar 

  • Elman HC, Ramage A, Silvester DJ (2007) Algorithm 866: IFISS, a MATLAB toolbox for modelling incompressible flow. ACM Trans Math Softw 33:1–18

    Article  MATH  Google Scholar 

  • Golub GH, van Loan CF (2013) Matrix computations, 4th edn. Johns Hopkins Studies in the Mathematical Sciences. Johns Hopkins University Press, Baltimore

    Google Scholar 

  • Huang N, Ma CF (2017) Analysis on inexact block diagonal preconditioners for elliptic PDE-constrained optimization problems. Comput Math Appl 74:2423–2437

    Article  MathSciNet  MATH  Google Scholar 

  • Ke YF, Ma CF (2018) Some preconditioners for elliptic PDE-constrained optimization problems. Comput Math Appl 75:2795–2813

    Article  MathSciNet  MATH  Google Scholar 

  • Lass O, Vallejos M, Borzi A, Douglas CC (2009) Implementation and analysis of multigrid schemes with finite elements for elliptic optimal control problems. Computing 84:27–48

    Article  MathSciNet  MATH  Google Scholar 

  • Lions JL (1968) Optimal control of systems. Springer, Berlin

    Google Scholar 

  • Mirchi H, Salkuyeh DK (2020) A new preconditioner for elliptic PDE-constrained optimization problems. Numer Algorithms 83:653–668

    Article  MathSciNet  MATH  Google Scholar 

  • Pearson JW, Wathen AJ (2012) A new approximation of the Schur complement in preconditioners for PDE-constrained optimization. Numer Linear Algebra Appl 19:816–829

    Article  MathSciNet  MATH  Google Scholar 

  • Rees T, Dollar HS, Wathen AJ (2010) Optimal solvers for PDE-constrained optimization. SIAM J Sci Comput 32:271–298

    Article  MathSciNet  MATH  Google Scholar 

  • Saad Y (2003) Iterative methods for sparse linear systems, 2nd edn. SIAM, Philadelphia

    Book  MATH  Google Scholar 

  • Zeng YP, Wang SQ, Xu HR, Xie SL (2015) Preconditioners for reduced saddle point systems arising in elliptic PDE-constrained optimization problems. J Inequal Appl 355:1–14

    MathSciNet  MATH  Google Scholar 

  • Zheng QQ, Lu LZ (2017) A shift-splitting preconditioner for a class of block two-by-two linear systems. Appl Math Lett 66:54–60

    Article  MathSciNet  MATH  Google Scholar 

Download references

Acknowledgements

The author would like to thank the reviewers for their detailed comments and suggestions that led to considerable improvements in the quality of the present manuscript.

Author information

Authors and Affiliations

Authors

Corresponding author

Correspondence to Qingqing Zheng.

Additional information

Communicated by Xiang Wang.

Publisher's Note

Springer Nature remains neutral with regard to jurisdictional claims in published maps and institutional affiliations.

The author was supported by National Natural Science Foundation of China Grant (No. 12001311), Science Foundation of China University of Petroleum, Beijing (No. 2462021YJRC025), and the State Key Laboratory of Petroleum Resources and Prospecting, China University of Petroleum

Rights and permissions

Springer Nature or its licensor (e.g. a society or other partner) holds exclusive rights to this article under a publishing agreement with the author(s) or other rightsholder(s); author self-archiving of the accepted manuscript version of this article is solely governed by the terms of such publishing agreement and applicable law.

Reprints and permissions

About this article

Check for updates. Verify currency and authenticity via CrossMark

Cite this article

Zheng, Q. A reordering-based preconditioner for elliptic PDE-constrained optimization problems with small Tikhonov parameters. Comp. Appl. Math. 42, 169 (2023). https://doi.org/10.1007/s40314-023-02317-7

Download citation

  • Received:

  • Revised:

  • Accepted:

  • Published:

  • DOI: https://doi.org/10.1007/s40314-023-02317-7

Keywords

Mathematics Subject Classification

Navigation