Nov 6 – 8, 2019
MPI Magdeburg
Europe/Berlin timezone

A matrix equation method for solving PDE-constrained optimization problems

Nov 7, 2019, 3:00 PM
2h
Main/groundfloor-none - Magistrale (Max Planck Institute for Dynamics of Complex Technical Systems)

Main/groundfloor-none - Magistrale

Max Planck Institute for Dynamics of Complex Technical Systems

200
Poster Posters Posters

Speaker

Alexandra Bünger (TU Chemnitz)

Description

PDE-constrained optimization problems arise in a broad number of applications. The resulting large-scale saddle-point systems are challenging to solve and acquiring a full solution is often infeasible. We present a new framework to find a low-rank approximation to the solution by reformulating the system into a system of Sylvester-like matrix equations. These matrix equations are subsequently projected onto a small subspace via rational Krlyov-subspace iterations and we obtain a reduced problem by imposing a Galerkin condition on its residual. In our presentation we discuss implementation details and dependence on the problem parameters. Numerical experiments will illustrate the performance of the new strategy.

Primary author

Alexandra Bünger (TU Chemnitz)

Co-authors

Valeria Simoncini ( Alma Mater Studiorum, Universita’ di Bologna) Martin Stoll (TU Chemnitz)

Presentation materials

There are no materials yet.