TY - JOUR
A1 - Schiela, Anton
A1 - StĂ¶cklein, Matthias
A1 - Weiser, Martin
T1 - A primal dual projection algorithm for efficient constraint preconditioning
T2 - SIAM Journal on Scientific Computing
N2 - We consider a linear iterative solver for large scale linearly constrained quadratic minimization problems that arise, for example, in optimization with PDEs. By a primal-dual projection (PDP) iteration, which can be interpreted and analysed as a gradient method on a quotient space, the given problem can be solved by computing sulutions for a sequence of constrained surrogate problems, projections onto the feasible subspaces, and Lagrange multiplier updates. As a major application we consider a class of optimization problems with PDEs, where PDP can be applied together with a projected cg method using a block triangular constraint preconditioner. Numerical experiments show reliable and competitive performance for an optimal control problem in elasticity.
Y1 - 2021
UR - https://opus4.kobv.de/opus4-zib/frontdoor/index/index/docId/8076
VL - 43
IS - 6
SP - A4095
EP - A4120
ER -