Technical Report 2023-001

Preconditioning of Discrete State- and Control-Constrained Optimal Control Convection-Diffusion Problems

Ivo Dravins and Maya Neytcheva

February 2023

We consider the iterative solution of algebraic systems, arising in optimal control problems, constrained by a partial differential equation, with additional box constraints on the state and the control variables, and sparsity imposed on the control. A nonsymmetric two-by-two block preconditioner is analysed and tested for a wide range of problem, regularization and discretization parameters. The constraint equation characterizes convection-diffusion processes.

Note: This is an extensively updated version of Technical Report nr 2021-003.

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