The RSS-like iteration method for block two-by-two linear systems from time-periodic parabolic optimal control problems

Min-Li Zeng

Applied Mathematics and Computation, 2021, vol. 410, issue C

Abstract: In this paper, we present a respectively scaled splitting-like (RSS-like) iteration method for block two-by-two linear systems from time-periodic parabolic optimal control problems. The detailed spectral properties of the RSS-like preconditioned matrix are analyzed and the unconditionally convergent properties of the RSS-like iteration method are described. Furthermore, we propose the optimal parameters of the RSS-like preconditioner. Numerical experiments are used to compare with some classical and recent efficient methods to show the efficiency of the new methods.

Keywords: Iteration method; Block two-by-two linear system; Preconditioner; Convergence; Time-periodic optimal control problems (search for similar items in EconPapers)
Date: 2021
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Persistent link: https://EconPapers.repec.org/RePEc:eee:apmaco:v:410:y:2021:i:c:s009630032100566x

DOI: 10.1016/j.amc.2021.126477

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