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

摘要

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.