A block alternating splitting iteration method for a class of block two-by-two complex linear systems
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摘要
Optimization problems with partial differential equations as constraints arise widely in many areas of science and engineering. In this paper, we focus on solving a class of block two-by-two complex linear systems arising from the distributed optimal control with time-periodic parabolic equations. A new block alternating splitting (BAS) iteration method is presented for solving the class of complex linear systems. The convergence theory and the spectral properties of the BAS iteration method are discussed. Numerical experiments are presented to illustrate the efficiency of the BAS iteration as a solver as well as a preconditioner for Krylov subspace methods.
论文关键词:65F08,65F10,65F20,65F50,65W05,Saddle-point problems,Iteration methods,Preconditioning,Time-periodic parabolic equations,Discretize-then-optimization
论文评审过程:Received 10 February 2014, Revised 6 February 2015, Available online 23 April 2015, Version of Record 15 May 2015.
论文官网地址:https://doi.org/10.1016/j.cam.2015.04.005