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math.NA2023
Diagonalization-based preconditioners and generalized convergence bounds for ParaOpt
Arne Bouillon, Giovanni Samaey, Karl Meerbergen
The ParaOpt algorithm was recently introduced as a time-parallel solver for optimal-control problems with a terminal-cost objective, and convergence results have been presented for…
math.NA2023
On generalized preconditioners for time-parallel parabolic optimal control
Arne Bouillon, Giovanni Samaey, Karl Meerbergen
The ParaDiag family of algorithms solves differential equations by using preconditioners that can be inverted in parallel through diagonalization. In the context of optimal control…