Block-Diagonal Preconditioning for Optimal Control Problems Constrained by PDEs with Uncertain Inputs.
Peter BennerAkwum OnwuntaMartin StollPublished in: SIAM J. Matrix Anal. Appl. (2016)
Keyphrases
- block diagonal
- optimal control problems
- optimal control
- primal dual
- linear programming problems
- semidefinite programming
- production planning
- partial differential equations
- kernel matrix
- image denoising
- numerical solution
- linear programming
- augmented lagrangian
- dynamic programming
- infinite horizon
- lagrange multipliers
- lot sizing
- machine learning
- constrained optimization
- differential equations
- level set
- special case
- evolutionary algorithm
- reinforcement learning