A Decomposition Result in Linear-Quadratic Coordinated Control

Proper Orthogonal Decomposition for Linear-Quadratic Optimal Control

Optimal control problems for partial differential equation are often hard to tackle numerically because their discretization leads to very large scale optimization problems. Therefore, different techniques of model reduction were developed to approximate these problems by smaller ones that are tractable with less effort. Balanced truncation [2, 66, 81] is one well studied model reduction techni...

Domain Decomposition Preconditioners for Linear–quadratic Elliptic Optimal Control Problems

We develop and analyze a class of overlapping domain decomposition (DD) preconditioners for linear-quadratic elliptic optimal control problems. Our preconditioners utilize the structure of the optimal control problems. Their execution requires the parallel solution of subdomain linear-quadratic elliptic optimal control problems, which are essentially smaller subdomain copies of the original pro...

Domain Decomposition Methods for Linear-Quadratic Elliptic Optimal Control Problems

Domain Decomposition Methods for Linear-Quadratic Elliptic Optimal Control Problems

Finding the Best Coefficients in the Objective Function of a Linear Quadratic Control Problem

Finding the best weights of the state variables and the control variables in the objective function of a linear-quadratic control problem is considered. The weights of these variables are considered as two diagonal matrices with appropriate size and so the objective function of the control problem becomes a function of the diagonal elements of these matrices. The optimization problem which is d...

Optimal Linear Quadratic Control