Parallel, Multilevel Algorithms and Implementations for Optimal Control of Linear and Nonlinear Problems

Craig C. Douglas

University of Kentucky, Department of Computer Science, 773 Anderson Hall, Lexington, KY 40506-0046, USA and
Yale Univertsity, Department of Computer Science, P.O. Box 208285, New Haven, CT 06520-8285, USA

Alfio Borzì

Institut für Mathematik, Karl-Franzens-Universität Graz, Heinrichstrasse 36, A-8010 Graz, Austria


Abstract

      We present a parallel multigrid technique that efficiently solves optimal control problems in two and three spatial dimensions. Both linear and nonlinear problems are considered. The nonlinear problems result in singular optimal control systems. These systems are characterized by indefiniteness of the state equations and the possibility of multiple solutions. Control is required to avoid blow-up and to drive the system to a desired target configuration.

      A robust parallel nonlinear multigrid method is implemented to realize our control strategy and demonstrate robustness with respect to the optimization parameterization. We apply this method to a steady state solid fuel ignition model to verify its usefulness.