A Robust Approximation of the Schur Complement Preconditioner for an Efficient Numerical Solution of the Elliptic Optimal Control Problems

Abstract

In this paper, we consider the numerical solution of the optimal control problems of the elliptic partial differential equation. Numerically tackling these problems using the finite element method produces a large block coupled algebraic system of equations of saddle point form. These systems are of large dimension, block, sparse, indefinite and ill conditioned. The solution of such systems is a major computational task and poses a greater challenge for iterative techniques. Thus they require specialised methods which involve some preconditioning strategies. The preconditioned solvers must have nice convergence properties independent of the changes in discretisation and problem parameters. Most well known preconditioned solvers converge independently of mesh size but not for the decreasing regularisation parameter. This work proposes and extends the work for the formulation of preconditioners which results in the optimal performances of the iterative solvers independent of both the decreasing mesh size and the regulation parameter. In this paper we solve the indefinite system using the preconditioned minimum residual method. The main task in this work was to analyse the 3 × 3 block diagonal preconditioner that is based on the approximation of the Schur complement form obtained from the matrix system. The eigenvalue distribution of both the proposed Schur complement approximate and the preconditioned system will be investigated since the clustering of eigenvalues points to the effectiveness of the preconditioner in accelerating an iterative solver. This is done in order to create fast, efficient solvers for such problems. Numerical experiments demonstrate the effectiveness and performance of the proposed approximation compared to the other approximations and demonstrate that it can be used in practice. The numerical experiments confirm the effectiveness of the proposed preconditioner. The solver used is robust and optimal with respect to the changes in both mesh size and the regularisation parameter.