An Indefinite Preconditioner for Quadratic Control Problems

E.W. Sachs

FB IV, Abt.\ Mathematik University of Trier 54286 Trier Germany


The numerical solution of linear quadratic control problems governed by partial differential equations gives rise to linear systems of large dimension. They have to be solved repeatedly in the course of optimization. Crucial for their iterative solution is the use of efficient preconditioners that exploit the structure of the problem. An indefinite preconditioner will be analysed in detail.