Convergence of Substructuring Methods for Elliptic Optimal Control Problems
We study in this paper Dirichlet–Neumann and Neumann–Neumann methods for the parallel solution of elliptic optimal control problems. Unlike in the case of single linear or non-linear elliptic problems, we need to solve here two coupled elliptic problems that arise as a part of optimality system for the optimal control problem. We present a rigorous convergence analysis for the case of two non-overlapping subdomains, which shows that both methods converge in at most three iterations. We illustrate our findings with numerical results.
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