Parallel-in-Time for Parabolic Optimal Control Problems Using PFASST

  • Sebastian GötschelEmail author
  • Michael L. MinionEmail author
Conference paper
Part of the Lecture Notes in Computational Science and Engineering book series (LNCSE, volume 125)


In gradient-based methods for parabolic optimal control problems, it is necessary to solve both the state equation and a backward-in-time adjoint equation in each iteration of the optimization method. In order to facilitate fully parallel gradient-type and nonlinear conjugate gradient methods for the solution of such optimal control problems, we discuss the application of the parallel-in-time method PFASST to adjoint gradient computation. In addition to enabling time parallelism, PFASST provides high flexibility for handling nonlinear equations, as well as potential extra computational savings from reusing previous solutions in the optimization loop. The approach is demonstrated here for a model reaction-diffusion optimal control problem.



S.G. gratefully acknowledges partial funding by the Deutsche Forschungsgemeinschaft (DFG), Project WE 2937/6-1. The work of M.M. was supported by the Applied Mathematics Program of the DOE Office of Advanced Scientific Computing Research under the U.S. Department of Energy under contract DE-AC02-05CH11231.


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© Springer International Publishing AG, part of Springer Nature 2018

Authors and Affiliations

  1. 1.Zuse Institute BerlinBerlinGermany
  2. 2.Lawrence Berkeley National LaboratoryBerkeleyUSA

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