Spectral analysis of block preconditioners for double saddle-point linear systems with application to PDE-constrained optimization

Luca Bergamaschi, Ángeles Martínez, John W Pearson, Andreas Potschka

Research output: Contribution to journalArticlepeer-review

Abstract

In this paper, we describe and analyze the spectral properties of a symmetric positive definite inexact block preconditioner for a class of symmetric, double saddle-point linear systems.
We develop a spectral analysis of the preconditioned matrix, showing that its eigenvalues can be described in terms of the roots of a cubic polynomial with real coefficients.
We illustrate the efficiency of the proposed preconditioners, and verify the theoretical bounds, in solving large-scale PDE-constrained optimization problems.
Original languageEnglish
Pages (from-to)423-455
JournalComputational optimization and applications
Volume91
Early online date9 Dec 2024
DOIs
Publication statusE-pub ahead of print - 9 Dec 2024

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