Robust preconditioners for finite element approximations of control-state constrained optimal control problems governed by elliptic equations

Abstract

The goal of this paper is to derive robust preconditioners for integral control-state constrained optimal control problems governed by the second order partial differential equations with linear finite element approximations. We give corresponding discretized systems of the first order necessary and sufficient optimality conditions, and get six linear algebraic systems with saddle point schemes. Furthermore, we propose efficient block preconditioners to solve the corresponding linearized algebraic systems. With respect to both mesh sizes and inherent parameters, the robustness of proposed preconditioners is proved with explicit eigenvalues of minimal polynomials. Meanwhile, we design two algorithms and choose the incomplete $LU$ factorizations to deduce the computations. Two numerical experiments are given to depict the efficiency of our proposed preconditioners.