A fast and memory-efficient spectral Galerkin scheme for distributed elliptic optimal control problems

Abstract: Many scientific and engineering challenges can be formulated as optimization problems which are constrained by partial differential equations (PDEs). These include inverse problems, control problems, and design problems. As a major challenge, the associated optimization procedures are inherently large-scale. To ensure computational tractability, the design of efficient and robust iterative methods becomes imperative. To meet this challenge, this paper introduces a fast and memory-efficient preconditioned iterative scheme for a class of distributed optimal control problems governed by convection-diffusion-reaction (CDR) equations. As an alternative to low-order discretizations and Schur-complement block preconditioners, the scheme combines a high-order spectral Galerkin method with an efficient preconditioner tailored specifically for the CDR application. The preconditioner is matrix-free and can be applied within linear complexity where the proportionality constant is small. Numerical results demonstrate that the preconditioner is ideal in the sense that appropriate Krylov subspace methods converge within a low number of iterations, independently of the problem size and the Tikhonov regularization parameter.