vix.ing · top · new · best · stats · spec

Efficient parallel inversion of ParaOpt preconditioners

2024/12/03 by Corentin Bonte, Arne Bouillon, Bonte, Corentin +5
Computer Science · #Image Enhancement Techniques #Image and Signal Denoising Methods #Advanced Image Processing Techniques

paper · pdf · doi:10.48550/arxiv.2412.02425

Abstract

Recently, the ParaOpt algorithm was proposed as an extension of the time-parallel Parareal method to optimal control. ParaOpt uses quasi-Newton steps that each require solving a system of matching conditions iteratively. The state-of-the-art parallel preconditioner for linear problems leads to a set of independent smaller systems that are currently hard to solve. We generalize the preconditioner to the nonlinear case and propose a new, fast inversion method for these smaller systems, avoiding disadvantages of the current options with adjusted boundary conditions in the subproblems.

Related