An intermediate targets method for time parallelization in optimal control

TL;DR

This paper introduces an intermediate targets method that allows parallel solving of optimal control problems for parabolic equations, significantly improving computational efficiency through iterative updates and independent sub-problems.

Contribution

The paper proposes a novel intermediate targets approach for parallelizing the solution of optimal control problems involving parabolic equations, enabling efficient computation.

Findings

Numerical experiments demonstrate the method's efficiency.

The approach effectively parallelizes the Euler-Lagrange system.

Independent sub-problems can be solved concurrently, reducing computation time.

Abstract

In this paper, we present a method that enables to solve in parallel the Euler-Lagrange system associated with the optimal control of a parabolic equation. Our approach is based on an iterative update of a sequence of intermediate targets and gives rise independent sub-problems that can be solved in parallel. Numerical experiments show the efficiency of our method.