Parareal in time intermediate targets methods for optimal control problems

Yvon Maday, Mohamed Kamel Riahi, Julien Salomon

Research output: Chapter in Book/Report/Conference proceedingChapterpeer-review

25 Scopus citations


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 that gives rise to independent sub-problems that can be solved in parallel. This method can be coupled with the parareal in time algorithm. Numerical experiments show the efficiency of our method.

Original languageBritish English
Title of host publicationInternational Series of Numerical Mathematics
PublisherSpringer Science and Business Media Deutschland GmbH
Number of pages14
StatePublished - 2013

Publication series

NameInternational Series of Numerical Mathematics
ISSN (Print)0373-3149
ISSN (Electronic)2296-6072


  • Control
  • Hight performance computing
  • Optimization
  • Parallel Algorithm
  • Parareal in time algorithm
  • PDEs


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