OATAO - Open Archive Toulouse Archive Ouverte Open Access Week

Low rank updates in preconditioning the saddle point systems arising from data assimilation problems

Fisher, Matthew C. and Gratton, Serge and Gurol, Selime and Trémolet, Y. and Vasseur, Xavier Low rank updates in preconditioning the saddle point systems arising from data assimilation problems. (2018) Optimization Methods and Software, 33 (1). 45-69. ISSN 1055-6788

[img]
Preview
(Document in English)

PDF (Author's version) - Requires a PDF viewer such as GSview, Xpdf or Adobe Acrobat Reader
1MB

Official URL: https://doi.org/10.1080/10556788.2016.1264398

Abstract

The numerical solution of saddle point systems has received a lot of attention over the past few years in a wide variety of applications such as constrained optimization, computational fluid dynamics and optimal control, to name a few. In this paper, we focus on the saddle point formulation of a large-scale variational data assimilation problem, where the computations involving the constraint blocks are supposed to be much more expensive than those related to the (1, 1) block of the saddle point matrix. New low-rank limited memory preconditioners exploiting the particular structure of the problem are proposed and analysed theoretically. Numerical experiments performed within the Object-Oriented Prediction System are presented to highlight the relevance of the proposed preconditioners.

Item Type:Article
Audience (journal):International peer-reviewed journal
Uncontrolled Keywords:
Institution:Other partners > Airbus (FRANCE)
French research institutions > Centre National d'Études Spatiales - CNES (FRANCE)
French research institutions > Centre National de la Recherche Scientifique - CNRS (FRANCE)
Other partners > EDF (FRANCE)
Université de Toulouse > Institut National Polytechnique de Toulouse - INPT (FRANCE)
Université de Toulouse > Institut Supérieur de l'Aéronautique et de l'Espace - ISAE-SUPAERO (FRANCE)
French research institutions > Office National d'Etudes et Recherches Aérospatiales - ONERA (FRANCE)
Other partners > Total (FRANCE)
Université de Toulouse > Université Toulouse III - Paul Sabatier - UPS (FRANCE)
Université de Toulouse > Université Toulouse - Jean Jaurès - UT2J (FRANCE)
Université de Toulouse > Université Toulouse 1 Capitole - UT1 (FRANCE)
Other partners > European Centre for Medium-Range Weather Forecasts - ECMWF (UNITED KINGDOM)
Other partners > Météo France (FRANCE)
Other partners > SAFRAN (FRANCE)
Laboratory name:
Statistics:download
Deposited By: Xavier Vasseur
Deposited On:13 Dec 2017 13:39

Repository Staff Only: item control page