Online Spectral Deflation for State Constrained Optimal Control Problems

Computer Science > Computational Engineering, Finance, and Science [Submitted on 16 Jun 2026] Title:Online Spectral Deflation for State Constrained Optimal Control Problems View PDFAbstract:Parametric PDE-constrained optimal control with pointwise state constraints requires repeated solution of restricted Schur-complement systems on parameter-dependent inactive sets. In a primal active-set method, each inactive-set system is symmetric positive definite, but the active set can change nonsmoothly with the parameter. The resulting operator may vary in dimension, sparsity pattern, and spectrum, limiting reuse of sparse factorizations, multigrid hierarchies, and Krylov information. We propose a reusable spectral-deflation strategy anchored to one full-domain reference Schur complement. Low reference eigenmodes are computed once, restricted online to each inactive set, and used as an A-DEF2 deflation basis for Jacobi-preconditioned CG. The framework also supports POD enrichment, Rayleigh-Ritz reselection, coarse-grid or analytical reference modes, and conditioning safeguards. Given the active set, the method preserves the high-fidelity inactive-set system and solves it to the prescribed CG tolerance; it accelerates the linear algebra rather than replacing the optimal-control solve with a surrogate. We explain the method through a spectral-coherence view, motivated by interlacing and perturbation arguments and assessed with principal-angle diagnostics. Across diffusion, convection-diffusion, nonlinear thermal, and conjugate-heat-transfer benchmarks, deflation reduces CG iterations by about 55 to 98 percent. GPU deployments also show wall-time gains over CPU sparse-direct and algebraic-multigrid baselines, because the reference basis is built once whereas competing solver structures are rebuilt per instance. Coarse-grid or analytical modes amortize the offline cost within a single parameter sweep; fine-grid eigensolves remain more precompute-limited. Timings isolate the inactive-set linear-solve kernel; reducing the active-set outer loop is outside the present scope. Submission history From: Teeratorn Kadeethum [view email][v1] Tue, 16 Jun 2026 14:27:47 UTC (339 KB) Current browse context: cs.CE References & Citations Loading... Bibliographic and Citation Tools Bibliographic Explorer (What is the Explorer?) Connected Papers (What is Connected Papers?) Litmaps (What is Litmaps?) scite Smart Citations (What are Smart Citations?) Code, Data and Media Associated with this Article alphaXiv (What is alphaXiv?) CatalyzeX Code Finder for Papers (What is CatalyzeX?) DagsHub (What is DagsHub?) Gotit.pub (What is GotitPub?) Hugging Face (What is Huggingface?) ScienceCast (What is ScienceCast?) Demos Recommenders and Search Tools Influence Flower (What are Influence Flowers?) CORE Recommender (What is CORE?) arXivLabs: experimental projects with community collaborators arXivLabs is a framework that allows collaborators to develop and share new arXiv features directly on our website. Both individuals and organizations that work with arXivLabs have embraced and accepted our values of openness, community, excellence, and user data privacy. arXiv is committed to these values and only works with partners that adhere to them. Have an idea for a project that will add value for arXiv's community? Learn more about arXivLabs.