Block triangular preconditioners for PDE constrained optimization

In this paper we investigate the possibility of using a block triangular preconditioner for saddle point problems arising in PDE constrained optimization. In particular we focus on a conjugate gradient-type method introduced by Bramble and Pasciak which uses self adjointness of the preconditioned system in a non-standard inner product. We show when the Chebyshev semi-iteration is used as a preconditioner for the relevant matrix blocks involving the finite element mass matrix that the main drawback of the Bramble-Pasciak method – the appropriate scaling of the preconditioners – is easily overcome. We present an eigenvalue analysis for the block triangular preconditioners which gives convergence bounds in the non-standard inner product and illustrate their competitiveness on a number of computed examples