Adaptive Monotone Multigrid Methods for some Non{Smooth Optimization Problems
نویسنده
چکیده
We consider the fast solution of non{smooth optimization problems as resulting for example from the approximation of elliptic free boundary problems of obstacle or Stefan type. Combining well{known concepts of successive subspace correction methods with convex analysis, we derive a new class of multigrid methods which are globally convergent and have logarithmic bounds of the asymptotic convergence rates. The theoretical considerations are illustrated by numerical experiments.
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تاریخ انتشار 1999