Adaptive Multilevel Correction Method for Finite Element Approximations of Elliptic Optimal Control Problems

In this paper we propose an adaptive multilevel correction scheme to solve optimal control problems discretized with finite element method. Different from the classical adaptive finite element method (AFEM for short) applied to optimal control which requires the solution of the optimization problem on new finite element space after each mesh refinement, with our approach we only need to solve two linear boundary value problems on current refined mesh and an optimization problem on a very low dimensional space. The linear boundary value problems can be solved with well-established multigrid method designed for elliptic equation and the optimization problems are of small scale corresponding to the space built with the coarsest space plus two enriched bases. Our approach can achieve the similar accuracy with standard AFEM but greatly reduces the computational cost. Numerical experiments demonstrate the efficiency of our proposed algorithm.