A Robust Multigrid Method for Elliptic Optimal Control Problems
نویسندگان
چکیده
We consider the discretized optimality system of a special class of elliptic optimal control problems and propose an all-at-once multigrid method for solving this discretized system. Under standard assumptions the convergence of the multigrid method and the robustness of the convergence rates with respect to the involved parameter are shown. Numerical experiments are presented for illustrating the theoretical results.
منابع مشابه
Multigrid Methods for Elliptic Optimal Control Problems
Multigrid methods for elliptic optimal control problems
متن کاملA Multigrid Scheme for Elliptic Constrained Optimal Control Problems
A multigrid scheme for the solution of constrained optimal control problems discretized by finite differences is presented. This scheme is based on a new relaxation procedure that satisfies the given constraints pointwise on the computational grid. In applications, the cases of distributed and boundary control problems with box constraints are considered. The efficient and robust computational ...
متن کاملMultigrid Methods for PDE Optimization
Research on multigrid methods for optimization problems is reviewed. Optimization problems include shape design, parameter optimization, and optimal control problems governed by partial differential equations of elliptic, parabolic, and hyperbolic type.
متن کاملMultigrid Methods for Elliptic Optimal Control Problems with Pointwise State Constraints
An elliptic optimal control problem with constraints on the state variable is considered. The Lavrentiev-type regularization is used to treat the constraints on the state variable. To solve the problem numerically, the multigrid for optimization (MGOPT) technique and the collective smoothing multigrid (CSMG) are implemented. Numerical results are reported to illustrate and compare the efficienc...
متن کاملذخیره در منابع من
با ذخیره ی این منبع در منابع من، دسترسی به آن را برای استفاده های بعدی آسان تر کنید
عنوان ژورنال:
- SIAM J. Numerical Analysis
دوره 49 شماره
صفحات -
تاریخ انتشار 2011