Multigrid preconditioning of linear systems for interior point methods applied to a class of box-constrained optimal control problems (Q2882345)

The authors present a construction and analyze multigrid preconditioning by discretizations of operators of a certain type. In particular, they prove that the number of linear iterations per optimization step and the total number of finest-scale matrix-vector multiplications decreases when resolution increases. In this paper, one can see how the method applies for truly large-scale problems. The paper presents as well applications and numerical examples. It concludes with an outline of new research directions.