Multigrid methods for saddle point problems: optimality systems

DOI10.1016/J.CAM.2020.112733zbMATH Open1433.49003arXiv1811.12434OpenAlexW3000522644WikidataQ126320468 ScholiaQ126320468MaRDI QIDQ2297196FDOQ2297196

Authors: Yanyan Li 

Publication date: 18 February 2020

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Abstract: We construct multigrid methods for an elliptic distributed optimal control problem that are robust with respect to a regularization parameter. We prove the uniform convergence of the $W$-cycle algorithm and demonstrate the performance of $V$-cycle and $W$-cycle algorithms in two and three dimensions through numerical experiments.

Full work available at URL: https://arxiv.org/abs/1811.12434

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zbMATH Keywords

multigrid methodssaddle point problemselliptic distributed optimal control problems

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Existence theories for optimal control problems involving partial differential equations (49J20) Finite element, Rayleigh-Ritz and Galerkin methods for boundary value problems involving PDEs (65N30)

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Cited In (14)

• Optimal convergence of finite element approximation to an optimization problem with PDE constraint*
• Multilevel Uzawa and Arrow-Hurwicz algorithms for general saddle point problems
• On Schwarz-type smoothers for saddle point problems with applications to PDE-constrained optimization problems
• A robust multigrid method for elliptic optimal control problems
• Multigrid methods for saddle point problems: Stokes and Lamé systems
• An efficient algebraic multigrid method for solving optimality systems
• A multigrid method for an optimal control problem of a diffusion-convection equation
• A scalable preconditioning framework for stabilized contact mechanics with hydraulically active fractures
• Multigrid preconditioning for discontinuous Galerkin discretizations of an elliptic optimal control problem with a convection-dominated state equation
• Convergence analysis of all-at-once multigrid methods for elliptic control problems under partial elliptic regularity
• Multigrid methods for saddle point problems: Oseen system
• Optimal Approximation Schedules for a Class of Iterative Algorithms, With an Application to Multigrid Value Iteration
• Multigrid methods for a parameter-dependent problem in primal variables
• Accuracy and Convergence Properties of the Finite Difference Multigrid Solution of an Optimal Control Optimality System

Uses Software

• FELICITY

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