Multigrid solution of a distributed optimal control problem constrained by the Stokes equations

DOI10.1016/J.AMC.2012.11.070zbMATH Open1280.49045arXiv1110.5281OpenAlexW2095225344MaRDI QIDQ2434865FDOQ2434865

Authors: Andrei Drăgănescu, Ana Maria Soane 

Publication date: 31 January 2014

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

Abstract: In this work we construct multigrid preconditioners to accelerate the solution process of a linear-quadratic optimal control problem constrained by the Stokes system. The first order optimality conditions of the control problem form a linear system (the KKT system) connecting the state, adjoint, and control variables. Our approach is to eliminate the state and adjoint variables by essentially solving two Stokes systems, and to construct efficient multigrid preconditioners for the Schur-complement of the block associated with the state and adjoint variables. These multigrid preconditioners are shown to be of optimal order with respect to the convergence properties of the discrete methods used to solve the Stokes system. In particular, the number of conjugate gradient iterations is shown to decrease as the resolution increases, a feature shared by similar multigrid preconditioners for elliptic constrained optimal control problems.

Full work available at URL: https://arxiv.org/abs/1110.5281

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zbMATH Keywords

finite elementsStokes equationsPDE-constrained optimizationmultigrid methodsoptimal order preconditioners

Mathematics Subject Classification ID

Existence theories for optimal control problems involving partial differential equations (49J20) Discrete approximations in optimal control (49M25) Linear-quadratic optimal control problems (49N10)

Cited In (23)

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• Multigrid preconditioning of linear systems for semi-smooth Newton methods applied to optimization problems constrained by smoothing operators
• A Full Multigrid Method for Distributed Control Problems Constrained by Stokes Equations
• Multigrid preconditioners for the Newton-Krylov method in the optimal control of the stationary Navier-Stokes equations
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• Multigrid optimization for DNS-based optimal control in turbulent channel flows
• Multigrid preconditioning of linear systems for interior point methods applied to a class of box-constrained optimal control problems

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