Accuracy and Convergence Properties of the Finite Difference Multigrid Solution of an Optimal Control Optimality System

DOI10.1137/S0363012901393432zbMath1031.49029OpenAlexW2062226392MaRDI QIDQ4441912

Karl Kunisch, Do Young Kwak, Alfio Borzì

Publication date: 8 January 2004

Published in: SIAM Journal on Control and Optimization (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/s0363012901393432

zbMATH Keywords

finite differencesmultigrid methodPoisson equationoptimal control problemconvergence theoryaccuracy estimate

Mathematics Subject Classification ID

Multigrid methods; domain decomposition for boundary value problems involving PDEs (65N55) Optimality conditions for problems involving partial differential equations (49K20) Stability and convergence of numerical methods for boundary value problems involving PDEs (65N12) Finite difference methods for boundary value problems involving PDEs (65N06) Discrete approximations in optimal control (49M25)

Related Items

Multigrid optimization methods for the optimal control of convection-diffusion problems with bilinear control, Smoothing Analysis of Two Robust Multigrid Methods for Elliptic Optimal Control Problems, Preconditioning discretizations of systems of partial differential equations, A leapfrog multigrid algorithm for the optimal control of parabolic PDEs with Robin boundary conditions, Towards a computational method for imaging the extracellular potassium concentration during regional ischemia, A Fast and Stable Preconditioned Iterative Method for Optimal Control Problem of Wave Equations, A locking-free nonconforming FEM for optimal control problems governed by linear elasticity equations, Conjugate gradient-boundary element solution for distributed elliptic optimal control problems, High-order discretization and multigrid solution of elliptic nonlinear constrained optimal control problems, On the Analysis of Block Smoothers for Saddle Point Problems, On gradient-type optimization method utilizing mixed finite element approximation for optimal boundary control problem governed by bi-harmonic equation, Fast interior point solution of quadratic programming problems arising from PDE-constrained optimization, A Multilevel Correction Method for Optimal Controls of Elliptic Equations, Finite element preconditioning on spectral element discretizations for coupled elliptic equations, A multigrid scheme for solving convection-diffusion-integral optimal control problems, A Multigrid Approach to SDP Relaxations of Sparse Polynomial Optimization Problems, Convergence analysis of multigrid methods with collective point smoothers for optimal control problems, A numerical investigation of Brockett's ensemble optimal control problems, Conjugate gradient-boundary element solution using multiple reciprocity method for distributed elliptic optimal control problems, Multigrid optimization methods for linear and bilinear elliptic optimal control problems, A local Fourier convergence analysis of a multigrid method using symbolic computation, Solution of lambda-omega systems: Theta-schemes and multigrid methods, FINITE DIFFERENCE SMOOTHING SOLUTIONS OF NONSMOOTH CONSTRAINED OPTIMAL CONTROL PROBLEMS, An efficient algebraic multigrid method for solving optimality systems, On Schwarz-type smoothers for saddle point problems with applications to PDE-constrained optimization problems, Formulation and multigrid solution of Cauchy-Riemann optimal control problems, Parameter-robust preconditioning for the optimal control of the wave equation, Implementation and analysis of multigrid schemes with finite elements for elliptic optimal control problems, A globalization strategy for the multigrid solution of elliptic optimal control problems, Non-commutative discretize-then-optimize algorithms for elliptic PDE-constrained optimal control problems, A novel multigrid method for elliptic distributed control problems, A multigrid scheme for elliptic constrained optimal control problems