Abstract
Transforming smoothers are known as a successful approach to the multigrid treatment of saddlepoint problems resulting from variational problems. In this paper we analyze similar multigrid methods in the context of the practically important class of optimization problems with partial differential equation constraint, which lead to a different kind of saddle point problems. We prove level independent convergence properties for the resulting multigrid methods and demonstrate this also in numerical investigations for a relevant model problem.
Original language | English (US) |
---|---|
Pages (from-to) | 207-219 |
Number of pages | 13 |
Journal | Computing and Visualization in Science |
Volume | 11 |
Issue number | 4-6 |
DOIs | |
State | Published - Sep 2008 |
Externally published | Yes |
Keywords
- Large scale optimization
- Multigrid methods
- Optimal control problems
- Quadratic programming
- Saddlepoint problems
- Transforming smoothers
ASJC Scopus subject areas
- Software
- General Engineering
- Theoretical Computer Science
- Computer Vision and Pattern Recognition
- Computational Theory and Mathematics
- Modeling and Simulation