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Multigrid Methods for Elliptic Optimal Control Problems with Pointwise State Constraints

Published online by Cambridge University Press:  28 May 2015

Michelle Vallejos
Michelle Vallejos*
Affiliation:
Institute of Mathematics, University of the Philippines, Diliman, Quezon City, Philippines
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Abstract

An elliptic optimal control problem with constraints on the state variable is considered. The Lavrentiev-type regularization is used to treat the constraints on the state variable. To solve the problem numerically, the multigrid for optimization (MGOPT) technique and the collective smoothing multigrid (CSMG) are implemented. Numerical results are reported to illustrate and compare the efficiency of both multigrid strategies.

Keywords

49K2065N0665N55Elliptic optimal control problemsLavrentiev regularizationmultigrid methodspoint-wise state constraints
Type
Research Article
Information
Numerical Mathematics: Theory, Methods and Applications , Volume 5 , Issue 1 , February 2012 , pp. 99 - 109
Copyright
Copyright © Global Science Press Limited 2012

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