Multigrid preconditioning of linear systems for interior point methods applied to a class of box-constrained optimal control problems (Q2882345)
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scientific article; zbMATH DE number 6030217
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Multigrid preconditioning of linear systems for interior point methods applied to a class of box-constrained optimal control problems |
scientific article; zbMATH DE number 6030217 |
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4 May 2012
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interior point methods
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PDE-constrained optimization
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multigrid preconditioning
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large-scale problems
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numerical examples
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Multigrid preconditioning of linear systems for interior point methods applied to a class of box-constrained optimal control problems (English)
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The authors present a construction and analyze multigrid preconditioning by discretizations of operators of a certain type. In particular, they prove that the number of linear iterations per optimization step and the total number of finest-scale matrix-vector multiplications decreases when resolution increases. In this paper, one can see how the method applies for truly large-scale problems. The paper presents as well applications and numerical examples. It concludes with an outline of new research directions.
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