A Multigrid Scheme for Elliptic Constrained Optimal Control Problems

Authors:
A. Borzì;K. Kunisch
Affiliations:
Institut für Mathematik und Wissenschaftliches Rechnen, Karl-Franzens-Universität Graz, Graz, Austria A-8010;Institut für Mathematik und Wissenschaftliches Rechnen, Karl-Franzens-Universität Graz, Graz, Austria A-8010
Venue:
Computational Optimization and Applications
Year:
2005

Citing 7
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Abstract

A multigrid scheme for the solution of constrained optimal control problems discretized by finite differences is presented. This scheme is based on a new relaxation procedure that satisfies the given constraints pointwise on the computational grid. In applications, the cases of distributed and boundary control problems with box constraints are considered. The efficient and robust computational performance of the present multigrid scheme allows to investigate bang-bang control problems.