Journal of Computational Physics
A Line Search Multigrid Method for Large-Scale Nonlinear Optimization
SIAM Journal on Optimization
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A multilevel nonlinear method (MNM) for the numerical solution of nonlinear partial differential equations is developed. The MNM algorithm is motivated and analyzed using a simplified model which retains the essential features of the new approach. It is thereby shown to combine the advantages of the two classical multigrid approaches to nonlinear problems. The analysis is supported by numerical tests for nonlinear differential equations in one and two dimensions.