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Multigrid Methods For Elliptic Optimal Control Problems, Sijing Liu
Multigrid Methods For Elliptic Optimal Control Problems, Sijing Liu
LSU Doctoral Dissertations
In this dissertation we study multigrid methods for linear-quadratic elliptic distributed optimal control problems.
For optimal control problems constrained by general second order elliptic partial differential equations, we design and analyze a $P_1$ finite element method based on a saddle point formulation. We construct a $W$-cycle algorithm for the discrete problem and show that it is uniformly convergent in the energy norm for convex domains. Moreover, the contraction number decays at the optimal rate of $m^{-1}$, where $m$ is the number of smoothing steps. We also prove that the convergence is robust with respect to a regularization parameter. The robust …