• Medientyp: Dissertation; E-Book; Elektronische Hochschulschrift
  • Titel: A Multigrid Method for the Efficient Numerical Solution of Optimization Problems Constrained by Partial Differential Equations
  • Beteiligte: Engel, Martin [VerfasserIn]
  • Erschienen: Universitäts- und Landesbibliothek Bonn, 2009-05-25
  • Sprache: Englisch
  • DOI: https://doi.org/20.500.11811/4079
  • Schlagwörter: Optimierung ; active-set strategy ; Mehrgitter ; multigrid ; sequential quadratic programming ; Aktive-Mengen-Strategien ; elliptic partial differential equations ; Sequentielles Quadratisches Programmieren ; optimization ; Elliptische Partielle Differentialgleichungen
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  • Beschreibung: We study the minimization of a quadratic functional subject to constraints given by a linear or semilinear elliptic partial differential equation with distributed control. Further, pointwise inequality constraints on the control are accounted for. In the linear-quadratic case, the discretized optimality conditions yield a large, sparse, and indefinite system with saddle point structure. One main contribution of this thesis consists in devising a coupled multigrid solver which avoids full constraint elimination. To this end, we define a smoothing iteration incorporating elements from constraint preconditioning. A local mode analysis shows that for discrete optimality systems, we can expect smoothing rates close to those obtained with respect to the underlying constraint PDE. Our numerical experiments include problems with constraints where standard pointwise smoothing is known to fail for the underlying PDE. In particular, we consider anisotropic diffusion and convection-diffusion problems. The framework of our method allows to include line smoothers or ILU-factorizations, which are suitable for such problems. In all cases, numerical experiments show that convergence rates do not depend on the mesh size of the finest level and discrete optimality systems can be solved with a small multiple of the computational cost which is required to solve the underlying constraint PDE. Employing the full multigrid approach, the computational cost is proportional to the number of unknowns on the finest grid level. We discuss the role of the regularization parameter in the cost functional and show that the convergence rates are robust with respect to both the fine grid mesh size and the regularization parameter under a mild restriction on the next to coarsest mesh size. Incorporating spectral filtering for the reduced Hessian in the control smoothing step allows us to weaken the mesh size restriction. As a result, problems with near-vanishing regularization parameter can be treated efficiently with a negligible amount of ...
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