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Publication Date:
15 11 2011
ISSN:
1569-3953
DOI:
10.1515/jnum.2011.009

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Editor-in-Chief: Hoppe, Ronald H. W. / Kuznetsov, Yuri

null Carstensen, Carsten / Chen, Zhangxin / Dryja, M. / Feistauer, Miloslav / Glowinski, R. / Hackbusch, Wolfgang H.C. / Langer, Ulrich / Lazarov, Raytcho / Neittaanmaki, P. / Pironneau, O. / Quarteroni, Alfio / Rannacher, Rolf / Shi, Zhong-ci / Tyrtyshnikov, Eugene E. / Widlund, O. / Zou, Jun / Axelsson, Owe / Bjorstad, Petter E. / Kawarada, Hideo

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A full multigrid solution of control-constrained Cauchy–Riemann optimal control problems

*Institut für Mathematik und Wissenschaftliches Rechnen, Karl-Franzens-Universität Graz, Heinrichstr. 36, 8010 Graz, Austria and Department of Mathematics, GC University, Katchery Road, Lahore 54000, Pakistan.

Institut für Mathematik, Universität Würzburg, Hubland Campus Nord, Emil-Fischer-Str. 30, 97074 Würzburg, Germany.

Citation Information: Journal of Numerical Mathematics. Volume 19, Issue 3, Pages 189–214, ISSN (Online) 1569-3953, ISSN (Print) 1570-2820, DOI: 10.1515/jnum.2011.009, November 2011

Publication History:

Received: 24/03/2011;
Revised: 02/08/2011;
Published Online: 28/02/2012

Abstract

The formulation as well as full-multigrid solution of control-constrained Cauchy–Riemann optimal control problems are presented. A constrained distributed control mechanism through divergence and curl sources is considered with mixed boundary conditions. The corresponding optimal solutions are obtained solving a Cauchy–Riemann optimality system consisting of four first-order partial differential equations and two inequality constraints. For the solution of the optimality system, staggered grids and a full-multigrid scheme are considered. The proposed full-multigrid method is based on a coarsening strategy by a factor of three that results in a nested hierarchy of staggered grids. The smoothing procedure consists of a distributed-Gauss–Seidel scheme for the state and adjoint equations and a projected gradient step for the controls. Numerical results validate the effectiveness of the proposed approach.

Keywords:: Cauchy–Riemann equations; constrained optimal control problems; staggered grids; finite differences; full multigrid method

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