The next meeting of the seminar of the Mathematical Modeling and Numerical Analysis Department will be held on May 29, 2014 (Thursday) at 14:00 in room 403 of the Institute of Mathematics and Informatics. A presentation will be given by Dr. DI. Stefan Takacs from Technische Universität Chemnitz on:

"All-at-once multigrid methods for optimal control problems with inequality constraints"

Abstract:

In this talk we will discuss the solution of all-at-once multigrid methods for optimal control problems of tracking type with box constraints for the control variable. One possibility to solve such problems using multigrid methods is to use a (semi-smooth) Newton solver.

Here, a standard multigrid method would be used as an solver for linear sub-problems that occur within this iteration. Recently, it was possible to construct and analyze multigrid solvers that can be directly applied to elliptic problems with box constraints (like obstacle problems). Those methods have shown good convergence behavior in practice. In the present talk we will discuss how the ideas of such methods can be extended to control problems.