Second-order approximation and fast multigrid solution of parabolic bilinear optimization problems
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- Borzì, A. & González Andrade, S. Adv Comput Math (2015) 41: 457. doi:10.1007/s10444-014-9369-9
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An accurate and fast solution scheme for parabolic bilinear optimization problems is presented. Parabolic models where the control plays the role of a reaction coefficient and the objective is to track a desired trajectory are formulated and investigated. Existence and uniqueness of optimal solution are proved. A space-time discretization is proposed and second-order accuracy for the optimal solution is discussed. The resulting optimality system is solved with a nonlinear multigrid strategy that uses a local semismooth Newton step as smoothing scheme. Results of numerical experiments validate the theoretical accuracy estimates and demonstrate the ability of the multigrid scheme to solve the given optimization problems with mesh-independent efficiency.