Computational Optimization and Applications

, Volume 31, Issue 3, pp 309–333 | Cite as

A Multigrid Scheme for Elliptic Constrained Optimal Control Problems

Article

Abstract

A multigrid scheme for the solution of constrained optimal control problems discretized by finite differences is presented. This scheme is based on a new relaxation procedure that satisfies the given constraints pointwise on the computational grid. In applications, the cases of distributed and boundary control problems with box constraints are considered. The efficient and robust computational performance of the present multigrid scheme allows to investigate bang-bang control problems.

Keywords

constrained optimal control problems finite differences multigrid methods 

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Copyright information

© Springer Science + Business Media, Inc. 2005

Authors and Affiliations

  1. 1.Institut für Mathematik und Wissenschaftliches RechnenKarl-Franzens-Universität GrazGrazAustria

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