Abstract
Multigrid optimization schemes that solve optimal control problems with bilinear elliptic partial differential equations are presented. For the solution of the control-unconstrained and control-constrained problems, finite difference discretization is utilized. To solve the control-unconstrained case, multigrid for optimization (MGOPT) method is considered and for the control-constrained case, MGOPT with gradient projection method is applied to solve the problem. Numerical experiments show the efficiency of these techniques.
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Communicated by S.H. Zak.
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Vallejos, M. MGOPT with gradient projection method for solving bilinear elliptic optimal control problems. Computing 87, 21–33 (2010). https://doi.org/10.1007/s00607-009-0073-4
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DOI: https://doi.org/10.1007/s00607-009-0073-4