2016Multigrid Solution of a Lavrentiev-Regularized State-Constrained Parabolic Control Problem..pdfVIP

Numer. Math. Theor. Meth. Appl. Vol. 5, No. 1, pp. 1-18 doi: 10.4208/nmtma.2011.m12si01 February 2012 Multigrid Solution of a Lavrentiev-Regularized State-Constrained Parabolic Control Problem Al?o Borzì1,? and Sergio González Andrade2 1 Institut für Mathematik, Universit?t Würzburg, Campus Hubland Nord, Emil-Fischer-Str. 30, 97074 Würzburg, Germany. 2 Research Group on Optimization, Departamento de Matemática, Escuela Politécnica Nacional, Ladrón de Guevara E11-253, Quito, Ecuador. Received 01 December 2010; Accepted in revised version 05 May 2011 Available 21 December 2011 Abstract. A mesh-independent, robust, and accurate multigrid scheme to solve a linear state-constrained parabolic optimal control problem is presented. We ?rst consider a Lavrentiev regularization of the state-constrained optimization problem. Then, a multi- grid scheme is designed for the numerical solution of the regularized optimality system. Central to this scheme is the construction of an iterative pointwise smoother which can be formulated as a local semismooth Newton iteration. Results of numerical ex- periments and theoretical twogrid local Fourier analysis estimates demonstrate that the proposed scheme is able to solve parabolic state-constrained optimality systems with textbook multigrid ef?ciency. AMS subject classi?cations : 35K10, 49K20, 49J20, 49M05, 65M55, 65C20 Key words: Multigrid methods, Lavrentiev regularization, semismooth Newton methods, parabolic partial differential equations, optimal control theory. 1. Introduction Optimal control of parabolic systems occurs in many application ?elds such as chemi- cal reaction simulations and biomedical sciences, among other important ?elds [3, 4, 20]. These problems require the development of algorithms that are fast and robust with respect to the optimization parameters. Recent developments [1–3, 10] show that a successful framework to develop such algorithms i