2 research outputs found
A multilevel correction method for optimal controls of elliptic equation
We propose in this paper a multilevel correction method to solve optimal
control problems constrained by elliptic equations with the finite element
method. In this scheme, solving optimization problem on the finest finite
element space is transformed to a series of solutions of linear boundary value
problems by the multigrid method on multilevel meshes and a series of solutions
of optimization problems on the coarsest finite element space. Our proposed
scheme, instead of solving a large scale optimization problem in the finest
finite element space, solves only a series of linear boundary value problems
and the optimization problems in a very low dimensional finite element space,
and thus can improve the overall efficiency for the solution of optimal control
problems governed by PDEs
A multi-level ADMM algorithm for elliptic PDE-constrained optimization problems
In this paper, the elliptic PDE-constrained optimization problem with box
constraints on the control is studied. To numerically solve the problem, we
apply the 'optimize-discretize-optimize' strategy. Specifically, the
alternating direction method of multipliers (ADMM) algorithm is applied in
function space first, then the standard piecewise linear finite element
approach is employed to discretize the subproblems in each iteration. Finally,
some efficient numerical methods are applied to solve the discretized
subproblems based on their structures. Motivated by the idea of the multi-level
strategy, instead of fixing the mesh size before the computation process, we
propose the strategy of gradually refining the grid. Moreover, the subproblems
in each iteration are solved inexactly. Based on the strategies above, an
efficient convergent multi-level ADMM (mADMM) algorithm is proposed. We present
the convergence analysis and the iteration complexity results o(1/k) of the
proposed algorithm for the PDE-constrained optimization problems. Numerical
results show the high efficiency of the mADMM algorithm