Multigrid methods for saddle point problems: Karush-Kuhn-Tucker systems
Numerical Analysis
2018-12-03 v1
Abstract
We construct multigrid methods for an elliptic distributed optimal control problem that are robust with respect to a regularization parameter. We prove the uniform convergence of the -cycle algorithm and demonstrate the performance of -cycle and -cycle algorithms in two and three dimensions through numerical experiments.
Keywords
Cite
@article{arxiv.1811.12434,
title = {Multigrid methods for saddle point problems: Karush-Kuhn-Tucker systems},
author = {Susanne C. Brenner and Sijing Liu and Li-yeng Sung},
journal= {arXiv preprint arXiv:1811.12434},
year = {2018}
}