MULTIGRID PRECONDITIONING OF LINEAR SYSTEMS FOR INTERIOR POINT METHODS APPLIED TO A CLASS OF BOX-CONSTRAINED OPTIMAL CONTROL PROBLEMS
MULTIGRID PRECONDITIONING OF LINEAR SYSTEMS FOR INTERIOR POINT METHODS APPLIED TO A CLASS OF BOX-CONSTRAINED OPTIMAL CONTROL PROBLEMS
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DOI：
10.1137/100786502
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发表时间：
2012-01-01
影响因子：
2.9
通讯作者：
Petra, Cosmin
中科院分区：
文献类型：
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作者：
Draganescu, Andrei;Petra, Cosmin
本文构造和分析了D-lambda+kappa*kappa形式算子离散化的多重网格预条件，其中D-lambda是与相对光滑函数lambda>；0的乘积，kappa是紧致线性算子。当将内点方法应用于杆下具有盒约束(U)的最小化问题min(U)1/2(平行于kappa u-f平行于(2)+β平行于u平行于(2))时，出现这些系统
In this article we construct and analyze multigrid preconditioners for discretizations of operators of the form D-lambda+ kappa*kappa, where D-lambda is the multiplication with a relatively smooth function lambda > 0 and kappa is a compact linear operator. These systems arise when applying interior point methods to the minimization problem min(u) 1/2 (parallel to kappa u-f parallel to(2) + beta parallel to u parallel to(2)) with box-constraints (u) under bar