| Abstract: | A mesh-independent, robust, and accurate multigrid scheme to solve a linear state-constrained
parabolic optimal control problem is presented. We first consider a Lavrentiev regularization of the
state-constrained optimization problem. Then, a multigrid 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 experiments and theoretical two-grid local Fourier analysis estimates demonstrate that
the proposed scheme is able to solve parabolic state-constrained optimality systems with textbook
multigrid efficiency. |
