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math.OC2020
A Note on Multigrid Preconditioning for Fractional PDE-Constrained Optimization Problems
Harbir Antil, Andrei Dr{ă}g{ă}nescu, Kiefer Green
In this note we present a multigrid preconditioning method for solving quadratic optimization problems constrained by a fractional diffusion equation. Multigrid methods within the…
math.NA2020
Algebraic multigrid preconditioning of the Hessian in PDE-constrained optimization
Andrew T. Barker, Andrei Draganescu
We construct an algebraic multigrid (AMG) based preconditioner for the reduced Hessian of a linear-quadratic optimization problem constrained by an elliptic partial differential eq…