WIAS Preprint No. 156, (1995)

Adaptive monotone multigrid methods for some non-smooth optimization problems



Authors

  • Kornhuber, Ralf

2010 Mathematics Subject Classification

  • 65N30 65N55 35J85

Keywords

  • free boundary problems, adaptive finite element methods, multigrid methods

Abstract

We consider the fast solution of non-smooth optimization problems as resulting for example from the approximation of elliptic free boundary problems of obstacle or Stefan type. Combining well-known concepts of successive subspace correction methods with convex analysis, we derive a new class of multigrid methods which are globally convergent and have logarithmic bounds of the asymptotic convergence rates. The theoretical considerations are illustrated by numerical experiments.

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