Robust Multigrid Methods for Discontinuous Galerkin Discretizations of an Elliptic Optimal Control Problem
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We consider discontinuous Galerkin methods for an elliptic distributed optimal control problem and we propose multigrid methods to solve the discretized system. We prove that the W-cycle algorithm is uniformly convergent in the energy norm and is robust with respect to a regularization parameter on convex domains. Numerical results are shown for both W -cycle and V-cycle algorithms.
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