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18h GAMM Seminar Leipzig on Multigrid and Related Methods for Optimization Problems

Michael Griebel and Wolfgang Hackbusch


Since a long time, multigrid methods are applied to solve pde problems. However, so far the solution of optimisation problems is not a prominent target for multigrid methods. On the other hand, the numerical treatment of optimisation problems is often restricted to odes or rather low-dimensionally discretised pdes. The purpose of the seminar was to bring both aspects together.

Not all lectures and contributions deal with both aspects, but the proceedings contain papers on both aspects for parabolic problems as well as for Stokes systems. The hierarchical matrix technique is another fast solver method, whose application to autonomous LQ control problems is described. Further the link to image registration is discussed.