Technical Report TR - 2009 - 018 Multilevel Algorithms for Large - Scale Interior Point Methods

We develop and compare multilevel algorithms for solving constrained nonlinear variational problems via interior point methods. Several equivalent formulations of the linear systems arising at each iteration of the interior point method are compared from the point of view of conditioning and iterative solution. Furthermore, we show how a multilevel continuation strategy can be used to obtain good initial guesses (“hot starts”) for each nonlinear iteration. Some minimal surface and volume-constrained image registration problems are used to illustrate the various approaches.