A simple and feasible method for a class of large-scale l-problems.

In this paper, we investigate a discretized version of an elliptic optimal control problem which is presented by Stadler (2009). An alternating direction method is proposed to solve this problem and demonstrated as globally convergent. This class of methods is attractive due to its simplicity and thus is adequate for solving large-scale problems. The preliminary numerical results present the efficiency of the proposed method.