Sparse solutions of optimal control via Newton method for under-determined systems

DOI10.1007/S10898-019-00784-ZzbMATH Open1437.49043arXiv1908.10150OpenAlexW3099500464WikidataQ127824716 ScholiaQ127824716MaRDI QIDQ2174281FDOQ2174281

Authors: A. A. Tremba, Boris T. Polyak 

Publication date: 21 April 2020

Published in: Journal of Global Optimization (Search for Journal in Brave)

Abstract: We focus on finding sparse and least-$el{l}_1$-norm solutions for unconstrained nonlinear optimal control problems. Such optimization problems are non-convex and non-smooth, nevertheless recent versions of Newton method for under-determined equations can be applied successively for such problems.

Full work available at URL: https://arxiv.org/abs/1908.10150

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zbMATH Keywords

optimal controlNewton methodsparse control\(\ell^1\)-normunder-determined equations

Mathematics Subject Classification ID

Control problems for functional-differential equations (34K35) Newton-type methods (49M15) Numerical computation of solutions to single equations (65H05)

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Cited In (11)

• Sparse control for continuous‐time systems
• Investigation of feasible and marginal operating regimes of electric power systems
• Sparse optimal control of the Schlögl and Fitzhugh-Nagumo systems
• Sparse feedback stabilization in high‐order linear systems
• A survey on compressed sensing approach to systems and control
• Sparse feedback stabilisation of linear delay systems by proximal gradient method
• Exploiting sparsity in the direct transcription method for optimal control
• A Bregman–Kaczmarz method for nonlinear systems of equations
• Sparse Jacobian updates in the collocation method for optimal control problems
• New versions of Newton method: step-size choice, convergence domain and under-determined equations
• Linear matrix inequalities in control systems with uncertainty

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