Infinite horizon sparse optimal control

DOI10.1007/S10957-016-1016-9MaRDI QIDQ2359778zbMATH OpenOpenAlexFDO

Authors Dante Kalise, Zhiping Rao, Karl Kunisch

Publication date 22 June 2017

Published in Journal of Optimization Theory and Applications (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/1602.08931, http://unipub.uni-graz.at/doi/10.1007/s10957-016-1016-9

zbMATH Keywords

dynamic programmingoptimal controloptimality conditionssparse controlinfinite horizon control

Mathematics Subject Classification ID

Existence theories for optimal control problems involving ordinary differential equations (49J15) Existence of optimal solutions belonging to restricted classes (Lipschitz controls, bang-bang controls, etc.) (49J30) Optimality conditions for problems involving ordinary differential equations (49K15) Dynamic programming in optimal control and differential games (49L20) Feedback control (93B52)

Abstract: A class of infinite horizon optimal control problems involving $L^p$-type cost functionals with $0<pleq1$ is discussed. The existence of optimal controls is studied for both the convex case with $p=1$ and the nonconvex case with $0<p<1$, and the sparsity structure of the optimal controls promoted by the $L^p$-type penalties is analyzed. A dynamic programming approach is proposed to numerically approximate the corresponding sparse optimal controllers.

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Cited in

(26)

• Sparse optimal stochastic control
• Special Issue on Sparsity‐inducing Methods in Control Theory
• Sparsity in long-time control of neural ODEs
• Strong local optimality for generalized L1 optimal control problems
• On monotone and primal-dual active set schemes for \(\ell^p\)-type problems, \(p \in (0,1]\)
• A proximal gradient method for control problems with non-smooth and non-convex control cost
• Subdifferentiation of nonconvex sparsity-promoting functionals on Lebesgue spaces
• An optimal control problem in \(L^{\infty}\)
• Sparse optimal control problems with intermediate constraints: Necessary conditions
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• Value function in maximum hands-off control for linear systems
• Recent Developments in Controlled Crowd Dynamics
• Second-order optimality conditions for the sparse optimal control of nonviscous Cahn-Hilliard systems
• Optimality conditions for sparse optimal control of viscous Cahn-Hilliard systems with logarithmic potential
• Second-order sufficient conditions for sparse optimal control of singular Allen-Cahn systems with dynamic boundary conditions
• Second-Order Sufficient Conditions in the Sparse Optimal Control of a Phase Field Tumor Growth Model with Logarithmic Potential
• On a monotone scheme for nonconvex nonsmooth optimization with applications to fracture mechanics
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• Switching controls for analytic semigroups and applications to parabolic systems
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• Some mathematical characteristics in sparse control for linear time-varying systems

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