Sequential linear integer programming for integer optimal control with total variation regularization
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Abstract: We propose a trust-region method that solves a sequence of linear integer programs to tackle integer optimal control problems regularized with a total variation penalty. The total variation penalty allows us to prove the existence of minimizers of the integer optimal control problem. We introduce a local optimality concept for the problem, which arises from the infinite-dimensional perspective. In the case of a one-dimensional domain of the control function, we prove convergence of the iterates produced by our algorithm to points that satisfy first-order stationarity conditions for local optimality. We demonstrate the theoretical findings on a computational example.
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Cited in
(14)- Vector-valued integer optimal control with TV regularization: optimality conditions and algorithmic treatment
- An interval sequential linear programming for nonlinear robust optimization problems
- Input regularization for integer optimal control in BV with applications to control of poroelastic and poroviscoelastic systems
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