Sparse solutions of optimal control via Newton method for under-determined systems
Boris Polyak () and
Andrey Tremba ()
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Boris Polyak: Institute for Control Sciences
Andrey Tremba: Institute for Control Sciences
Journal of Global Optimization, 2020, vol. 76, issue 3, No 12, 613-623
Abstract:
Abstract We focus on finding sparse and least-$$\ell _1$$ℓ1-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.
Keywords: Optimal control; Sparse control; Newton method; Under-determined equations; $$\ell _1$$ ℓ 1 -norm (search for similar items in EconPapers)
Date: 2020
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DOI: 10.1007/s10898-019-00784-z
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