Vector-Valued Integer Optimal Control with TV Regularization: Optimality Conditions and Algorithmic Treatment
Fuente:
arXiv
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| Autori principali: | , |
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| Natura: | Preprint |
| Pubblicazione: |
2024
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| _version_ | 1866909383614529536 |
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| author | Marko, Jonas Wachsmuth, Gerd |
| author_facet | Marko, Jonas Wachsmuth, Gerd |
| contents | We investigate a broad class of integer optimal control problems with vector-valued controls and switching regularization using a total variation functional involving the p-norm, which influences the structure of a solution. We derive optimality conditions of first and second order for the integer optimal control problem via a switching-point reformulation.
For the numerical solution, we use a trust region method utilizing Bellman's optimality principle for the subproblems. We will show convergence properties of the method and highlight the algorithms efficacy on some benchmark examples. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2411_06856 |
| institution | arXiv |
| publishDate | 2024 |
| record_format | arxiv |
| spellingShingle | Vector-Valued Integer Optimal Control with TV Regularization: Optimality Conditions and Algorithmic Treatment Marko, Jonas Wachsmuth, Gerd Optimization and Control 49K30, 49L20 49M37, 90C10 We investigate a broad class of integer optimal control problems with vector-valued controls and switching regularization using a total variation functional involving the p-norm, which influences the structure of a solution. We derive optimality conditions of first and second order for the integer optimal control problem via a switching-point reformulation. For the numerical solution, we use a trust region method utilizing Bellman's optimality principle for the subproblems. We will show convergence properties of the method and highlight the algorithms efficacy on some benchmark examples. |
| title | Vector-Valued Integer Optimal Control with TV Regularization: Optimality Conditions and Algorithmic Treatment |
| topic | Optimization and Control 49K30, 49L20 49M37, 90C10 |
| url | https://arxiv.org/abs/2411.06856 |