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Main Authors: Borchard, Nicolas, Wachsmuth, Gerd
Format: Preprint
Published: 2025
Subjects:
Online Access:https://arxiv.org/abs/2503.07105
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author Borchard, Nicolas
Wachsmuth, Gerd
author_facet Borchard, Nicolas
Wachsmuth, Gerd
contents We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the control is penalized in the objective. We consider optimality conditions and reparametrize the problem using the celebrated structure theorem by Brenier. The optimality conditions can be formulated as a piecewise differentiable equation. This is utilized to formulate solution algorithms and to analyze their local convergence properties. We present a numerical example to illustrate the theoretical findings.
format Preprint
id arxiv_https___arxiv_org_abs_2503_07105
institution arXiv
publishDate 2025
record_format arxiv
spellingShingle Numerical solution of optimal control problems using quadratic transport regularization
Borchard, Nicolas
Wachsmuth, Gerd
Optimization and Control
49M15, 49M29, 49K20
We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the control is penalized in the objective. We consider optimality conditions and reparametrize the problem using the celebrated structure theorem by Brenier. The optimality conditions can be formulated as a piecewise differentiable equation. This is utilized to formulate solution algorithms and to analyze their local convergence properties. We present a numerical example to illustrate the theoretical findings.
title Numerical solution of optimal control problems using quadratic transport regularization
topic Optimization and Control
49M15, 49M29, 49K20
url https://arxiv.org/abs/2503.07105