A trust-region method for optimal control of ODEs with continuous-or-off controls and TV regularization
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2025
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866911703778721792 |
|---|---|
| author | Friedemann, Markus Wachsmuth, Gerd |
| author_facet | Friedemann, Markus Wachsmuth, Gerd |
| contents | A solution algorithm for a special class of optimal control problems subject to an ordinary differential equation is proposed. The controls possess a continuous-or-off structure and are priced by a convex function. Additionally, a total variation regularization is applied to penalize switches. Our solution method combines a trust-region method and a proximal gradient method. The subproblems are solved via Bellman's optimality principle. Convergence with respect to a criticality measure is proven. As a numerical example, we solve a simple optimal control problem involving an SIR model. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2508_10692 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | A trust-region method for optimal control of ODEs with continuous-or-off controls and TV regularization Friedemann, Markus Wachsmuth, Gerd Optimization and Control 90C11, 49M37 A solution algorithm for a special class of optimal control problems subject to an ordinary differential equation is proposed. The controls possess a continuous-or-off structure and are priced by a convex function. Additionally, a total variation regularization is applied to penalize switches. Our solution method combines a trust-region method and a proximal gradient method. The subproblems are solved via Bellman's optimality principle. Convergence with respect to a criticality measure is proven. As a numerical example, we solve a simple optimal control problem involving an SIR model. |
| title | A trust-region method for optimal control of ODEs with continuous-or-off controls and TV regularization |
| topic | Optimization and Control 90C11, 49M37 |
| url | https://arxiv.org/abs/2508.10692 |