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Sparse solutions of optimal control via Newton method for under-determined systems
Journal of Global Optimization ( IF 1.3 ) Pub Date : 2019-05-24 , DOI: 10.1007/s10898-019-00784-z Boris Polyak , Andrey Tremba
中文翻译:
欠确定系统的牛顿法最优控制的稀疏解
更新日期:2020-03-20
Journal of Global Optimization ( IF 1.3 ) Pub Date : 2019-05-24 , DOI: 10.1007/s10898-019-00784-z Boris Polyak , Andrey Tremba
Abstract
We focus on finding sparse and least-\(\ell _1\)-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.
中文翻译:
欠确定系统的牛顿法最优控制的稀疏解
摘要
我们专注于找到无约束非线性最优控制问题的稀疏和最小\(\ ell _1 \)-范数解。这样的优化问题是非凸的和非光滑的,但是对于欠定方程,牛顿法的最新版本可以相继应用于此类问题。