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Sparse solutions of optimal control via Newton method for under-determined systems

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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.

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Acknowledgements

This work was supported by Russian Science Foundation, Project 16-11-10015. The authors thank the anonymous reviewers for their helpful comments.

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  1. Institute for Control Sciences, Profsoyuznaya 65, Moscow, Russia, 117997

    Boris Polyak & Andrey Tremba

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  1. Boris Polyak
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  2. Andrey Tremba
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Correspondence to Andrey Tremba.

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This work was supported by Russian Science Foundation (Project 16-11-10015).

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Polyak, B., Tremba, A. Sparse solutions of optimal control via Newton method for under-determined systems. J Glob Optim 76, 613–623 (2020). https://doi.org/10.1007/s10898-019-00784-z

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  • DOI: https://doi.org/10.1007/s10898-019-00784-z

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