Vector-Valued Integer Optimal Control with TV Regularization: Optimality Conditions and Algorithmic Treatment
| Autor: | Marko, Jonas, Wachsmuth, Gerd |
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| Rok vydání: | 2024 |
| Předmět: | |
| Druh dokumentu: | Working Paper |
| Popis: | 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. |
| Databáze: | arXiv |
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