A proximal gradient method for control problems with nonsmooth and nonconvex control cost
Optimization and Control
2020-07-23 v1
Abstract
We investigate the convergence of an application of a proximal gradient method to control problems with nonsmooth and nonconvex control cost. Here, we focus on control cost functionals that promote sparsity, which includes functionals of -type for . We prove stationarity properties of weak limit points of the method. These properties are weaker than those provided by Pontryagin's maximum principle and weaker than -stationarity.
Cite
@article{arxiv.2007.11426,
title = {A proximal gradient method for control problems with nonsmooth and nonconvex control cost},
author = {Carolin Natemeyer and Daniel Wachsmuth},
journal= {arXiv preprint arXiv:2007.11426},
year = {2020}
}