Necessary condition for sparse optimal control problem with intermediate constraints
Optimization and Control
2020-12-22 v1
Abstract
This article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that provides first order necessary conditions for optimality in such problems. Then we announce and employ a new numerical algorithm to arrive at, in a computationally tractable fashion, optimal state-action trajectories from the necessary conditions given by our maximum principle. Several detailed illustrative examples are included.
Cite
@article{arxiv.2012.11155,
title = {Necessary condition for sparse optimal control problem with intermediate constraints},
author = {Yogesh Kumar and Sukumar Srikant and Debasish Chatterjee and Masaaki Nagahara},
journal= {arXiv preprint arXiv:2012.11155},
year = {2020}
}
Comments
25 pages, 12 figures