Vector-Valued Integer Optimal Control with TV Regularization: Optimality Conditions and Algorithmic Treatment
Optimization and Control
2024-11-12 v1
Abstract
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.
Cite
@article{arxiv.2411.06856,
title = {Vector-Valued Integer Optimal Control with TV Regularization: Optimality Conditions and Algorithmic Treatment},
author = {Jonas Marko and Gerd Wachsmuth},
journal= {arXiv preprint arXiv:2411.06856},
year = {2024}
}