Sparse solutions of optimal control via Newton method for under-determined systems
Optimization and Control
2019-08-28 v1
Abstract
We focus on finding sparse and least--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.
Cite
@article{arxiv.1908.10150,
title = {Sparse solutions of optimal control via Newton method for under-determined systems},
author = {Boris Polyak and Andrey Tremba},
journal= {arXiv preprint arXiv:1908.10150},
year = {2019}
}
Comments
Author version with errata after (15) at page 6 (missing formula for $\bar{v}$ is restored). J Glob Optim (2019)