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arXiv:1908.10150 [math.OC]AbstractReferencesReviewsResources

Sparse solutions of optimal control via Newton method for under-determined systems

Boris Polyak, Andrey Tremba

Published 2019-08-27Version 1

We focus on finding sparse and least-$\ell_1$-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.

Comments: Author version with errata after (15) at page 6 (missing formula for $\bar{v}$ is restored). J Glob Optim (2019)
Categories: math.OC
Subjects: 49M15, 65H10, 49J30
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