Optimal control problems with $L^0(Ω)$ constraints: maximum principle and proximal gradient method

Daniel Wachsmuth

Published 2022-01-14, updated 2022-08-03Version 2

We investigate optimal control problems with $L^0$ constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is used that respects the $L^0$ constraint. First, the maximum principle is obtained in integral form, which is then turned into a pointwise form. In addition, an optimization algorithm of proximal gradient type is analyzed. Under some assumptions, the sequence of iterates contains strongly converging subsequences, whose limits are feasible and satisfy a subset of the necessary optimality conditions.