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arXiv · 1908.10150

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

Boris Polyak·Andrey Tremba
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Abstract

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.

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Boris Polyak, Andrey Tremba. 2019-08-27. Sparse solutions of optimal control via Newton method for under-determined systems. https://doi.org/10.1007/s10898-019-00784-z

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