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arXiv · 2508.10692

A trust-region method for optimal control of ODEs with continuous-or-off controls and TV regularization

Markus Friedemann·Gerd Wachsmuth
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Abstract

A solution algorithm for a special class of optimal control problems subject to an ordinary differential equation is proposed. The controls possess a continuous-or-off structure and are priced by a convex function. Additionally, a total variation regularization is applied to penalize switches. Our solution method combines a trust-region method and a proximal gradient method. The subproblems are solved via Bellman's optimality principle. Convergence with respect to a criticality measure is proven. As a numerical example, we solve a simple optimal control problem involving an SIR model.

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Markus Friedemann, Gerd Wachsmuth. 2025-08-14. A trust-region method for optimal control of ODEs with continuous-or-off controls and TV regularization. https://doi.org/10.46298/jnsao-2026-16354

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