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具有L0约束的最优控制问题:最大值原理与近端梯度法

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

Computational Optimization and Applications · 2023
被引 3
ABS 3

中文导读

研究了控制支撑集测度受L0约束的最优控制问题,证明了庞特里亚金最大值型最优性条件,并分析了近端梯度优化算法。

Abstract

Abstract We investigate optimal control problems with $$L^0$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>0</mml:mn> </mml:msup> </mml:math> 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 $$L^0$$ <mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML"> <mml:msup> <mml:mi>L</mml:mi> <mml:mn>0</mml:mn> </mml:msup> </mml:math> 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.

最优控制数学优化最大值原理近端梯度法