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