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

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.

Author version with errata after (15) at page 6 (missing formula for $\bar{v}$ is restored). J Glob Optim (2019)