Sparse solutions of optimal control via Newton method for under-determined systems
arXiv:1908.10150 · doi:10.1007/s10898-019-00784-z
Abstract
We focus on finding sparse and least--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.
arXiv commentAuthor version with errata after (15) at page 6 (missing formula for is restored). J Glob Optim (2019)