Subdifferentiation of nonconvex sparsity-promoting functionals on Lebesgue spaces

Abstract

Sparsity-promoting terms are incorporated into the objective functions of optimal control problems in order to ensure that optimal controls vanish on large parts of the underlying domain. Typical candidates for those terms are integral functions on Lebesgue spaces based on the ${\ell }_p$-metric for $p\in [0,1)$ which are nonconvex as well as non-Lipschitz and, thus, variationally challenging. In this paper, we derive exact formulas for the Fréchet, limiting, and singular subdifferential of these functionals. These generalized derivatives can be used for the derivation of necessary optimality conditions for optimal control problems comprising such sparsity-promoting terms.

25 pages