Regularization and discretization error estimates for optimal control of ODEs with group sparsity

2018 ◽  
Vol 24 (2) ◽  
pp. 811-834 ◽  
Author(s):  
Christopher Schneider ◽  
Gerd Wachsmuth
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Control Function ◽  
Semismooth Newton Method ◽  
Control Problems ◽  
Time Interval ◽  
Stability Estimates ◽  
Optimal Controls ◽  
Group Sparsity ◽  
Linear Quadratic Optimal Control

It is well known that optimal control problems with L1-control costs produce sparse solutions, i.e., the optimal control is zero on whole intervals. In this paper, we study a general class of convex linear-quadratic optimal control problems with a sparsity functional that promotes a so-called group sparsity structure of the optimal controls. In this case, the components of the control function take the value of zero on parts of the time interval, simultaneously. These problems are both theoretically interesting and practically relevant. After obtaining results about the structure of the optimal controls, we derive stability estimates for the solution of the problem w.r.t. perturbations and L2-regularization. These results are consequently applied to prove convergence of the Euler discretization. Finally, the usefulness of our approach is demonstrated by solving an illustrative example using a semismooth Newton method.

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