arXivDaily arXiv每日学术速递 周一至周五更新
北美退伍军人节(Veterans Day),12 日无更新
arXiv 2501.13489math.OC
收藏

BV中最优控制问题的双重正则化与外逼近

Dual Regularization and Outer Approximation of Optimal Control Problems in BV

Christian Meyer, Annika Schiemann

AI总结:

本文针对带全变差约束的椭圆最优控制问题,提出二次正则化与外逼近算法,证明收敛性并推导最优性条件,数值实验验证理论。

摘要:

本文关注一个在约束中对控制变量施加全变差(TV)限制的椭圆型最优控制问题。我们通过对TV半范数的对偶表示应用二次正则化,引入了一个正则化的最优控制问题。该正则化最优控制问题可以通过外逼近算法求解。我们证明了当正则化参数趋于零时正则化问题的收敛性,以及外逼近算法的收敛性。此外,我们推导了原始未正则化最优控制问题的必要且充分的最优性条件,并利用这些条件构造了一个精确解,在数值实验中用以验证我们的理论结果。

英文摘要:

This paper is concerned with an elliptic optimal control problem with total variation (TV) restriction on the control in the constraints. We introduce a regularized optimal control problem by applying a quadratic regularization of the dual representation of the TV-seminorm. The regularized optimal control problem can be solved by means of an outer approximation algorithm. Convergence of the regularization for vanishing regularization parameter as well as convergence of the outer approximation algorithm is proven. Moreover, we derive necessary and sufficient optimality conditions for the original unregularized optimal control problem and use these to construct an exact solution that we use in our numerical experiments to confirm our theoretical results.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

↑