Work

A trust-region method for optimal control of ODEs with continuous-or-off controls and TV regularization

Year: 2025

Type: preprint

Abstract: A solution algorithm for a special class of optimal control problems subject to an ordinary differential equation is proposed. The controls possess a continuous-or-off structure and are priced by a convex function. Additionally, a total variation regularization is applied to penalize switches. Our solution method combines a trust-region method and a proximal gradient method. The subproblems are solved via Bellman's optimality principle. Convergence with respect to a criticality measure is proven. As a numerical example, we solve a simple optimal control problem involving an SIR model.

Source: arXiv (Cornell University)

DOI: 10.46298/jnsao-2026-16354

Authors: Friedemann, Markus, Wachsmuth, Gerd

Institution: Brandenburg University of Technology Cottbus-Senftenberg

Language: English

Topic: Optimization and Variational Analysis

Subfield: Computational Theory and Mathematics

Field: Computer Science

Domain: Physical Sciences

Open Access status: green

Funder: Deutsche Forschungsgemeinschaft

Award: Eindämmung von Epidemien mittels stochastischer gemischtganzzahliger Optimierung

OpenAlex ID: W6979355729

Cites:

Cited by:

Related to: