Artikel
A proximal gradient method for control problems with non-smooth and non-convex control cost
We investigate the convergence of the proximal gradient method applied to control problems with non-smooth and non-convex control cost. Here, we focus on control cost functionals that promote sparsity, which includes functionals of Lp\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$L^p$$\end{document}-type for p∈[0,1)\documentclass[12pt]{minimal} \usepackage{amsmath} \usepackage{wasysym} \usepackage{amsfonts} \usepackage{amssymb} \usepackage{amsbsy} \usepackage{mathrsfs} \usepackage{upgreek} \setlength{\oddsidemargin}{-69pt} \begin{document}$$p\in [0,1)$$\end{document}. We prove stationarity properties of weak limit points of the method. These properties are weaker than those provided by Pontryagin's maximum principle and weaker than L-stationarity.
- Sprache
-
Englisch
- Erschienen in
-
Journal: Computational Optimization and Applications ; ISSN: 1573-2894 ; Volume: 80 ; Year: 2021 ; Issue: 2 ; Pages: 639-677 ; New York, NY: Springer US
- Klassifikation
-
Mathematik
- Thema
-
Proximal gradient method
Non-smooth and non-convex optimization
Sparse control problems
- Ereignis
-
Geistige Schöpfung
- (wer)
-
Natemeyer, Carolin
Wachsmuth, Daniel
- Ereignis
-
Veröffentlichung
- (wer)
-
Springer US
- (wo)
-
New York, NY
- (wann)
-
2021
- DOI
-
doi:10.1007/s10589-021-00308-0
- Letzte Aktualisierung
-
10.03.2025, 11:42 MEZ
Datenpartner
ZBW - Deutsche Zentralbibliothek für Wirtschaftswissenschaften - Leibniz-Informationszentrum Wirtschaft. Bei Fragen zum Objekt wenden Sie sich bitte an den Datenpartner.
Objekttyp
- Artikel
Beteiligte
- Natemeyer, Carolin
- Wachsmuth, Daniel
- Springer US
Entstanden
- 2021