Regularization of Linear-Quadratic Control Problems with L 1 -Control Cost

Abstract : We analyze $$L^2$$ -regularization of a class of linear-quadratic optimal control problems with an additional $$L^1$$ -control cost depending on a parameter $$\beta $$ . To deal with this nonsmooth problem we use an augmentation approach known from linear programming in which the number of control variables is doubled. It is shown that if the optimal control for a given $$\beta ^*\ge 0$$ is bang-zero-bang, the solutions are continuous functions of the parameter  $$\beta $$ and the regularization parameter  $$\alpha $$ . Moreover we derive error estimates for Euler discretization.
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Christian Pötzsche; Clemens Heuberger; Barbara Kaltenbacher; Franz Rendl. 26th Conference on System Modeling and Optimization (CSMO), Sep 2013, Klagenfurt, Austria. Springer Berlin Heidelberg, IFIP Advances in Information and Communication Technology, AICT-443, pp.296-305, 2014, System Modeling and Optimization. 〈10.1007/978-3-662-45504-3_29〉
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Christopher Schneider, Walter Alt. Regularization of Linear-Quadratic Control Problems with L 1 -Control Cost. Christian Pötzsche; Clemens Heuberger; Barbara Kaltenbacher; Franz Rendl. 26th Conference on System Modeling and Optimization (CSMO), Sep 2013, Klagenfurt, Austria. Springer Berlin Heidelberg, IFIP Advances in Information and Communication Technology, AICT-443, pp.296-305, 2014, System Modeling and Optimization. 〈10.1007/978-3-662-45504-3_29〉. 〈hal-01286438〉

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