Integer Optimal Control with Fractional Perimeter Regularization

IF 1.6 2区 数学 Q2 MATHEMATICS, APPLIED Applied Mathematics and Optimization Pub Date : 2024-07-01 DOI:10.1007/s00245-024-10157-y
Harbir Antil, Paul Manns
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Abstract

Motivated by many applications, optimal control problems with integer controls have recently received a significant attention. Some state-of-the-art work uses perimeter-regularization to derive stationarity conditions and trust-region algorithms. However, the discretization is difficult in this case because the perimeter is concentrated on a set of dimension \(d - 1\) for a domain of dimension d. This article proposes a potential way to overcome this challenge by using the fractional nonlocal perimeter with fractional exponent \(0<\alpha <1\). In this way, the boundary integrals in the perimeter regularization are replaced by volume integrals. Besides establishing some non-trivial properties associated with this perimeter, a \(\Gamma \)-convergence result is derived. This result establishes convergence of minimizers of fractional perimeter-regularized problem, to the standard one, as the exponent \(\alpha \) tends to 1. In addition, the stationarity results are derived and algorithmic convergence analysis is carried out for \(\alpha \in (0.5,1)\) under an additional assumption on the gradient of the reduced objective. The theoretical results are supplemented by a preliminary computational experiment. We observe that the isotropy of the total variation may be approximated by means of the fractional perimeter functional.

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带分数周边正则化的整数优化控制
受许多应用的启发,带有整数控制的最优控制问题最近受到了极大关注。一些最先进的研究利用周长正则化推导出静止条件和信任区域算法。然而,在这种情况下离散化是困难的,因为对于维数为 d 的域,周长集中在维数为\(d - 1\) 的集合上。本文提出了一种克服这一挑战的潜在方法,即使用分数非局部周长,分数指数为\(0<\alpha <1\)。这样,周界正则化中的边界积分就被体积积分所取代。除了建立与这种周界相关的一些非难性质外,还推导出了(\γ \)收敛结果。随着指数 \(\alpha \)趋向于 1,这个结果确定了分数周长规则化问题的最小值向标准问题的收敛性。此外,还推导出了静止性结果,并在减少目标梯度的额外假设下对\(\alpha \in(0.5,1)\)进行了算法收敛分析。初步计算实验对理论结果进行了补充。我们发现,总变化的各向同性可以通过分数周长函数来近似。
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来源期刊
CiteScore
3.30
自引率
5.60%
发文量
103
审稿时长
>12 weeks
期刊介绍: The Applied Mathematics and Optimization Journal covers a broad range of mathematical methods in particular those that bridge with optimization and have some connection with applications. Core topics include calculus of variations, partial differential equations, stochastic control, optimization of deterministic or stochastic systems in discrete or continuous time, homogenization, control theory, mean field games, dynamic games and optimal transport. Algorithmic, data analytic, machine learning and numerical methods which support the modeling and analysis of optimization problems are encouraged. Of great interest are papers which show some novel idea in either the theory or model which include some connection with potential applications in science and engineering.
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