A difference-of-convex functions approach for sparse PDE optimal control problems with nonconvex costs

DOI10.1007/s10589-019-00101-0zbMath1427.49026arXiv1711.01997OpenAlexW2938257259WikidataQ127943322 ScholiaQ127943322MaRDI QIDQ2322559

Pedro Merino

Publication date: 4 September 2019

Published in: Computational Optimization and Applications (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1711.01997

zbMATH Keywords

DCAoptimal controlnonconvexDC programmingelliptic PDE

Mathematics Subject Classification ID

Nonconvex programming, global optimization (90C26) Optimality conditions for problems involving partial differential equations (49K20) Optimality conditions and duality in mathematical programming (90C46) Existence theories for optimal control problems involving partial differential equations (49J20)

Related Items (2)

Subdifferentiation of Nonconvex Sparsity-Promoting Functionals on Lebesgue Spaces ⋮ A Semismooth Newton Method for Regularized L q-quasinorm Sparse Optimal Control Problems

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