Optimal control problems with $$L^0(\Omega )$$ constraints: maximum principle and proximal gradient method

Abstract

AbstractWe investigate optimal control problems with $$L^0$$ L 0 constraints, which restrict the measure of the support of the controls. We prove necessary optimality conditions of Pontryagin maximum principle type. Here, a special control perturbation is used that respects the $$L^0$$ L 0 constraint. First, the maximum principle is obtained in integral form, which is then turned into a pointwise form. In addition, an optimization algorithm of proximal gradient type is analyzed. Under some assumptions, the sequence of iterates contains strongly converging subsequences, whose limits are feasible and satisfy a subset of the necessary optimality conditions.