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Sparse Switching Times Optimization and a Sweeping Hessian Proximal Method

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Operations Research Proceedings 2019

Abstract

The switching times optimization problem for switched dynamical systems, with fixed initial state, is considered. A nonnegative cost term for changing dynamics is introduced to induce a sparse switching structure, that is, to reduce the number of switches. To deal with such problems, an inexact Newton-type arc search proximal method, based on a parametric local quadratic model of the cost function, is proposed. Numerical investigations and comparisons on a small-scale benchmark problem are presented and discussed.

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Correspondence to Alberto De Marchi or Matthias Gerdts .

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De Marchi, A., Gerdts, M. (2020). Sparse Switching Times Optimization and a Sweeping Hessian Proximal Method. In: Neufeld, J.S., Buscher, U., Lasch, R., Möst, D., Schönberger, J. (eds) Operations Research Proceedings 2019. Operations Research Proceedings. Springer, Cham. https://doi.org/10.1007/978-3-030-48439-2_11

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