Integer Optimal Control with Fractional Perimeter Regularization

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\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$d - 1$$\\end{document} 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<α<1\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$0<\\alpha <1$$\\end{document}. 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 Γ\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\Gamma $$\\end{document}-convergence result is derived. This result establishes convergence of minimizers of fractional perimeter-regularized problem, to the standard one, as the exponent α\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha $$\\end{document} tends to 1. In addition, the stationarity results are derived and algorithmic convergence analysis is carried out for α∈(0.5,1)\\documentclass[12pt]{minimal} \\usepackage{amsmath} \\usepackage{wasysym} \\usepackage{amsfonts} \\usepackage{amssymb} \\usepackage{amsbsy} \\usepackage{mathrsfs} \\usepackage{upgreek} \\setlength{\\oddsidemargin}{-69pt} \\begin{document}$$\\alpha \\in (0.5,1)$$\\end{document} 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.