Sparse optimal control problems with intermediate constraints: Necessary conditions

Abstract

AbstractThis article treats optimal sparse control problems with multiple constraints defined at intermediate points of the time domain. For such problems with intermediate constraints, we first establish a new Pontryagin maximum principle that provides first order necessary conditions for optimality in such problems. Then we announce and employ a new numerical algorithm to arrive at, in a computationally tractable fashion, optimal state‐action trajectories from the necessary conditions given by our maximum principle. Several detailed illustrative examples are included.