Numerical solution of optimal control problems using quadratic transport regularization

Abstract: We address optimal control problems on the space of measures for an objective containing a smooth functional and an optimal transport regularization. That is, the quadratic Monge-Kantorovich distance between a given prior measure and the control is penalized in the objective. We consider optimality conditions and reparametrize the problem using the celebrated structure theorem by Brenier. The optimality conditions can be formulated as a piecewise differentiable equation. This is utilized to formulate solution algorithms and to analyze their local convergence properties. We present a numerical example to illustrate the theoretical findings.