IDEAS home Printed from https://ideas.repec.org/a/spr/joptap/v174y2017i1d10.1007_s10957-016-0912-3.html
   My bibliography  Save this article

A Generalization of Ritz-Variational Method for Solving a Class of Fractional Optimization Problems

Author

Listed:
  • Ali Lotfi

    (Shahid Beheshti University, G.C.)

  • Sohrab Ali Yousefi

    (Shahid Beheshti University, G.C.)

Abstract

This paper presents an approximate method for solving a class of fractional optimization problems with multiple dependent variables with multi-order fractional derivatives and a group of boundary conditions. The fractional derivatives are in the Caputo sense. In the presented method, first, the given optimization problem is transformed into an equivalent variational equality; then, by applying a special form of polynomial basis functions and approximations, the variational equality is reduced to a simple linear system of algebraic equations. It is demonstrated that the derived linear system has a unique solution. We get an approximate solution for the initial optimization problem by solving the final linear system of equations. The choice of polynomial basis functions provides a method with such flexibility that all initial and boundary conditions of the problem can be easily imposed. We extensively discuss the convergence of the method and, finally, present illustrative test examples to demonstrate the validity and applicability of the new technique.

Suggested Citation

  • Ali Lotfi & Sohrab Ali Yousefi, 2017. "A Generalization of Ritz-Variational Method for Solving a Class of Fractional Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 174(1), pages 238-255, July.
  • Handle: RePEc:spr:joptap:v:174:y:2017:i:1:d:10.1007_s10957-016-0912-3
    DOI: 10.1007/s10957-016-0912-3
    as

    Download full text from publisher

    File URL: http://link.springer.com/10.1007/s10957-016-0912-3
    File Function: Abstract
    Download Restriction: Access to the full text of the articles in this series is restricted.

    File URL: https://libkey.io/10.1007/s10957-016-0912-3?utm_source=ideas
    LibKey link: if access is restricted and if your library uses this service, LibKey will redirect you to where you can use your library subscription to access this item
    ---><---

    As the access to this document is restricted, you may want to search for a different version of it.

    References listed on IDEAS

    as
    1. Ali Lotfi & Sohrab Ali Yousefi, 2014. "Epsilon-Ritz Method for Solving a Class of Fractional Constrained Optimization Problems," Journal of Optimization Theory and Applications, Springer, vol. 163(3), pages 884-899, December.
    Full references (including those not matched with items on IDEAS)

    Citations

    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
    as


    Cited by:

    1. Sabermahani, Sedigheh & Ordokhani, Yadollah & Rahimkhani, Parisa, 2023. "Application of generalized Lucas wavelet method for solving nonlinear fractal-fractional optimal control problems," Chaos, Solitons & Fractals, Elsevier, vol. 170(C).
    2. Marzban, Hamid Reza, 2022. "A generalization of Müntz-Legendre polynomials and its implementation in optimal control of nonlinear fractional delay systems," Chaos, Solitons & Fractals, Elsevier, vol. 158(C).

    Most related items

    These are the items that most often cite the same works as this one and are cited by the same works as this one.
    1. Ali Lotfi, 2017. "A Combination of Variational and Penalty Methods for Solving a Class of Fractional Optimal Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 174(1), pages 65-82, July.
    2. Teodor M. Atanacković & Marko Janev & Stevan Pilipović & Dušan Zorica, 2017. "Euler–Lagrange Equations for Lagrangians Containing Complex-order Fractional Derivatives," Journal of Optimization Theory and Applications, Springer, vol. 174(1), pages 256-275, July.
    3. Araz Noori Dalawi & Mehrdad Lakestani & Elmira Ashpazzadeh, 2022. "An Efficient Algorithm for the Multi-Scale Solution of Nonlinear Fractional Optimal Control Problems," Mathematics, MDPI, vol. 10(20), pages 1-16, October.

    Corrections

    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:spr:joptap:v:174:y:2017:i:1:d:10.1007_s10957-016-0912-3. See general information about how to correct material in RePEc.

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    If CitEc recognized a bibliographic reference but did not link an item in RePEc to it, you can help with this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: Sonal Shukla or Springer Nature Abstracting and Indexing (email available below). General contact details of provider: http://www.springer.com .

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service. RePEc uses bibliographic data supplied by the respective publishers.