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A Control Parameterization Method to Solve the Fractional-Order Optimal Control Problem

Author

Listed:
  • Pan Mu

    (Dalian University of Technology)

  • Lei Wang

    (Dalian University of Technology)

  • Chongyang Liu

    (Shandong Institute of Business and Technology
    Curtin University)

Abstract

This paper considers a class of fractional optimal control problems with canonical equality and inequality constraints. A fractional derivative in the dynamic system is defined in the Caputo sense. Using the control parameterization method, we approximate fractional optimal control problems by a sequence of finite-dimensional optimization problems. We then present the gradient formulae by introducing some auxiliary fractional systems. On this basis, a gradient-based optimization is developed to solve the fractional optimal control problems. Finally, a numerical example is used to test the proposed method.

Suggested Citation

  • Pan Mu & Lei Wang & Chongyang Liu, 2020. "A Control Parameterization Method to Solve the Fractional-Order Optimal Control Problem," Journal of Optimization Theory and Applications, Springer, vol. 187(1), pages 234-247, October.
    • Handle: RePEc:spr:joptap:v:187:y:2020:i:1:d:10.1007_s10957-017-1163-7
    DOI: 10.1007/s10957-017-1163-7
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    References listed on IDEAS

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    1. Ricardo Enrique Gutiérrez & João Maurício Rosário & José Tenreiro Machado, 2010. "Fractional Order Calculus: Basic Concepts and Engineering Applications," Mathematical Problems in Engineering, Hindawi, vol. 2010, pages 1-19, May.
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    Cited by:

    1. 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).
    2. Chongyang Liu & Changjun Yu & Zhaohua Gong & Huey Tyng Cheong & Kok Lay Teo, 2023. "Numerical Computation of Optimal Control Problems with Atangana–Baleanu Fractional Derivatives," Journal of Optimization Theory and Applications, Springer, vol. 197(2), pages 798-816, May.
    3. Gong, Zhaohua & Liu, Chongyang & Teo, Kok Lay & Yi, Xiaopeng, 2022. "Optimal control of nonlinear fractional systems with multiple pantograph‐delays," Applied Mathematics and Computation, Elsevier, vol. 425(C).
    4. Gong, Zhaohua & Liu, Chongyang & Teo, Kok Lay & Wang, Song & Wu, Yonghong, 2021. "Numerical solution of free final time fractional optimal control problems," Applied Mathematics and Computation, Elsevier, vol. 405(C).
    5. Li, Bo & Huang, Tian, 2024. "Stochastic optimal control and piecewise parameterization and optimization method for inventory control system improvement," Chaos, Solitons & Fractals, Elsevier, vol. 178(C).
    6. Chongyang Liu & Zhaohua Gong & Kok Lay Teo & Song Wang, 2022. "Optimal Control of Nonlinear Fractional-Order Systems with Multiple Time-Varying Delays," Journal of Optimization Theory and Applications, Springer, vol. 193(1), pages 856-876, June.
    7. Chongyang Liu & Zhaohua Gong & Changjun Yu & Song Wang & Kok Lay Teo, 2021. "Optimal Control Computation for Nonlinear Fractional Time-Delay Systems with State Inequality Constraints," Journal of Optimization Theory and Applications, Springer, vol. 191(1), pages 83-117, October.

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