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Optimal Control Computation for Nonlinear Fractional Time-Delay Systems with State Inequality Constraints

Author

Listed:
  • Chongyang Liu

    (Shandong Technology and Business University
    Curtin University)

  • Zhaohua Gong

    (Shandong Technology and Business University)

  • Changjun Yu

    (Shanghai University)

  • Song Wang

    (Curtin University)

  • Kok Lay Teo

    (Sunway University
    Tianjin University of Finance and Economics)

Abstract

In this paper, a numerical method is developed for solving a class of delay fractional optimal control problems involving nonlinear time-delay systems and subject to state inequality constraints. The fractional derivatives in this class of problems are described in the sense of Caputo, and they can be of different orders. First, we propose a numerical integration scheme for the fractional time-delay system and prove that the convergence rate of the numerical solution to the exact one is of second order based on Taylor expansion and linear interpolation. This gives rise to a discrete-time optimal control problem. Then, we derive the gradient formulas of the cost and constraint functions with respect to the decision variables and present a gradient computation procedure. On this basis, a gradient-based optimization algorithm is developed to solve the resulting discrete-time optimal control problem. Finally, several example problems are solved to demonstrate the effectiveness of the developed solution approach.

Suggested Citation

  • 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.
    • Handle: RePEc:spr:joptap:v:191:y:2021:i:1:d:10.1007_s10957-021-01926-8
    DOI: 10.1007/s10957-021-01926-8
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    References listed on IDEAS

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    1. Saeed Balochian & Nahid Rajaee, 2018. "Fractional-Order Optimal Control of Fractional-Order Linear Vibration Systems with Time Delay," International Journal of System Dynamics Applications (IJSDA), IGI Global, vol. 7(3), pages 72-93, July.
    2. Wen Li & Song Wang & Volker Rehbock, 2019. "Numerical Solution of Fractional Optimal Control," Journal of Optimization Theory and Applications, Springer, vol. 180(2), pages 556-573, February.
    3. Tian Liang Guo, 2013. "The Necessary Conditions of Fractional Optimal Control in the Sense of Caputo," Journal of Optimization Theory and Applications, Springer, vol. 156(1), pages 115-126, January.
    4. Changjun Yu & Qun Lin & Ryan Loxton & Kok Lay Teo & Guoqiang Wang, 2016. "A Hybrid Time-Scaling Transformation for Time-Delay Optimal Control Problems," Journal of Optimization Theory and Applications, Springer, vol. 169(3), pages 876-901, June.
    5. 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).
    6. Baillie, Richard T., 1996. "Long memory processes and fractional integration in econometrics," Journal of Econometrics, Elsevier, vol. 73(1), pages 5-59, July.
    7. Kok Lay Teo & Bin Li & Changjun Yu & Volker Rehbock, 2021. "Applied and Computational Optimal Control," Springer Optimization and Its Applications, Springer, number 978-3-030-69913-0, December.
    8. 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.
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    Cited by:

    1. 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.
    2. 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).
    3. Liu, Chongyang & Zhou, Tuo & Gong, Zhaohua & Yi, Xiaopeng & Teo, Kok Lay & Wang, Song, 2023. "Robust optimal control of nonlinear fractional systems," Chaos, Solitons & Fractals, Elsevier, vol. 175(P1).
    4. 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.
    5. Marzban, Hamid Reza & Nezami, Atiyeh, 2022. "Analysis of nonlinear fractional optimal control systems described by delay Volterra–Fredholm integral equations via a new spectral collocation method," Chaos, Solitons & Fractals, Elsevier, vol. 162(C).

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