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

Pan Mu (), Lei Wang () and Chongyang Liu ()
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Pan Mu: Dalian University of Technology
Lei Wang: Dalian University of Technology
Chongyang Liu: Shandong Institute of Business and Technology

Journal of Optimization Theory and Applications, 2020, vol. 187, issue 1, No 11, 234-247

Abstract: 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.

Keywords: Fractional optimal control; Control parameterization; Gradient formula; Auxiliary system; 49M05; 49J21; 26A33 (search for similar items in EconPapers)
Date: 2020
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Citations: View citations in EconPapers (7)

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DOI: 10.1007/s10957-017-1163-7

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