A Numerical Method for Solving Fractional Optimal Control Problems Using Ritz Method

2016 ◽  
Vol 11 (5) ◽  
Author(s):  
Ali Nemati ◽  
Sohrab Ali Yousefi
Keyword(s):  
Optimal Control ◽  
Fractional Derivative ◽  
Optimal Control Problems ◽  
Ritz Method ◽  
Operational Matrix ◽  
New Method ◽  
Control Problems ◽  
State Function ◽  
Fractional Optimal Control ◽  
Fractional Optimal Control Problems

Our paper presents a new method to solve a class of fractional optimal control problems (FOCPs) based on the numerical polynomial approximation. In the proposed method, the fractional derivative in the dynamical system is considered in the Caputo sense. The approach used here is to approximate the state function by the Legendre orthonormal basis by using the Ritz method. Next, we apply a new constructed operational matrix to approximate fractional derivative of the basis. After transforming the problem into a system of algebraic equations, the problem is solved via the Newton's iterative method. Finally, the convergence of the new method is investigated and some examples are included to illustrate the effectiveness and applicability of the proposed methodology.

A direct numerical solution of time-delay fractional optimal control problems by using Chelyshkov wavelets

2018 ◽  
Vol 25 (2) ◽  
pp. 310-324 ◽  
Author(s):  
L Moradi ◽  
F Mohammadi ◽  
D Baleanu
Keyword(s):  
Optimal Control ◽  
Time Delay ◽  
Optimal Control Problems ◽  
Operational Matrix ◽  
The State ◽  
Control Problems ◽  
Operational Matrices ◽  
State Function ◽  
Fractional Optimal Control ◽  
Fractional Optimal Control Problems

The aim of the present study is to present a numerical algorithm for solving time-delay fractional optimal control problems (TDFOCPs). First, a new orthonormal wavelet basis, called Chelyshkov wavelet, is constructed from a class of orthonormal polynomials. These wavelet functions and their properties are implemented to derive some operational matrices. Then, the fractional derivative of the state function in the dynamic constraint of TDFOCPs is approximated by means of the Chelyshkov wavelets. The operational matrix of fractional integration together with the dynamical constraints is used to approximate the control function directly as a function of the state function. Finally, these approximations were put in the performance index and necessary conditions for optimality transform the under consideration TDFOCPs into an algebraic system. Moreover, some illustrative examples are considered and the obtained numerical results were compared with those previously published in the literature.

The approximate solution of non-linear time-delay fractional optimal control problems by embedding process

2018 ◽  
Vol 36 (3) ◽  
pp. 713-727 ◽  
Author(s):  
E Ziaei ◽  
M H Farahi
Keyword(s):  
Optimal Control ◽  
Time Delay ◽  
Fractional Derivative ◽  
Optimal Control Problems ◽  
Linear Time ◽  
Control Problems ◽  
Linear Dynamical Systems ◽  
Fractional Optimal Control ◽  
Non Linear ◽  
Fractional Optimal Control Problems

Abstract In this paper, a class of time-delay fractional optimal control problems (TDFOCPs) is studied. Delays may appear in state or control (or both) functions. By an embedding process and using conformable fractional derivative as a new definition of fractional derivative and integral, the class of admissible pair (state, control) is replaced by a class of positive Radon measures. The optimization problem found in measure space is then approximated by a linear programming problem (LPP). The optimal measure which is representing optimal pair is approximated by the solution of a LPP. In this paper, we have shown that the embedding method (embedding the admissible set into a subset of measures), successfully can be applied to non-linear TDFOCPs. The usefulness of the used idea in this paper is that the method is not iterative, quite straightforward and can be applied to non-linear dynamical systems.

scholarly journals Numerical Solution of Some Types of Fractional Optimal Control Problems

2013 ◽  
Vol 2013 ◽  
pp. 1-9 ◽  
Author(s):  
Nasser Hassan Sweilam ◽  
Tamer Mostafa Al-Ajami ◽  
Ronald H. W. Hoppe
Keyword(s):  
Optimal Control ◽  
Numerical Solution ◽  
Optimal Control Problems ◽  
Ritz Method ◽  
Necessary Optimality Conditions ◽  
State Equation ◽  
The State ◽  
Control Problems ◽  
Fractional Optimal Control ◽  
Fractional Optimal Control Problems

We present two different approaches for the numerical solution of fractional optimal control problems (FOCPs) based on a spectral method using Chebyshev polynomials. The fractional derivative is described in the Caputo sense. The first approach follows the paradigm “optimize first, then discretize” and relies on the approximation of the necessary optimality conditions in terms of the associated Hamiltonian. In the second approach, the state equation is discretized first using the Clenshaw and Curtis scheme for the numerical integration of nonsingular functions followed by the Rayleigh-Ritz method to evaluate both the state and control variables. Two illustrative examples are included to demonstrate the validity and applicability of the suggested approaches.

Solving a class of fractional optimal control problems by the Hamilton–Jacobi–Bellman equation

2016 ◽  
Vol 24 (9) ◽  
pp. 1741-1756 ◽  
Author(s):  
Seyed Ali Rakhshan ◽  
Sohrab Effati ◽  
Ali Vahidian Kamyad
Keyword(s):  
Optimal Control ◽  
Fractional Derivative ◽  
Bellman Equation ◽  
Optimal Control Problems ◽  
Control Problems ◽  
Fractional Optimal Control ◽  
Solution Scheme ◽  
Hamilton Jacobi Bellman Equation ◽  
Fractional Optimal Control Problems ◽  
Hamilton Jacobi Bellman

The performance index of both the state and control variables with a constrained dynamic optimization problem of a fractional order system with fixed final Time have been considered here. This paper presents a general formulation and solution scheme of a class of fractional optimal control problems. The method is based upon finding the numerical solution of the Hamilton–Jacobi–Bellman equation, corresponding to this problem, by the Legendre–Gauss collocation method. The main reason for using this technique is its efficiency and simple application. Also, in this work, we use the fractional derivative in the Riemann–Liouville sense and explain our method for a fractional derivative of order of [Formula: see text]. Numerical examples are provided to show the effectiveness of the formulation and solution scheme.

The use of a Legendre multiwavelet collocation method for solving the fractional optimal control problems

2011 ◽  
Vol 17 (13) ◽  
pp. 2059-2065 ◽  
Author(s):  
SA Yousefi ◽  
A Lotfi ◽  
M Dehghan
Keyword(s):  
Optimal Control ◽  
Exact Solution ◽  
Approximate Solution ◽  
Collocation Method ◽  
Algebraic System ◽  
Optimal Control Problems ◽  
New Method ◽  
Control Problems ◽  
Fractional Optimal Control ◽  
Fractional Optimal Control Problems

In this article the Legendre multiwavelet basis with the aid of a collocation method has been applied to give the approximate solution for the fractional optimal control problems (FOCPs). The properties of the Legendre multiwavelet are presented. These properties together with the collocation method are then utilized to reduce the problem to the solution of an algebraic system. Numerical results and a comparison with the exact solution in the cases when we have an exact solution are given to demonstrate the applicability and efficiency of the new method.

Study of B-spline collocation method for solving fractional optimal control problems

2021 ◽  
pp. 014233122098753
Author(s):  
Yousef Edrisi-Tabriz ◽  
Mehrdad Lakestani ◽  
Mohsen Razzaghi
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Direct Method ◽  
Operational Matrix ◽  
Control Problems ◽  
Spline Collocation ◽  
B Spline ◽  
Fractional Optimal Control ◽  
Fractional Optimal Control Problems ◽  
A Direct Method

In this article, a class of fractional optimal control problems (FOCPs) are solved using a direct method. We present a new operational matrix of the fractional derivative in the sense of Caputo based on the B-spline functions. Then we reduce the solution of fractional optimal control problem to a nonlinear programming (NLP) one, where some existing well-developed algorithms may be applied. Numerical results demonstrate the efficiency of the presented technique.

A reliable numerical approach for nonlinear fractional optimal control problems

2020 ◽  
Vol 0 (0) ◽  
Author(s):  
Harendra Singh ◽  
Rajesh K. Pandey ◽  
Devendra Kumar
Keyword(s):  
Optimal Control ◽  
Optimal Control Problems ◽  
Jacobi Polynomials ◽  
Operational Matrix ◽  
Numerical Approach ◽  
Numerical Results ◽  
Control Problems ◽  
Fractional Optimal Control ◽  
Special Cases ◽  
Fractional Optimal Control Problems

AbstractIn this work, we study a numerical approach for studying a nonlinear model of fractional optimal control problems (FOCPs). We have taken the fractional derivative in a dynamical system of FOCPs, which is in Liouville–Caputo sense. The presented scheme is a grouping of an operational matrix of integrations for Jacobi polynomials and the Ritz method. The proposed approach converts the FOCP into a system of nonlinear algebraic equations, which significantly simplify the problem. Convergence analysis of the scheme is also provided. The presented method is verified on the two illustrative examples to show its accuracy and applicability. Distinct special cases of Jacobi polynomials are considered as a basis to solve the FOCPs for comparison purpose. Further, tables and figures are employed to demonstrate the derived numerical results. The numerical results by the present method are also compared with some other techniques.

Fractional-order Boubaker functions and their applications in solving delay fractional optimal control problems

2017 ◽  
Vol 24 (15) ◽  
pp. 3370-3383 ◽  
Author(s):  
Kobra Rabiei ◽  
Yadollah Ordokhani ◽  
Esmaeil Babolian
Keyword(s):  
Optimal Control ◽  
Fractional Order ◽  
Optimal Control Problems ◽  
Operational Matrix ◽  
Nonlinear Problems ◽  
Control Problems ◽  
Fractional Optimal Control ◽  
Newton’S Iterative Method ◽  
Quadratic Performance ◽  
Fractional Optimal Control Problems

In this paper, a new set of functions called fractional-order Boubaker functions is defined for solving the delay fractional optimal control problems with a quadratic performance index. To solve the problem, first we obtain the operational matrix of the Caputo fractional derivative of these functions and the operational matrix of multiplication to solve the nonlinear problems for the first time. Also, a general formulation for the delay operational matrix of these functions has been achieved. Then we utilized these matrices to solve delay fractional optimal control problems directly. In fact, the delay fractional optimal control problem converts to an optimization problem, which can then be easily solved with the aid of the Gauss–Legendre integration formula and Newton’s iterative method. Convergence of the algorithm is proved. The applicability of the method is shown by some examples; moreover, a comparison with the existing results shows the preference of this method.

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