A global optimization approach to fractional optimal control
dc.contributor.author | Rentsen, E. | |
dc.contributor.author | Zhou, Jingyang | |
dc.contributor.author | Teo, Kok Lay | |
dc.date.accessioned | 2017-01-30T13:30:47Z | |
dc.date.available | 2017-01-30T13:30:47Z | |
dc.date.created | 2015-08-03T20:01:39Z | |
dc.date.issued | 2016 | |
dc.identifier.citation | Rentsen, E. and Zhou, J. and Teo, K.L. 2016. A global optimization approach to fractional optimal control. Journal of Industrial and Management Optimization (JIMO). 12 (1): pp. 73-82. | |
dc.identifier.uri | http://hdl.handle.net/20.500.11937/32410 | |
dc.identifier.doi | 10.3934/jimo.2016.12.73 | |
dc.description.abstract |
In this paper, we consider a fractional optimal control problem governed by system of linear differential equations, where its cost function is expressed as the ratio of convex and concave functions. The problem is a hard nonconvex optimal control problem and application of Pontriyagin's principle does not always guarantee finding a global optimal control. Even this type of problems in a finite dimensional space is known as NP hard. This optimal control problem can, in principle, be solved by Dinkhelbach algorithm [10]. However, it leads to solving a sequence of hard D.C programming problems in its finite dimensional analogy. To overcome this difficulty, we introduce a reachable set for the linear system. In this way, the problem is reduced to a quasiconvex maximization problem in a finite dimensional space. Based on a global optimality condition, we propose an algorithm for solving this fractional optimal control problem and we show that the algorithm generates a sequence of local optimal controls with improved cost values. The proposed algorithm is then applied to several test problems, where the global optimal cost value is obtained for each case. | |
dc.publisher | American Institute of Mathematical Sciences | |
dc.title | A global optimization approach to fractional optimal control | |
dc.type | Journal Article | |
dcterms.source.volume | 12 | |
dcterms.source.number | 1 | |
dcterms.source.startPage | 73 | |
dcterms.source.endPage | 82 | |
dcterms.source.issn | 1553-166X | |
dcterms.source.title | Journal of Industrial and Management Optimization (JIMO) | |
curtin.note |
This is a pre-copy-editing, author-produced PDF of an article accepted for publication in Journal of Industrial and Management Optimization (JIMO) following peer review. The definitive publisher-authenticated version "Rentsen, E. and Zhou, J. and Teo, K.L. 2016. A global optimization approach to fractional optimal control. Journal of Industrial and Management Optimization (JIMO). 12 (1): pp. 73-82." is available online at: | |
curtin.department | Department of Construction Management | |
curtin.accessStatus | Open access |