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    Numerical Solution of Fractional Optimal Control

    Access Status
    Fulltext not available
    Authors
    Li, W.
    Wang, Song
    Rehbock, Volker
    Date
    2018
    Type
    Journal Article
    
    Metadata
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    Citation
    Li, W. and Wang, S. and Rehbock, V. 2018. Numerical Solution of Fractional Optimal Control. Journal of Optimization Theory and Applications. 180 (2): pp. 556-573.
    Source Title
    Journal of Optimization Theory and Applications
    DOI
    10.1007/s10957-018-1418-y
    ISSN
    0022-3239
    School
    School of Electrical Engineering, Computing and Mathematical Science (EECMS)
    URI
    http://hdl.handle.net/20.500.11937/72834
    Collection
    • Curtin Research Publications
    Abstract

    This paper presents a numerical algorithm for solving a class of nonlinear optimal control problems subject to a system of fractional differential equations. We first propose a robust second-order numerical integration scheme for the system. The objective is approximated by the trapezoidal rule. We then apply a gradient-based optimization method to the discretized problem. Formulas for calculating the gradients are derived. Computational results demonstrate that our method is able to generate accurate numerical approximations for problems with multiple states and controls. It is also robust with respect to the fractional orders of derivatives.

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