Numerical solution of some types of fractional optimal control problems.

Numerical solution of some types of fractional optimal control problems.
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DOI:
10.1155/2013/306237
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发表时间:
2013
影响因子:
--
通讯作者:
Hoppe RH
Hoppe RH
中科院分区:
其他
文献类型:
--
作者:
Sweilam NH;Al-Ajami TM;Hoppe RH

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我们提出了两种不同的方法,用于基于使用切比雪夫多项式的谱方法来数值求解分数最优控制问题(FOCP)。分数阶导数是在卡普托意义上描述的。第一种方法遵循“先优化,然后离散”的范式,并依赖于相关哈密顿量的必要最优性条件的近似。在第二种方法中,首先使用 Clenshaw 和 Curtis 格式对非奇异函数进行数值积分,然后使用 Rayleigh-Ritz 方法对状态方程进行离散化,以评估状态变量和控制变量。包括两个说明性示例来证明所建议方法的有效性和适用性。
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.
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