Release Time:2021-03-22  Hits:

Indexed by: Journal Article

Date of Publication: 2021-01-10

Journal: JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Volume: 187

Issue: 1

Page Number: 234-247

ISSN: 0022-3239

Key Words: Fractional optimal control; Control parameterization; Gradient formula; Auxiliary system

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.