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Indexed by:期刊论文

Date of Publication:2021-01-10

Journal:JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS

Volume:187

Issue:1

Page Number:234-247

ISSN No.: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.