Title
Optimal Control Computation For Nonlinear Fractional Time-Delay Systems With State Inequality Constraints
Abstract
In this paper, a numerical method is developed for solving a class of delay fractional optimal control problems involving nonlinear time-delay systems and subject to state inequality constraints. The fractional derivatives in this class of problems are described in the sense of Caputo, and they can be of different orders. First, we propose a numerical integration scheme for the fractional time-delay system and prove that the convergence rate of the numerical solution to the exact one is of second order based on Taylor expansion and linear interpolation. This gives rise to a discrete-time optimal control problem. Then, we derive the gradient formulas of the cost and constraint functions with respect to the decision variables and present a gradient computation procedure. On this basis, a gradient-based optimization algorithm is developed to solve the resulting discrete-time optimal control problem. Finally, several example problems are solved to demonstrate the effectiveness of the developed solution approach.
Year
DOI
Venue
2021
10.1007/s10957-021-01926-8
JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS
Keywords
DocType
Volume
Fractional time-delay system, Fractional optimal control, Inequality constraint, Numerical integration, Numerical optimization
Journal
191
Issue
ISSN
Citations 
1
0022-3239
1
PageRank 
References 
Authors
0.36
0
5
Name
Order
Citations
PageRank
Chongyang Liu1174.02
Zhaohua Gong2225.31
Changjun Yu3788.67
S. Wang49416.27
K. L. Teo51643211.47