Optimal control problems via a direct method

1991 ◽  
Vol 159 (1) ◽  
pp. 295-314 ◽  
Author(s):  
Paolo Nistri
Author(s):  
Yousef Edrisi-Tabriz ◽  
Mehrdad Lakestani ◽  
Mohsen Razzaghi

In this article, a class of fractional optimal control problems (FOCPs) are solved using a direct method. We present a new operational matrix of the fractional derivative in the sense of Caputo based on the B-spline functions. Then we reduce the solution of fractional optimal control problem to a nonlinear programming (NLP) one, where some existing well-developed algorithms may be applied. Numerical results demonstrate the efficiency of the presented technique.


2022 ◽  
pp. 107754632110593
Author(s):  
Mohammad Hossein Heydari ◽  
Mohsen Razzaghi ◽  
Zakieh Avazzadeh

In this study, the orthonormal piecewise Bernoulli functions are generated as a new kind of basis functions. An explicit matrix related to fractional integration of these functions is obtained. An efficient direct method is developed to solve a novel set of optimal control problems defined using a fractional integro-differential equation. The presented technique is based on the expressed basis functions and their fractional integral matrix together with the Gauss–Legendre integration method and the Lagrange multipliers algorithm. This approach converts the original problem into a mathematical programming one. Three examples are investigated numerically to verify the capability and reliability of the approach.


2014 ◽  
Vol 56 (2) ◽  
pp. 179-191 ◽  
Author(s):  
ALIREZA NAZEMI ◽  
NEDA MAHMOUDY

AbstractWe consider infinite-horizon optimal control problems. The main idea is to convert the problem into an equivalent finite-horizon nonlinear optimal control problem. The resulting problem is then solved by means of a direct method using Haar wavelets. A local property of Haar wavelets is applied to simplify the calculation process. The accuracy of the present method is demonstrated by two illustrative examples.


Sign in / Sign up

Export Citation Format

Share Document