Biorthogonal multiwavelets on the interval for solving multidimensional fractional optimal control problems with inequality constraint. (English) Zbl 1469.49031
Summary: This article proposes a new numerical approach for solving fractional optimal control problems including state and control inequality constraints using new biorthogonal multiwavelets. The properties of biorthogonal multiwavelets are first given. The Riemann-Liouville fractional integral operator for biorthogonal multiwavelets is utilized to reduce the solution of optimal control problems to a nonlinear programming one, to which existing, well-developed algorithms may be applied. In order to save the memory requirement and computation time, a threshold procedure is applied to obtain algebraic equations. The method is computationally very attractive and gives very accurate results.
Keywords:
biorthogonal Hermite cubic spline multiwavelets; Caputo fractional derivative; fractional order optimal control; Riemann-Liouville fractional integrationReferences:
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