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A discrete method to solve fractional optimal control problems. (English) Zbl 1345.49022
Summary: We present a method to solve fractional optimal control problems, where the dynamic control system depends on integer order and Caputo fractional derivatives. Our approach consists in approximating the initial fractional order problem with a new one that involves integer order derivatives only. The latter problem is then discretized, by application of finite differences, and solved numerically. We illustrate the effectiveness of the procedure with an example.

MSC:
49K15 Optimality conditions for problems involving ordinary differential equations
34A08 Fractional ordinary differential equations and fractional differential inclusions
65L10 Numerical solution of boundary value problems involving ordinary differential equations
Software:
AMPL; Ipopt
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