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A pseudospectral method for fractional optimal control problems. (English) Zbl 1377.49019
Summary: In this article, a direct pseudospectral method based on Lagrange interpolating functions with fractional power terms is used to solve the fractional optimal control problem. As most applied fractional problems have solutions in terms of the fractional power, using appropriate characteristic nodal-based functions with suitable power leads to a more accurate pseudospectral approximation of the solution. The Lagrange interpolating functions and their fractional derivatives belong to the Müntz space; such functions are employed to show that a relationship exists between the Karush-Kuhn-Tucker conditions associated with nonlinear programming and necessary optimality conditions. Furthermore, the convergence of the method is investigated. The obtained numerical results are an indication of the behavior of the algorithm.

49K15 Optimality conditions for problems involving ordinary differential equations
34A08 Fractional ordinary differential equations and fractional differential inclusions
93B60 Eigenvalue problems
49M37 Numerical methods based on nonlinear programming
Full Text: DOI
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