Optimal Control of Time-Delay Fractional Equations via a Joint Application of Radial Basis Functions and Collocation Method

Entropy (Basel). 2020 Oct 26;22(11):1213. doi: 10.3390/e22111213.

Abstract

A novel approach to solve optimal control problems dealing simultaneously with fractional differential equations and time delay is proposed in this work. More precisely, a set of global radial basis functions are firstly used to approximate the states and control variables in the problem. Then, a collocation method is applied to convert the time-delay fractional optimal control problem to a nonlinear programming one. By solving the resulting challenge, the unknown coefficients of the original one will be finally obtained. In this way, the proposed strategy introduces a very tunable framework for direct trajectory optimization, according to the discretization procedure and the range of arbitrary nodes. The algorithm's performance has been analyzed for several non-trivial examples, and the obtained results have shown that this scheme is more accurate, robust, and efficient than most previous methods.

Keywords: collocation points; delay system; direct optimization; fractional optimal control problem; nonlinear programming problem; radial basis function.