UTHM Institutional Repository

A new combination of Broyden-Fletcher-Goldfarb-Shanno and Brent techniques in shooting method for solving non-classical optimal control problem

W. Ahmad, Wan N. A. and Rusiman, Mohd Saifullah and Sufahani, Suliadi F. and Mohammad, Mahathir and Kamardan, M. Ghazali and Zinober, Alan (2017) A new combination of Broyden-Fletcher-Goldfarb-Shanno and Brent techniques in shooting method for solving non-classical optimal control problem. Far East Journal of Mathematical Sciences (FJMS), 102 (11). pp. 2785-2796. ISSN 09720871

Full text not available from this repository.

Abstract

A current optimal control problem has the numerical properties that do not fall into the standard optimal control problem detailing. In our concern, the state condition at the final time, y(T ) = z, is free and obscure, and furthermore the integrand is a piecewise consistent capacity of the obscure esteem y(T ). This is not a standard optimal control problem and cannot be settled utilizing Pontryagin’s minimum principle with the standard limit conditions at the final time. In the standard issue, a free final state y(T ) yields an important limit condition p(T ) = 0, where p(t) is the costate. Since the integrand is a component of y(T ), the new fundamental condition is that y(T ) yields to be equivalent to a specific necessary that is a consistent capacity of z. We solve the two point boundary value problem (TPBVP) by combining the Broyden-Fletcher-Goldfarb-Shanno (BFGS) and Brent techniques in the shooting method. The limiting free y(T ) value is computed in an external circle emphasis through the Brent method. Comparative nonlinear programming through Euler and Runge-Kutta is also presented.

Item Type: Article
Uncontrolled Keywords: Optimal control; calculus of variation; optimization method
Subjects: Q Science > QA Mathematics > QA273 Probabilities. Mathematical statistics
Divisions: Faculty of Applied Science and Technology > Department of Mathematics and Statistic
Depositing User: Mr. Mohammad Shaifulrip Ithnin
Date Deposited: 30 Apr 2019 01:07
Last Modified: 30 Apr 2019 01:07
URI: http://eprints.uthm.edu.my/id/eprint/10985
Statistic Details: View Download Statistic

Actions (login required)

View Item View Item