Conditional optimization problems: fractional order case (Q1949545)
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Conditional optimization problems: fractional order case (English)
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8 May 2013
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This paper considers a dynamical system described by a Riemann-Liouville derivative in which the system memory is in general different with respect to the initial time of Hamiltonian action, a fractional order performance index (objective function) with an arbitrary order and fractional differential and isoperimetric constraints. The optimization problem has been divided into two parts: the first one containing the fractional differential constraints, and the second one dealing with fractional integral constraints. The fractional order integration by parts formula played a key role in both cases in finding the corresponding necessary optimality conditions. A simple illustrative example is provided.
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fractional calculus
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constrained optimization problem
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calculus of variations
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