An efficient method to solve a fractional differential equation by using linear programming and its application to an optimal control problem

作者：Rakhshan Seyed Ali; Kamyad Ali Vahidian; Effati Sohrab

来源：Journal of Vibration and Control, 2016, 22(8): 2120-2134.

DOI：10.1177/1077546315584471

• Fractional calculus
• optimal control problem
• Grunwald-Letnikov derivative
• linear programming
• fractional differential equation

This paper presents a new idea to solve fractional differential equations and fractional optimal control problems. The fractional derivative is defined in the Grunwald-Letnikov sense. The method is based on the linear programming problem. In this paper, by using first the concept of fractional derivatives, we will suggest a method where an equation with a fractional derivative is changed to a linear programming problem, and by solving it the fractional derivative will be obtained. Actually this suggested method is based on the minimization of total error. Some numerical examples are provided to confirm the accuracy of the proposed method.

• 出版日期2016-5