报告地点：1-806
报告时间：2018年1月16日（周二）14:00
报告人： Song Wang 教授，澳大利亚科廷大学
报告题目： Numerical solution of fractional optimal control problems
摘要：In this talk we present a numerical algorithm for solving a class of optimal control problem with a dynamic system containing fractional differential equations. We first propose a robust 2nd-order numerical integrating scheme for the fractional system, based a set of judiciously chosen quadrature points. We then apply a gradient-based search method, along with the numerical integration method to the optimal control problem. Formulas for calculating the gradients with respect to the unknowns defining the approximate control variables are derived. Numerical results are presented to demonstrate that the developed method is able to produces accurate numerical approximations to optimal problems with multiple state and control variables. The results also show that the method is robust with respect to the fractional orders of derivatives.