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312691

Numerical Solution of Optimal Control Problems using Block Method

Article

Last updated: 29 Dec 2024

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Abstract

Forward-backward sweep approach is used to solve optimal control problems utilizing a collocation hybrid second derivative block method using polynomial approximate solution via pontryagin's principle. The block method is formed from the discrete linear multistep methods. Also, the forward algorithms, backward algorithm written. The stability properties of the block method are analyzed and proved to be stable, convergent and of order 6. The algorithm is implemented with a written MATLAB code, and three optimal control problems are solved to test the accuracy of the approach, which the numerical examples show that forward-backward sweep methods together with block method via Pontryagin's principle are more accurate when solving optimal control problems than the existing traditional classical Runge-Kutta method. This research work therefore established that block method can be combined with forward backward sweep method using Pontryagin's principle to solve optimal control problems, to produce more accurate result than using the traditional classical Runge-Kutta method.

DOI

10.21608/ejmaa.2023.198089.1012

Keywords

Runge-Kutta method, hybrid second derivative block method, forward-backward sweep method, pontryagin’s principle

Authors

First Name

Samuel

Last Name

Adamu

MiddleName

-

Affiliation

Mathematics Department, Faculty of Natural and Applied Sciences, Nigerian Army University Biu, Nigeria

Email

malgwisa@gmail.com

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Orcid

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Volume

11

Article Issue

2

Related Issue

39572

Issue Date

2023-07-01

Receive Date

2023-03-06

Publish Date

2023-07-01

Page Start

1

Page End

12

Print ISSN

3009-6731

Online ISSN

2090-729X

Link

https://ejmaa.journals.ekb.eg/article_312691.html

Detail API

https://ejmaa.journals.ekb.eg/service?article_code=312691

Order

312,691

Type

Regular research papers

Type Code

2,651

Publication Type

Journal

Publication Title

Electronic Journal of Mathematical Analysis and Applications

Publication Link

https://ejmaa.journals.ekb.eg/

MainTitle

Numerical Solution of Optimal Control Problems using Block Method

Details

Type

Article

Created At

18 Dec 2024