Approximate Solutions for Optimal Control of Fixed Boundary Value Problems Using Variational and Minimum Approaches

Abstract

The optimal control is the process of finding a control strategy that extreme some performance index for a dynamic system (partial differential equation) over the class of admissibility. The present work deals with a problem of fixed boundary with a control manipulated in the structure of the partial differential equation. An attractive computational method for determining the optimal control of unconstrained linear dynamic system with a quadratic performance index is presented. In the proposed method the difference between every state variable and its initial condition is represented by a finite - term polynomial series, this representation leads to a system of linear algebraic equations which represents the necessary condition of optimality. The linear algebraic system is solved by using two approaches namely the variational iteration method and the minimization approach for unconstrained optimization problem with estimation of gradient and Hessian matrix. These approaches are illustrated by two application examples.