Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model
A new numerical method was proposed in this paper to address the nonlinear quadratic optimal control problems, with state and control inequality constraints. This method used the quasilinearization technique and Haar wavelet operational matrix to convert the nonlinear optimal control problem into...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Universiti Kebangsaan Malaysia
2016
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| Online Access: | http://journalarticle.ukm.my/9686/ http://journalarticle.ukm.my/9686/ http://journalarticle.ukm.my/9686/1/19_Waleeda.pdf |
| Summary: | A new numerical method was proposed in this paper to address the nonlinear quadratic optimal control problems, with
state and control inequality constraints. This method used the quasilinearization technique and Haar wavelet operational
matrix to convert the nonlinear optimal control problem into a sequence of quadratic programming problems. The
inequality constraints for trajectory variables were transformed into quadratic programming constraints using the Haar
wavelet collocation method. The proposed method was applied to optimize the control of the multi-item inventory model
with linear demand rates. By enhancing the resolution of the Haar wavelet, we can improve the accuracy of the states,
controls and cost. Simulation results were also compared with other researchers’ work. |
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