Although many mathematicians have searched on the fractional calculus since many years ago, but its application in engineering, especially in modeling and control, does not have many antecedents. Since there are much freedom in choosing the order of differentiator and integrator in fractional calculus, it is possible to model the physical systems accurately. This paper deals with time-domain id...

in this paper, a new numerical method for solving fractional optimal control problems (focps) is presented. the fractional derivative in the dynamic system is described in the caputo sense. the method is based upon biorthogonal cubic hermite spline multiwavelets approxima-tions. the properties of biorthogonal multiwavelets are first given. the operational matrix of fractional riemann-lioville i...

This paper deals with convex optimization problems in the face of data uncertainty within the framework of robust optimization. It provides various properties and characterizations of the set of all robust optimal solutions of the problems. In particular, it provides generalizations of the constant subdifferential property as well as the constant Lagrangian property for solution sets of convex ...

Lagrangian relaxation and approximate optimization algorithms have received much attention in the last two decades. Typically, the running time of these methods to obtain a ε approximate solution is proportional to 1 ε 2 . Recently, Bienstock and Iyengar, following Nesterov, gave an algorithm for fractional packing linear programs which runs in 1 ε iterations. The latter algorithm requires to s...

In this paper, a computational intelligence method is used for the solution of fractional optimal control problems (FOCP)'s with equality and inequality constraints. According to the Ponteryagin minimum principle (PMP) for FOCP with fractional derivative in the Riemann- Liouville sense and by constructing a suitable error function, we define an unconstrained minimization problem. In the optimiz...

there are many numerous methods for solving large-scale problems in which some of them are very flexible and efficient in both linear and non-linear cases. league championship algorithm is such algorithm which may be used in the mentioned problems. in the current paper, a new play-off approach will be adapted on league championship algorithm for solving large-scale problems. the proposed algori...

Total least squares (TLS) is a method for treating an overdetermined system of linear equations Ax ≈ b, where both the matrix A and the vector b are contaminated by noise. Tikhonov regularization of the TLS (TRTLS) leads to an optimization problem of minimizing the sum of fractional quadratic and quadratic functions. As such, the problem is nonconvex. We show how to reduce the problem to a sing...

The inclusion of transaction costs is an essential element of any realistic portfolio optimization. In this paper, we consider an extension of the standard portfolio problem in which transaction costs are incurred to rebalance an investment portfolio. The Markowitz framework of mean-variance efficiency is used with costs modelled as a percentage of the value transacted. Each security in the por...

In this paper a new method is introduced for path planning of an autonomous vehicle. In this method, the environment is considered cluttered and with some uncertainty sources. Thus, the state of detected object should be estimated using an optimal filter. To do so, the state distribution is assumed Gaussian. Thus the state vector is estimated by a Kalman filter at each time step. The estimation...

A control problem for a linear stochastic system with an arbitrary fractional Brownian motion and a cost functional that is quadratic in the system state and the control is solved. An optimal control is given explicitly as the sum of a prediction of the future fractional Brownian motion and the well known linear feedback control for the associated deterministic linear-quadratic control problem....