A Neural Network Method Based on Mittag-Leffler Function for Solving a Class of Fractional Optimal Control Problems

In this paper, a computational intelligence method is used for solution of fractional optimal control problems (FOCPs) 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 optimization problem, we use trial solutions for the states, Lagrange multipliers and control functions where these trial solutions are constructed by a feed-forward neural network model. We then minimize the error function using a numerical optimization scheme where weight parameters and biases associated with all neurons are unknown. Examples are included to demonstrate the validity and capability of the proposed method. The strength of the proposed method is its equal applicability for the integer-order case as well as fractional order case. Another advantage of the presented approach is to provide results on entire finite continuous domain unlike some other numerical methods which provide solutions only on discrete grid of point.