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A Laguerre homotopy method for optimal control of nonlinear systems in semi-infinite interval

2017/10/09 by Haijun Yu, Yu, Haijun, Hassan Saberi Nik +1
Mathematics · Physics and Astronomy · #FOS: Mathematics #Fractional Differential Equations Solutions #Iterative Methods for Nonlinear Equations #Model Reduction and Neural Networks #Numerical Analysis (math.NA)

paper · pdf · doi:10.48550/arxiv.1710.02935

openalex publication_date 2017/10/09 · openalex created_date 2025/10/10 · openalex updated_date 2026/07/28

Abstract

This paper presents a Laguerre homotopy method for optimal control problems in semi-infinite intervals (LaHOC), with particular interests given to nonlinear interconnected large-scale dynamic systems. In LaHOC, spectral homotopy analysis method is used to derive an iterative solver for the nonlinear two-point boundary value problem derived from Pontryagins maximum principle. A proof of local convergence of the LaHOC is provided. Numerical comparisons are made between the LaHOC, Matlab BVP5C generated results and results from literature for two nonlinear optimal control problems. The results show that LaHOC is superior in both accuracy and efficiency.

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