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...

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Main Authors: Waleeda Swaidan, Amran Hussin
Format: Article
Language:English
Published: Universiti Kebangsaan Malaysia 2016
Online Access:http://journalarticle.ukm.my/9686/
http://journalarticle.ukm.my/9686/1/19_Waleeda.pdf
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author Waleeda Swaidan,
Amran Hussin,
author_facet Waleeda Swaidan,
Amran Hussin,
author_sort Waleeda Swaidan,
building UKM Institutional Repository
collection Online Access
description 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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spelling oai:generic.eprints.org:96862016-12-14T06:50:33Z http://journalarticle.ukm.my/9686/ Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model Waleeda Swaidan, Amran Hussin, 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. Universiti Kebangsaan Malaysia 2016-02 Article PeerReviewed application/pdf en http://journalarticle.ukm.my/9686/1/19_Waleeda.pdf Waleeda Swaidan, and Amran Hussin, (2016) Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model. Sains Malaysiana, 45 (2). pp. 305-313. ISSN 0126-6039 http://www.ukm.my/jsm/malay_journals/jilid45bil2_2016/KandunganJilid45Bil2_2016.html
spellingShingle Waleeda Swaidan,
Amran Hussin,
Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model
title Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model
title_full Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model
title_fullStr Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model
title_full_unstemmed Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model
title_short Haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model
title_sort haar wavelet method for constrained nonlinear optimal control problems with application to production inventory model
url http://journalarticle.ukm.my/9686/
http://journalarticle.ukm.my/9686/
http://journalarticle.ukm.my/9686/1/19_Waleeda.pdf