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Browsing by Subject "projection of the gradient method"

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    Item type:Article, Access status: Open Access ,
    On a linear-quadratic problem with Caputo derivative
    (2016) Idczak, Dariusz; Walczak, Stanisław
    In this paper, we study a linear-quadratic optimal control problem with a fractional control system containing a Caputo derivative of unknown function. First, we derive the formulas for the differential and gradient of the cost functional under given constraints. Next, we prove an existence result and derive a maximum principle. Finally, we describe the gradient and projection of the gradient methods for the problem under consideration.