Analyze the optimal solutions of optimization problems by means of fractional gradient based system using VIM

Firat Evirgen

Abstract


In this paper, a class of Nonlinear Programming problem is modeled with gradient based system of fractional order differential equations in Caputo's sense. To see the overlap between the equilibrium point of the fractional order dynamic system and theoptimal solution of the NLP problem in a longer timespan the Multistage Variational İteration Method isapplied. The comparisons among the multistage variational iteration method, the variationaliteration method and the fourth order Runge-Kutta method in fractional and integer order showthat fractional order model and techniques can be seen as an effective and reliable tool for finding optimal solutions of Nonlinear Programming problems.

Keywords


Nonlinear programming problem; penalty function; fractional order dynamic system; variational iteration method; multistage technique.

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References


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DOI: http://dx.doi.org/10.11121/ijocta.01.2016.00317

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