This article proposes a new numerical approach for solving fractional optimal control problems including state and control inequality constraints using new biorthogonal multiwavelets. The properties of biorthogonal multiwavelets are first given. The Riemann‐Liouville fractional integral operator for biorthogonal multiwavelets is utilized to reduce the solution of optimal control problems to a nonlinear programming one, to which existing, well‐developed algorithms may be applied. In order to save the memory requirement and computation time, a threshold procedure is applied to obtain algebraic equations. The method is computationally very attractive and gives very accurate results.

中文翻译：

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具有不等式约束的多维分数最优控制问题在区间上的双正交小波

本文提出了一种新的数值方法，用于使用新的双正交多小波解决分数最优控制问题，包括状态和控制不等式约束。首先给出双正交多小波的性质。利用双正交多小波的Riemann-Liouville分数积分算子，可以将最优控制问题的求解简化为一种非线性编程，可以应用已有的，完善的算法。为了节省存储器需求和计算时间，应用阈值过程以获得代数方程。该方法在计算上非常吸引人，并且给出非常准确的结果。