An Efficient Algorithm for the Multi-Scale Solution of Nonlinear Fractional Optimal Control Problems

An efficient algorithm based on the wavelet collocation method is introduced in order to solve nonlinear fractional optimal control problems (FOCPs) with inequality constraints. By using interpolation properties of Hermite cubic spline functions, we construct an operational matrix Caputo derivative for first time. Using this matrix, reduce problem a programming that can be solved some suitable optimization algorithms. Illustrative examples are examined demonstrate important features new method.