Numerical solution of dynamic optimization problems with flexible inequality constraints by iterative dynamic programming

  • Authors:
  • Cheng-Liang Chen;Daim-Yuang Sun;Chia-Yuan Chang

  • Affiliations:
  • Department of Chemical Engineering, National Taiwan University, Taipei 10617, Taiwan, ROC;Department of Chemical Engineering, National Taiwan University, Taipei 10617, Taiwan, ROC;Department of Chemical Engineering, National Taiwan University, Taipei 10617, Taiwan, ROC

  • Venue:
  • Fuzzy Sets and Systems - Special issue: Optimization and decision support systems
  • Year:
  • 2002

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Abstract

A solution strategy for optimizing the dynamic systems with flexible inequality constraints is proposed. To apply fuzzy inference in solution, the flexible portion in the problem is treated as fuzzy constraints. After functional values are bounded in a region, the objective function of this problem can also be fuzzified easily. When the problem is formulated as a fuzzy dynamic optimization problem, the iterative dynamic programming integrated with fuzzy inference is adopted to find the solution. Two examples are employed, demonstrating the facility of the proposed algorithm.