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Numerical Simulation Using GEM for the Optimization Problem as a System of FDEs
Department of Mathematics, Faculty of Science, Cairo University, Giza, Egypt
Department of Mathematics, Faculty of Science, Benha University, Benha, Egypt
- 1 Department of Mathematics, Faculty of Science, Cairo University, Giza, Egypt
- 2 Department of Mathematics, Faculty of Science, Benha University, Benha, Egypt
Applied Mathematics·Volume 08 (2017)·Pages 1761–1768·Published 4 December 2017·DOI10.4236/am.2017.812126
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Abstract
In this paper, we introduce a numerical treatment using generalized Euler method (GEM) for the non-linear programming problem which is governed by a system of fractional differential equations (FDEs). The appeared fractional derivatives in these equations are in the Caputo sense. We compare our numerical solutions with those numerical solutions using RK4 method. The obtained numerical results of the optimization problem model show the simplicity and the efficiency of the proposed scheme.
KeywordsNonlinear ProgrammingPenalty FunctionDynamic SystemCaputo Fractional DerivativeGeneralized Euler MethodRK4 Method
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