An Alternative Approach for Nonlinear Optimization Problem with Caputo - Fabrizio Derivative

Abstract

In this study, a fractional mathematical model with steepest descent direction is proposed to find optimal solutions for a class of nonlinear programming problem. In this sense, Caputo-Fabrizio derivative is adapted to the mathematical model. To demonstrate the solution trajectory of the mathematical model, we use the multistage variational iteration method (MVIM). Numerical simulations and comparisons on some test problems show that the mathematical model generated using Caputo-Fabrizio fractional derivative is both feasible and efficient to find optimal solutions for a certain class of equality constrained optimization problems.