@article { author = {A. Aliev, Fikret and M. Mutallimov, Mutallim and A. Maharramov, Ilkin and Sh. Huseynova, Nargiz and I. Amirova, Leyla}, title = {About One Sweep Algorithm for Solving Linear-Quadratic Optimization Problem with Unseparated Two-Point Boundary Conditions}, journal = {Sahand Communications in Mathematical Analysis}, volume = {17}, number = {1}, pages = {99-107}, year = {2020}, publisher = {University of Maragheh}, issn = {2322-5807}, eissn = {2423-3900}, doi = {10.22130/scma.2019.107161.605}, abstract = {In the paper a linear-quadratic optimization problem (LCTOR) with unseparated two-point boundary conditions is considered. To solve this problem is proposed a new sweep algorithm which increases doubles the dimension of the original system. In contrast to the well-known methods, here it refuses to solve linear matrix and nonlinear Riccati equations, since the solution of such multi-point optimization problems encounters serious difficulties in passing through nodal points. The results are illustrated with a specific numerical example.}, keywords = {Sweep Algorithm,Optimization,unseparated two-point boundary conditions,Riccati equations}, url = {https://scma.maragheh.ac.ir/article_37833.html}, eprint = {https://scma.maragheh.ac.ir/article_37833_fd95eddce176e507eaf6194b3f90d80e.pdf} }