%0 Journal Article
%T About One Sweep Algorithm for Solving Linear-Quadratic Optimization Problem with Unseparated Two-Point Boundary Conditions
%J Sahand Communications in Mathematical Analysis
%I University of Maragheh
%Z 2322-5807
%A A. Aliev, Fikret
%A M. Mutallimov, Mutallim
%A A. Maharramov, Ilkin
%A Sh. Huseynova, Nargiz
%A I. Amirova, Leyla
%D 2020
%\ 01/01/2020
%V 17
%N 1
%P 99-107
%! About One Sweep Algorithm for Solving Linear-Quadratic Optimization Problem with Unseparated Two-Point Boundary Conditions
%K Sweep Algorithm
%K Optimization
%K unseparated two-point boundary conditions
%K Riccati equations
%R 10.22130/scma.2019.107161.605
%X 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.
%U https://scma.maragheh.ac.ir/article_37833_54d6126205a68ce8ec09a67f2f92ea24.pdf