TY - JOUR
ID - 37833
TI - About One Sweep Algorithm for Solving Linear-Quadratic Optimization Problem with Unseparated Two-Point Boundary Conditions
JO - Sahand Communications in Mathematical Analysis
JA - SCMA
LA - en
SN - 2322-5807
AU - A. Aliev, Fikret
AU - M. Mutallimov, Mutallim
AU - A. Maharramov, Ilkin
AU - Sh. Huseynova, Nargiz
AU - I. Amirova, Leyla
AD - Institute of Applied Mathematics, BSU, Baku, Azerbaijan.
Y1 - 2020
PY - 2020
VL - 17
IS - 1
SP - 99
EP - 107
KW - Sweep Algorithm
KW - Optimization
KW - unseparated two-point boundary conditions
KW - Riccati equations
DO - 10.22130/scma.2019.107161.605
N2 - 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.
UR - https://scma.maragheh.ac.ir/article_37833.html
L1 - https://scma.maragheh.ac.ir/article_37833_54d6126205a68ce8ec09a67f2f92ea24.pdf
ER -