University of MaraghehSahand Communications in Mathematical Analysis2322-580717120200101About One Sweep Algorithm for Solving Linear-Quadratic Optimization Problem with Unseparated Two-Point Boundary Conditions991073783310.22130/scma.2019.107161.605ENFikretA. AlievInstitute of Applied Mathematics, BSU, Baku, Azerbaijan.MutallimM. MutallimovInstitute of Applied Mathematics, BSU, Baku, Azerbaijan.0000-0001-8353-9295IlkinA. MaharramovInstitute of Applied Mathematics, BSU, Baku, Azerbaijan.NargizSh. HuseynovaInstitute of Applied Mathematics, BSU, Baku, Azerbaijan.LeylaI. AmirovaInstitute of Applied Mathematics, BSU, Baku, Azerbaijan.Journal Article20190503In 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.https://scma.maragheh.ac.ir/article_37833_54d6126205a68ce8ec09a67f2f92ea24.pdf