Document Type : Research Paper


Institute of Applied Mathematics, BSU, Baku, Azerbaijan.


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.


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