Title of article
About One Sweep Algorithm for Solving Linear-Quadratic Optimization Problem with Unseparated Two-Point Boundary Conditions
Author/Authors
Aliev ، Fikret A. Institute of Applied Mathematics - Baku State University (BSU) , Mutallimov ، Mutallim M. Institute of Applied Mathematics - Baku State University (BSU) , Maharramov ، Ilkin A. Institute of Applied Mathematics - Baku State University (BSU) , Huseynova ، Nargiz Sh. Institute of Applied Mathematics - Baku State University (BSU) , Amirova ، Leyla I. Institute of Applied Mathematics - Baku State University (BSU)
From page
99
To page
107
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
Journal title
Sahand Communications in Mathematical Analysis
Journal title
Sahand Communications in Mathematical Analysis
Record number
2612287
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