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About One Sweep Algorithm for Solving Linear-Quadratic Optimization Problem with Unseparated Two-Point Boundary Conditions

Journal: Sahand Communications in Mathematical Analysis (Vol.17, No. 1)

Publication Date:

Authors : ; ; ; ; ;

Page : 99-107

Keywords : Sweep Algorithm; Optimization; unseparated two-point boundary conditions; Riccati equations;

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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.

Last modified: 2020-06-16 17:02:43