Sweep algorithm for solving optimal control problem with multi-point boundary conditions

Advances in Difference Equations

Mutallim Mutallimov¹  Leyla I Amirova¹  Rena T Zulfugarova¹ 

[1] Institute of Applied Mathematics, Baku State University, Baku, Azerbaijan

关键词: sweep algorithm;    multi-point boundary conditions;    initial conditions;    system of linear algebraic equations;    49J15;    49M25;    49N10;   

DOI  :  10.1186/s13662-015-0569-5

学科分类：数学（综合）

来源: SpringerOpen

【 摘 要 】

The sweep algorithm for solving optimal control problem with multi-point boundary conditions is offered. According to this algorithm, the search of initial conditions is reduced to the solution of the corresponding system of linear algebraic equations. A similar algorithm is proposed for the discrete case.

【 授权许可】

CC BY