About One Sweep Algorithm for Solving Linear-Quadratic Optimization Problem with Unseparated Two-Point Boundary Conditions
Authors
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.
similar resources
the algorithm for solving the inverse numerical range problem
برد عددی ماتریس مربعی a را با w(a) نشان داده و به این صورت تعریف می کنیم w(a)={x8ax:x ?s1} ، که در آن s1 گوی واحد است. در سال 2009، راسل کاردن مساله برد عددی معکوس را به این صورت مطرح کرده است : برای نقطه z?w(a)، بردار x?s1 را به گونه ای می یابیم که z=x*ax، در این پایان نامه ، الگوریتمی برای حل مساله برد عددی معکوس ارانه می دهیم.
15 صفحه اولAn Interior Point Algorithm for Solving Convex Quadratic Semidefinite Optimization Problems Using a New Kernel Function
In this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual Interior Point Method (IPM) based on a new kernel function with a trigonometric barrier term. Iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. Although our proposed kernel function is neither a Self-Regular (SR) fun...
full textsolving quadratic assignment problem (qap) using invasive weed optimization algorithm
a new powerful optimization algorithm inspired from colonizing weeds is utilized to solve the well-known quadratic assignment problem (qap) which is of application in a large number of practical areas such as plant layout, machinery layout and so on. a set of reference numerical problems from qaplib is taken in order to evaluate the efficiency of the algorithm compared with the previous ones wh...
full textApplication of variational iteration method for solving singular two point boundary value problem
DEA methodology allows DMUs to select the weights freely, so in the optimalsolution we may see many zeros in the optimal weight. to overcome this prob-lem, there are some methods, but they are not suitable for evaluating DMUswith fuzzy data. In this paper, we propose a new method for solving fuzzyDEA models with restricted multipliers with less computation, and comparethis method with Liu''''''...
full textAn Effective Numerical Technique for Solving Second Order Linear Two-Point Boundary Value Problems with Deviating Argument
Based on reproducing kernel theory, an effective numerical technique is proposed for solving second order linear two-point boundary value problems with deviating argument. In this method, reproducing kernels with Chebyshev polynomial form are used (C-RKM). The convergence and an error estimation of the method are discussed. The efficiency and the accuracy of the method is demonstrated on some n...
full textan interior point algorithm for solving convex quadratic semidefinite optimization problems using a new kernel function
in this paper, we consider convex quadratic semidefinite optimization problems and provide a primal-dual interior point method (ipm) based on a new kernel function with a trigonometric barrier term. iteration complexity of the algorithm is analyzed using some easy to check and mild conditions. although our proposed kernel function is neither a self-regular (sr) function nor logarithmic barrier ...
full textMy Resources
Journal title
volume 17 issue 1
pages 99- 107
publication date 2020-01-01
By following a journal you will be notified via email when a new issue of this journal is published.
Hosted on Doprax cloud platform doprax.com
copyright © 2015-2023