Fikret Aliev

Institute of Applied Mathematics, Baku State University, Baku, Azerbaijan

[ 1 ] - On the solving of matrix equation of Sylvester type

A solution of two problems related to the matrix equation of Sylvester type is given. In the first problem, the procedures for linear matrix inequalities are used to construct the solution of this equation. In the second problem, when a matrix is given which is not a solution of this equation, it is required to find such solution of the original equation, which most accurately approximates the ...

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

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 optimi...

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